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      </invstOrSec>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.5% 08-15-23</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC21</name>
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        <name>COMM MORTGAGE TRUST COMM_15-CR22</name>
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        <name>COMM MORTGAGE TRUST COMM_14-UBS4</name>
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        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP.  CSFB_02-30</name>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LITHUANIA (REPUBLIC OF)</name>
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        <cusip>536878AG6</cusip>
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        <invCountry>LT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LITHUANIA (REPUBLIC OF)</name>
        <lei>529900F7Y171QF1RSU09</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS0485991417"/>
          <other otherDesc="CG Symbol" value="FCL423"/>
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        <curCd>USD</curCd>
        <valUSD>15153900.000000000000</valUSD>
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        <invCountry>LT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
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        <cusip>53944YAF0</cusip>
        <identifiers>
          <isin value="US53944YAF07"/>
          <other otherDesc="CG Symbol" value="FCL48453"/>
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        <curCd>USD</curCd>
        <valUSD>5609410.900000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34</name>
        <lei>N/A</lei>
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        <cusip>2254W0BZ7</cusip>
        <identifiers>
          <isin value="US2254W0BZ73"/>
          <other otherDesc="CG Symbol" value="FMC143"/>
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        <curCd>USD</curCd>
        <valUSD>113860.390000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21</name>
        <lei>N/A</lei>
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        <cusip>22541QQA3</cusip>
        <identifiers>
          <isin value="US22541QQA30"/>
          <other otherDesc="CG Symbol" value="FMC145"/>
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        <curCd>USD</curCd>
        <valUSD>182883.240000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29</name>
        <lei>N/A</lei>
        <title>CSFB 03-29 5A1 PT 7.0% 12-25-33</title>
        <cusip>22541Q4B5</cusip>
        <identifiers>
          <isin value="US22541Q4B56"/>
          <other otherDesc="CG Symbol" value="FMC146"/>
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        <balance>321592.430000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334930.800000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_16-COR1</name>
        <lei>N/A</lei>
        <title>COMM 16-COR1 A4 3.091% 10-10-49/08-10-26</title>
        <cusip>12594MBC1</cusip>
        <identifiers>
          <isin value="US12594MBC10"/>
          <other otherDesc="CG Symbol" value="FMC15410"/>
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        <balance>8975000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9320573.400000000000</valUSD>
        <pctVal>0.0434494306</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.09100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METLIFE GLOBAL FUNDING GIC 144A LIFE 2.0% 04-14-20</title>
        <cusip>59217GBP3</cusip>
        <identifiers>
          <isin value="US59217GBP37"/>
          <other otherDesc="CG Symbol" value="FCM16505"/>
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        <balance>830000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>830572.700000000000</valUSD>
        <pctVal>0.0038718552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSEC 3.125% 07-27-26</title>
        <cusip>61761J3R8</cusip>
        <identifiers>
          <isin value="US61761J3R84"/>
          <other otherDesc="CG Symbol" value="FCM23392"/>
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        <balance>3570000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3703053.900000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_12-CR3</name>
        <lei>N/A</lei>
        <title>COMM 12-CR3 C 144A FRN 10-15-45/22</title>
        <cusip>12624PAQ8</cusip>
        <identifiers>
          <isin value="US12624PAQ81"/>
          <other otherDesc="CG Symbol" value="FMC20270"/>
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        <balance>2714333.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2765756.040000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>4.5840000000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_13-CR10</name>
        <lei>549300YJIXJB9DCDOI21</lei>
        <title>COMM 13-CC10 B 144A FRN 08-10-46/08-11-23</title>
        <cusip>12626BAQ7</cusip>
        <identifiers>
          <isin value="US12626BAQ77"/>
          <other otherDesc="CG Symbol" value="FMC20362"/>
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        <balance>1651295.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1772896.360000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>4.9487500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARATHON OIL CORP</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
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        <cusip>565849AL0</cusip>
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          <isin value="US565849AL02"/>
          <other otherDesc="CG Symbol" value="FCM36286"/>
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        <balance>14700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15405276.600000000000</valUSD>
        <pctVal>0.0718143045</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>MET LIFE GLOB FUNDING GIC 144A LIFE 3.45% 12-18-26</title>
        <cusip>59217GBY4</cusip>
        <identifiers>
          <isin value="US59217GBY44"/>
          <other otherDesc="CG Symbol" value="FCM38451"/>
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        <balance>2330000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2502485.240000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MOLSON COORS BREWING COMPANY</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>MOLSON COORS BREWING CO SR UNSEC 2.25% 03-15-20</title>
        <cusip>60871RAP5</cusip>
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          <isin value="US60871RAP55"/>
          <other otherDesc="CG Symbol" value="FCM46290"/>
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        <curCd>USD</curCd>
        <valUSD>1275541.880000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSEC 3.737% 04-24-24</title>
        <cusip>61744YAQ1</cusip>
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          <isin value="US61744YAQ17"/>
          <other otherDesc="CG Symbol" value="FCM48120"/>
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        <balance>35000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36624455.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-24</maturityDt>
          <couponKind>Variable</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METLIFE GLOBAL FUNDING GIC 144A LIFE 3.375% 01-11-22</title>
        <cusip>59217GCS6</cusip>
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          <isin value="US59217GCS66"/>
          <other otherDesc="CG Symbol" value="FCM53654"/>
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        <balance>14850000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15276714.750000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-11</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MERCK &amp; CO INC</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MERCK &amp; CO INC SR UNSEC 2.90% 03-07-24</title>
        <cusip>58933YAU9</cusip>
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          <isin value="US58933YAU91"/>
          <other otherDesc="CG Symbol" value="FCM54376"/>
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        <curCd>USD</curCd>
        <valUSD>14024758.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METLIFE GLOBAL FUNDING GIC 144A LIFE SEC 2.4% 06-17-22</title>
        <cusip>59217GDB2</cusip>
        <identifiers>
          <isin value="US59217GDB23"/>
          <other otherDesc="CG Symbol" value="FCM55784"/>
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        <balance>16490000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16689693.900000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY SR UNSEC 2.72% 07-22-25</title>
        <cusip>6174468J1</cusip>
        <identifiers>
          <isin value="US6174468J17"/>
          <other otherDesc="CG Symbol" value="FCM56359"/>
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        <balance>27000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27332991.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7200000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MERCK &amp; CO INC</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MERCK &amp; CO INC SR UNSEC 2.8% 05-18-23</title>
        <cusip>58933YAF2</cusip>
        <identifiers>
          <isin value="US58933YAF25"/>
          <other otherDesc="CG Symbol" value="FCM754"/>
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        <balance>26506000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27358247.420000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 1.95% 02-11-20</title>
        <cusip>64952WBY8</cusip>
        <identifiers>
          <isin value="US64952WBY84"/>
          <other otherDesc="CG Symbol" value="FCN14021"/>
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        <balance>7200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7201706.400000000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>NATIONAL RURAL UTIL SR SEC 1ST LIEN 2.3% 11-01-20</title>
        <cusip>637432NF8</cusip>
        <identifiers>
          <isin value="US637432NF88"/>
          <other otherDesc="CG Symbol" value="FCN20523"/>
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        <balance>2025000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2032826.630000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 2.0% 04-13-21</title>
        <cusip>64952WCE1</cusip>
        <identifiers>
          <isin value="US64952WCE12"/>
          <other otherDesc="CG Symbol" value="FCN21857"/>
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        <balance>12274000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12296166.840000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NORDEA BANK ABP</name>
        <lei>6SCPQ280AIY8EP3XFW53</lei>
        <title>NORDEA BANK 144A LIFE SR UNSEC 2.25% 05-27-21</title>
        <cusip>65557CAS2</cusip>
        <identifiers>
          <isin value="US65557CAS26"/>
          <other otherDesc="CG Symbol" value="FCN22447"/>
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        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15062580.000000000000</valUSD>
        <pctVal>0.0702167663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NSTAR ELECTRIC CO</name>
        <lei>54930080R72Y2Z31UR68</lei>
        <title>NSTAR ELECTRIC CO SR UNSEC 2.375% 10-15-22</title>
        <cusip>67021CAG2</cusip>
        <identifiers>
          <isin value="US67021CAG24"/>
          <other otherDesc="CG Symbol" value="FCN23491"/>
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        <balance>1414000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1429503.100000000000</valUSD>
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        <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>2.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_13-CR7</name>
        <lei>549300FVY7JUBJ0PIH53</lei>
        <title>COMM 13-CR7 C 144A FRN 03-10-46/10-10-23</title>
        <cusip>12625FAY2</cusip>
        <identifiers>
          <isin value="US12625FAY25"/>
          <other otherDesc="CG Symbol" value="FMC22116"/>
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        <balance>7479000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7419145.560000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.1958700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_13-CR6</name>
        <lei>N/A</lei>
        <title>COMM 13-CR6 B 144A 3.397% 03-10-46/02-10-23</title>
        <cusip>12624XAP3</cusip>
        <identifiers>
          <isin value="US12624XAP33"/>
          <other otherDesc="CG Symbol" value="FMC22169"/>
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        <balance>2250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2306225.250000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.39700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 1.70% 09-14-21</title>
        <cusip>64952WCJ0</cusip>
        <identifiers>
          <isin value="US64952WCJ09"/>
          <other otherDesc="CG Symbol" value="FCN24258"/>
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        <balance>12500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12461750.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>NATIONAL RURAL UTIL SR SEC 1ST LIEN 2.95% 02-07-24</title>
        <cusip>637432NL5</cusip>
        <identifiers>
          <isin value="US637432NL56"/>
          <other otherDesc="CG Symbol" value="FCN39309"/>
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        <balance>15750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16280901.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_12-CR5</name>
        <lei>N/A</lei>
        <title>COMM 12-CR5 D 144A FRN% 12-10-45/22</title>
        <cusip>12623SAS9</cusip>
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          <isin value="US12623SAS95"/>
          <other otherDesc="CG Symbol" value="FMC22296"/>
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        <balance>5000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5081130.000000000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_19-SJ1</name>
        <lei>N/A</lei>
        <title>TPMT 19-SJ1 A1 144A FRN 11-25-58</title>
        <cusip>89177RAA8</cusip>
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          <isin value="US89177RAA86"/>
          <other otherDesc="CG Symbol" value="FMC22823"/>
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        <balance>3262173.450000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3299972.250000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 1.95% 09-28-20</title>
        <cusip>64952WCV3</cusip>
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          <isin value="US64952WCV37"/>
          <other otherDesc="CG Symbol" value="FCN44331"/>
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        <balance>1625000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1626267.500000000000</valUSD>
        <pctVal>0.0075811212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <name>NESTLE HOLDINGS INC.</name>
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        <name>NEW YORK LIFE GLOBAL FUNDING</name>
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        <name>OESTERREICHISCHE KONTROLLBANK AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <title>FNR 06-96 MO PAC PO .0% 10-25-36</title>
        <cusip>31396LCF5</cusip>
        <identifiers>
          <isin value="US31396LCF58"/>
          <other otherDesc="CG Symbol" value="FMF1426"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ONCOR ELECTRIC DELIVERY COMPANY LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
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          <isin value="US68233JBM53"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PUBLIC SERVICE COMPANY OF COLORADO</name>
        <lei>5BANEF6PGSEK0SNMQF44</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHARM FRN 760014 08-01-45</title>
        <cusip>31342WAP6</cusip>
        <identifiers>
          <isin value="US31342WAP68"/>
          <other otherDesc="CG Symbol" value="FMF15379"/>
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        <balance>7636099.390000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7801840.930000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.4600000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K726 A2 (MF) 2.905% 04-25-24</title>
        <cusip>3137BYPQ7</cusip>
        <identifiers>
          <isin value="US3137BYPQ75"/>
          <other otherDesc="CG Symbol" value="FMF16297"/>
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        <balance>31580000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32552000.820000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PUGET ENERGY INC</name>
        <lei>SYBSJ96YIDMIUY7WDR33</lei>
        <title>PUGET ENERGY INC SR SEC 1ST LIEN 6.5% 12-15-20</title>
        <cusip>745310AB8</cusip>
        <identifiers>
          <isin value="US745310AB85"/>
          <other otherDesc="CG Symbol" value="FCP2143"/>
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        <balance>4222000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4411166.710000000000</valUSD>
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        <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>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>PUBLIC SERVICE ENTERPRISE GROUP INC</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PUB SVC EL &amp; GAS SR UNSEC 2.0% 11-15-21</title>
        <cusip>744573AK2</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FCP25090"/>
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        <balance>3545000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3541837.860000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>PUBLIC SERVICE ELECTRIC AND GAS COMPANY</name>
        <lei>549300RUHPVD434XUK18</lei>
        <title>PUB SVC EL &amp; GAS SEC 3.5% 08-15-20</title>
        <cusip>74456QAX4</cusip>
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          <other otherDesc="CG Symbol" value="FCP27691"/>
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        <balance>15467000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15622628.950000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC SR UNSEC 2.0% 02-21-20</title>
        <cusip>718172BX6</cusip>
        <identifiers>
          <isin value="US718172BX66"/>
          <other otherDesc="CG Symbol" value="FCP39849"/>
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        <balance>3915000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3914776.850000000000</valUSD>
        <pctVal>0.0182493949</pctVal>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC SR UNSEC 2.625% 02-18-22</title>
        <cusip>718172BZ1</cusip>
        <identifiers>
          <isin value="US718172BZ15"/>
          <other otherDesc="CG Symbol" value="FCP39850"/>
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        <balance>1140000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1156210.800000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC SR UNSEC 2.375% 08-17-22</title>
        <cusip>718172CA5</cusip>
        <identifiers>
          <isin value="US718172CA54"/>
          <other otherDesc="CG Symbol" value="FCP43634"/>
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        <balance>15175000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15311317.030000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC SR UNSEC 2.5% 11-02-22</title>
        <cusip>718172CD9</cusip>
        <identifiers>
          <isin value="US718172CD93"/>
          <other otherDesc="CG Symbol" value="FCP45057"/>
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        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15230805.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNC BANK NATIONAL ASSOCIATION</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC BANK NA SR UNSEC 2.5% 01-22-21</title>
        <cusip>69353RFH6</cusip>
        <identifiers>
          <isin value="US69353RFH66"/>
          <other otherDesc="CG Symbol" value="FCP46629"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10056080.000000000000</valUSD>
        <pctVal>0.0468781191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC CO</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS &amp; ELECTRIC 144A SR UNSEC 4.25% 08-01-23</title>
        <cusip>694308HZ3</cusip>
        <identifiers>
          <isin value="US694308HZ35"/>
          <other otherDesc="CG Symbol" value="FCP51778"/>
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        <balance>13445000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13416967.180000000000</valUSD>
        <pctVal>0.0625454636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PFIZER INC</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
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        <cusip>717081ES8</cusip>
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          <isin value="US717081ES88"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 3.0 MA3090 08-01-32</title>
        <cusip>31418CNG5</cusip>
        <identifiers>
          <isin value="US31418CNG59"/>
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        <balance>706194.650000000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 3292 BO PAC PO .0% 03-15-37</title>
        <cusip>31397FRD6</cusip>
        <identifiers>
          <isin value="US31397FRD68"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCN UMBS 3.0 MA3159 10-01-27</title>
        <cusip>31418CQM9</cusip>
        <identifiers>
          <isin value="US31418CQM90"/>
          <other otherDesc="CG Symbol" value="FMF17058"/>
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        <balance>8926537.570000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9160966.300000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNIONP 7.0 888698 10-01-37</title>
        <cusip>31410GKK8</cusip>
        <identifiers>
          <isin value="US31410GKK84"/>
          <other otherDesc="CG Symbol" value="FMF1745"/>
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        <balance>67323.550000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74797.140000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070</name>
        <lei>N/A</lei>
        <title>FHMS K070 A2 (MF) 3.303% 11-25-27</title>
        <cusip>3137FCJK1</cusip>
        <identifiers>
          <isin value="US3137FCJK14"/>
          <other otherDesc="CG Symbol" value="FMF17848"/>
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        <balance>1644000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1770824.740000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FANNIEMAE-ACES FNA_17-M12</name>
        <lei>N/A</lei>
        <title>FNA 17-M12 A2 (MF) FRN 06-25-27</title>
        <cusip>3136AX7E9</cusip>
        <identifiers>
          <isin value="US3136AX7E95"/>
          <other otherDesc="CG Symbol" value="FMF17849"/>
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        <balance>13000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13730561.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.1820000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCN UMBS 3.0 MA3250 01-01-28</title>
        <cusip>31418CTG9</cusip>
        <identifiers>
          <isin value="US31418CTG95"/>
          <other otherDesc="CG Symbol" value="FMF18027"/>
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        <balance>6316183.310000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6478206.040000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE ACES FNMA_17-M15</name>
        <lei>N/A</lei>
        <title>FNA 17-M15 A2 (MF) FRN 09-25-27</title>
        <cusip>3136AY6X6</cusip>
        <identifiers>
          <isin value="US3136AY6X67"/>
          <other otherDesc="CG Symbol" value="FMF18331"/>
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        <balance>11000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11578083.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0580000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PUBLIC SERVICE ENTERPRISE GROUP INC</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PUB SVC EL &amp; GAS SR UNSEC 2.875% 06-15-24</title>
        <cusip>744573AN6</cusip>
        <identifiers>
          <isin value="US744573AN60"/>
          <other otherDesc="CG Symbol" value="FCP55646"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10222140.000000000000</valUSD>
        <pctVal>0.0476522359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC SR UNSEC 2.9% 11-15-21</title>
        <cusip>718172AL3</cusip>
        <identifiers>
          <isin value="US718172AL38"/>
          <other otherDesc="CG Symbol" value="FCP686"/>
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        <balance>8850000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9000122.550000000000</valUSD>
        <pctVal>0.0419555947</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>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC FINANCIAL SERVICES GROUP INC</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINL SVCS SR UNSEC 2.854% 11-09-22</title>
        <cusip>693475AL9</cusip>
        <identifiers>
          <isin value="US693475AL94"/>
          <other otherDesc="CG Symbol" value="FCP767"/>
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        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5116135.000000000000</valUSD>
        <pctVal>0.0238497293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.8540000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC CO</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS &amp; ELECTRIC SR UNSEC 3.85% 11-15-23</title>
        <cusip>694308HE0</cusip>
        <identifiers>
          <isin value="US694308HE06"/>
          <other otherDesc="CG Symbol" value="FCP841"/>
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        <balance>22220000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21895921.300000000000</valUSD>
        <pctVal>0.1020715434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC SR UNSEC 4.45% 06-12-25</title>
        <cusip>761713BG0</cusip>
        <identifiers>
          <isin value="US761713BG06"/>
          <other otherDesc="CG Symbol" value="FCR19096"/>
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        <balance>5940000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6362619.120000000000</valUSD>
        <pctVal>0.0296604260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC SR UNSEC 4.00% 06-12-22</title>
        <cusip>761713BF2</cusip>
        <identifiers>
          <isin value="US761713BF23"/>
          <other otherDesc="CG Symbol" value="FCR19097"/>
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        <balance>960000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998942.400000000000</valUSD>
        <pctVal>0.0046567391</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>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 5.0 BK4873 05-01-48</title>
        <cusip>3140HJMX6</cusip>
        <identifiers>
          <isin value="US3140HJMX69"/>
          <other otherDesc="CG Symbol" value="FMF18774"/>
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        <balance>4037930.900000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4326158.410000000000</valUSD>
        <pctVal>0.0201671197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      </invstOrSec>
      <invstOrSec>
        <name>FLAGSTAR MORTGAGE TRUST FSMT_18-3INV</name>
        <lei>N/A</lei>
        <title>FSMT 18-3INV A3 144A FRN 05-25-48</title>
        <cusip>33851JAC3</cusip>
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          <isin value="US33851JAC36"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076</name>
        <lei>N/A</lei>
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        <cusip>3137FEZU7</cusip>
        <identifiers>
          <isin value="US3137FEZU77"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K078</name>
        <lei>N/A</lei>
        <title>FHMS K078 A2 (MF) 3.854% 06-25-28</title>
        <cusip>3137FGR31</cusip>
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          <isin value="US3137FGR317"/>
          <other otherDesc="CG Symbol" value="FMF21340"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 4.0 MA3467 09-01-48</title>
        <cusip>31418CZ98</cusip>
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          <isin value="US31418CZ984"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 4.0 MA3443 08-01-48</title>
        <cusip>31418CZH0</cusip>
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          <isin value="US31418CZH05"/>
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        <balance>3048906.700000000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 8.000% 11-15-21</title>
        <cusip>912810EL8</cusip>
        <identifiers>
          <isin value="US912810EL80"/>
          <other otherDesc="CG Symbol" value="31U114"/>
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        <curCd>USD</curCd>
        <valUSD>22431200.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
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        <cusip>761713BE5</cusip>
        <identifiers>
          <isin value="US761713BE57"/>
          <other otherDesc="CG Symbol" value="FCR19098"/>
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        <balance>7355000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7397761.970000000000</valUSD>
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        <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>3.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROCHE HOLDINGS INC</name>
        <lei>PVJRP0EQNV6OGDPZGY95</lei>
        <title>ROCHE HLDGS 144A LIFE SR UNSEC 3.0% 11-10-25</title>
        <cusip>771196BJ0</cusip>
        <identifiers>
          <isin value="US771196BJ08"/>
          <other otherDesc="CG Symbol" value="FCR20642"/>
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        <balance>1710000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1800470.970000000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS FHR_4582</name>
        <lei>N/A</lei>
        <title>FHR 4582 GA 3.75% 03-15-52</title>
        <cusip>3137BPHR3</cusip>
        <identifiers>
          <isin value="US3137BPHR34"/>
          <other otherDesc="CG Symbol" value="FMF21811"/>
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        <balance>48937323.890000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50310798.820000000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 4.0 MA3463 09-01-33</title>
        <cusip>31418CZ56</cusip>
        <identifiers>
          <isin value="US31418CZ562"/>
          <other otherDesc="CG Symbol" value="FMF21884"/>
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        <balance>57104874.630000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59638503.710000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K733</name>
        <lei>N/A</lei>
        <title>FHMS K733 A2 (MF) 3.75% 08-25-25</title>
        <cusip>3137FJXQ7</cusip>
        <identifiers>
          <isin value="US3137FJXQ70"/>
          <other otherDesc="CG Symbol" value="FMF21969"/>
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        <balance>50000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54015800.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.7500000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083</name>
        <lei>N/A</lei>
        <title>FHMS K083 A2 (MF) 4.05% 09-25-28</title>
        <cusip>3137FJXV6</cusip>
        <identifiers>
          <isin value="US3137FJXV65"/>
          <other otherDesc="CG Symbol" value="FMF22076"/>
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        <balance>3750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4258230.000000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0500000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA SR UNSEC 2.125% 03-02-20</title>
        <cusip>78012KC62</cusip>
        <identifiers>
          <isin value="US78012KC627"/>
          <other otherDesc="CG Symbol" value="FCR40029"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10006040.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYAL BANK OF SCOTLAND GROUP PLC (THE)</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>ROYAL BK OF SCOTLAND SR UNSEC 3.498% 05-15-23</title>
        <cusip>780097BE0</cusip>
        <identifiers>
          <isin value="US780097BE04"/>
          <other otherDesc="CG Symbol" value="FCR41744"/>
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        <balance>23500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24007670.500000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.4980000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 7.125% 02-15-23</title>
        <cusip>912810EP9</cusip>
        <identifiers>
          <isin value="US912810EP94"/>
          <other otherDesc="CG Symbol" value="31U168"/>
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        <balance>15000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17578650.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 8.750% 05-15-20</title>
        <cusip>912810EF1</cusip>
        <identifiers>
          <isin value="US912810EF13"/>
          <other otherDesc="CG Symbol" value="31U65"/>
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        <balance>1000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1032300.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K084</name>
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      </invstOrSec>
      <invstOrSec>
        <name>SUNOCO LOGISTICS PARTNERS OPERATIONS LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_15-3</name>
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        <cusip>03065NAF2</cusip>
        <identifiers>
          <isin value="US03065NAF24"/>
          <other otherDesc="CG Symbol" value="FAA3886"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-1</name>
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        <cusip>02582JHQ6</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_19-1A</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A</name>
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        <cusip>05377RDL5</cusip>
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          <isin value="US05377RDL50"/>
          <other otherDesc="CG Symbol" value="FAA8324"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON CO</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CAL EDISON SEC 3.7% 08-01-25</title>
        <cusip>842400GN7</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FCS51759"/>
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        <balance>4700000.000000000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SYNIT_18-A1</name>
        <lei>N/A</lei>
        <title>SYNIT 18-A1 A1 3.38% 09-15-24/09-15-21</title>
        <cusip>87166PAA9</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FCS52543"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A</name>
        <lei>N/A</lei>
        <title>AESOP 17-2A A 144A 2.97% 03-20-24/23</title>
        <cusip>05377RCU6</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_16-2A</name>
        <lei>N/A</lei>
        <title>AESOP 16-2A A 144A 2.72% 11-20-22/21</title>
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          <isin value="US05377RCK86"/>
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        <name>SHELL INTERNATIONAL FINANCE BV</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A</name>
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        <title>AESOP 18-2A A 144A 4.0% 03-20-25/24</title>
        <cusip>05377RDC5</cusip>
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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>AESOP 14-2A A 144A 2.5% 02-20-21/20</title>
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          <other otherDesc="CG Symbol" value="FAA866"/>
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        <curCd>USD</curCd>
        <valUSD>5001835.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CALIFORNIA EDISON CO</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CAL EDISON SEC 2.85% 08-01-29</title>
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          <other otherDesc="CG Symbol" value="FCS56571"/>
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        <curCd>USD</curCd>
        <valUSD>27890503.880000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TAKEDA PHARMACEUTICAL CO LTD</name>
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        <cusip>874060AR7</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <cusip>89236TFS9</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <cusip>31326NFA4</cusip>
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        <balance>7080382.110000000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 3.5 AL2058 02-01-26</title>
        <cusip>3138EJJC3</cusip>
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          <isin value="US3138EJJC33"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>TORONTO DOMINION BANK (THE)</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK SR UNSEC 2.65% 06-12-24</title>
        <cusip>89114QCA4</cusip>
        <identifiers>
          <isin value="US89114QCA40"/>
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        <balance>59875000.000000000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TOTAL CAPITAL INTERNATIONAL SA</name>
        <lei>549300U37G2I8G4RUG09</lei>
        <title>TOTAL CAPITAL INTL SR UNSEC 2.434% 01-10-25</title>
        <cusip>89153VAS8</cusip>
        <identifiers>
          <isin value="US89153VAS88"/>
          <other otherDesc="CG Symbol" value="FCT56213"/>
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        <balance>41060000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41606960.260000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITED HEALTH GROUP SR UNSEC 2.125% 03-15-21</title>
        <cusip>91324PCU4</cusip>
        <identifiers>
          <isin value="US91324PCU49"/>
          <other otherDesc="CG Symbol" value="FCU21492"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</annualizedRt>
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      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2</name>
        <lei>N/A</lei>
        <title>CFMT 18-RM2 A 144A FRN 10-25-68/23</title>
        <cusip>14727QAA3</cusip>
        <identifiers>
          <isin value="US14727QAA31"/>
          <other otherDesc="CG Symbol" value="FAC7709"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CPS AUTO RECEIVABLES TRUST CPS_17-C</name>
        <lei>N/A</lei>
        <title>CPS 17-C C 144A 2.86% 06-15-23</title>
        <cusip>22411YAC6</cusip>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 4.0 BN1087 01-01-34</title>
        <cusip>3140JHF57</cusip>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNARM FRN BN0292 11-01-48</title>
        <cusip>3140JGKE4</cusip>
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      <invstOrSec>
        <name>CPS AUTO TRUST CPS_18-A</name>
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        <cusip>12595MAD9</cusip>
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        <name>CARMAX AUTO OWNER TRUST CARMX_19-2</name>
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        <title>CARMX 19-2 A2A 2.69% 07-15-22/03-15-21</title>
        <cusip>14316LAB9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNILEVER CAPITAL CORP</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>UNILEVER CAPITAL CORP SR UNSEC 1.375% 07-28-21</title>
        <cusip>904764AT4</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNUM GROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>US BANK NATIONAL ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNICREDIT SPA</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CARMAX AUTO OWNER TRUST CARMX_19-2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CARMAX AUTO OWNER TRUST CARMX_19-2</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>UNILEVER CAPITAL CORP</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNICREDIT SPA</name>
        <lei>549300TRUWO2CD2G5692</lei>
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      <invstOrSec>
        <name>UNION PACIFIC CORP</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNION PACIFIC CORP</name>
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      <invstOrSec>
        <name>US BANK NATIONAL ASSOCIATION</name>
        <lei>6BYL5QZYBDK8S7L73M02</lei>
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      <invstOrSec>
        <name>UNITED TECHNOLOGIES CORP</name>
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        <name>CPS AUTO TRUST CPS_19-B</name>
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        <name>CPS AUTO TRUST CPS_19-B</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNITEDHEALTH GROUP INC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNICREDIT SPA</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CPS AUTO TRUST CPS_19-B</name>
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        <cusip>22412AAC7</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CLOUD PASS-THROUGH TRUST CPTT_19-1</name>
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        <cusip>18913AAA3</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.0 BN3421 01-01-34</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS BD5076 02-01-32</title>
        <cusip>3140FCUA4</cusip>
        <identifiers>
          <isin value="US3140FCUA40"/>
          <other otherDesc="CG Symbol" value="FMF23983"/>
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        <balance>23933674.450000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24577538.160000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>UNION PACIFIC CORP</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNION PACIFIC CORP SR UNSEC 3.15% 03-01-24</title>
        <cusip>907818FA1</cusip>
        <identifiers>
          <isin value="US907818FA19"/>
          <other otherDesc="CG Symbol" value="FCU54052"/>
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        <balance>9803000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10210981.250000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>US BANK NATIONAL ASSOCIATION</name>
        <lei>6BYL5QZYBDK8S7L73M02</lei>
        <title>US BANK SR UNSEC 2.65% 05-23-22</title>
        <cusip>90331HPC1</cusip>
        <identifiers>
          <isin value="US90331HPC15"/>
          <other otherDesc="CG Symbol" value="FCU55518"/>
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        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25443275.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>CPS AUTO TRUST CPS_19-C</name>
        <lei>N/A</lei>
        <title>CPS 19-C C 144A 2.84% 06-16-25/06-15-22</title>
        <cusip>12596UAC2</cusip>
        <identifiers>
          <isin value="US12596UAC27"/>
          <other otherDesc="CG Symbol" value="FAC8143"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CPS AUTO TRUST CPS_18-C</name>
        <lei>N/A</lei>
        <title>CPS 18-C C 144A 3.68% 06-17-24</title>
        <cusip>12655CAC0</cusip>
        <identifiers>
          <isin value="US12655CAC01"/>
          <other otherDesc="CG Symbol" value="FAC8281"/>
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        <balance>793000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>805850.570000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.68000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITED HEALTH GROUP SR UNSEC 2.375% 08-15-24</title>
        <cusip>91324PDR0</cusip>
        <identifiers>
          <isin value="US91324PDR01"/>
          <other otherDesc="CG Symbol" value="FCU56416"/>
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        <balance>11905000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12020597.550000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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      <invstOrSec>
        <name>US BANCORP</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US BANCORP SR UNSEC 2.4% 07-30-24</title>
        <cusip>91159HHX1</cusip>
        <identifiers>
          <isin value="US91159HHX17"/>
          <other otherDesc="CG Symbol" value="FCU56434"/>
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        <curCd>USD</curCd>
        <valUSD>25340125.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VISA INC</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC SR UNSEC 2.8% 12-14-22</title>
        <cusip>92826CAC6</cusip>
        <identifiers>
          <isin value="US92826CAC64"/>
          <other otherDesc="CG Symbol" value="FCV21018"/>
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        <balance>4000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4107344.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VIRGINIA ELECTRIC AND POWER COMPANY</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>VIRGINIA ELEC &amp; PWR SR UNSEC 2.95% 01-15-22</title>
        <cusip>927804FK5</cusip>
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          <isin value="US927804FK52"/>
          <other otherDesc="CG Symbol" value="FCV302"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4739939.320000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGCI 3.0 G18688 05-01-33</title>
        <cusip>3128MMXS7</cusip>
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          <other otherDesc="CG Symbol" value="FMF23984"/>
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        <balance>13429776.680000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13799780.460000000000</valUSD>
        <pctVal>0.0643300125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 3.0 BN9162 04-01-34</title>
        <cusip>3140JSFC8</cusip>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WALMART INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DBA WABTEC CORP)</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DT AUTO OWNER TRUST DTAOT_18-1</name>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_18-3</name>
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          <isin value="US23343CAA99"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <title>FNCI UMBS 3.0 ZT0716 10-01-33</title>
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          <other otherDesc="CG Symbol" value="FMF24549"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WM WRIGLEY JR CO</name>
        <lei>Z88M4EWU0NI3QVOOIZ80</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_19-1</name>
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          <isin value="US26208NAF15"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2</name>
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      <invstOrSec>
        <name>WELLS FARGO &amp; CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <name>WALT DISNEY CO</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <title>FNMA POOL BM4488 ARH12 FRN 09-01-48</title>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FNCI UMBS 3.0 SB8002 08-01-34</title>
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        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2</name>
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        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2</name>
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        <name>WELLS FARGO &amp; CO</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <lei>259400R9L8QEP0TPXS31</lei>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_16-1A</name>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>GMRF MORTGAGE ACQUISTION CO LLC GFMT_18-2</name>
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        <name>GS MORTGAGE SECURITIES CORPORATION II GSMS_13-GC10</name>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.25% 01-31-24</title>
        <cusip>912828V80</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <title>G2SF 4.5 MA5764 02-20-49</title>
        <cusip>36179UMM1</cusip>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36179USW3</cusip>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <name>FORD CREDIT AUTO OWNER TRUST FORDR_18-1</name>
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        <name>FORD CREDIT AUTO OWNER TRUST FORDR_18-2</name>
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        <name>FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 2018-HB1</name>
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        <name>FINANCE OF AMERICA STRUCTURED FASST_19-JR1</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <title>G2SF MA6041 07-20-49</title>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K090</name>
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        <name>FIRST INVESTORS AUTO OWNER TRUST FIAOT_19-1A</name>
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        <name>GS MORTGAGE SECURITIES TRUST GSMS_13-GC14</name>
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        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26</name>
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      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19</name>
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        <cusip>46641WAG2</cusip>
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      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7</name>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>MORGAN STANLEY BAML TRUST MSBAM_14-C19</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.125% 09-30-24</title>
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      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C13</name>
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      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C9</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C7</name>
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        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_19-01</name>
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        <name>FINANCE OF AMERICA STRUCTURED FASST_19-HB1</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>FINANCE OF AMERICA STRUCTURED FASST_19-JR2</name>
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          <other otherDesc="CG Symbol" value="FAF8081"/>
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        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_19-01</name>
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        <name>NATIONSTAR HECM LOAN TRUST NHLT_18-2</name>
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        <name>NATIONSTAR HECM LOAN TRUST NHLT_18-3</name>
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        <name>NATIONSTAR HECM LOAN TRUST NHLT_19-2</name>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-4</name>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-3</name>
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        <name>GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-2</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_19-2</name>
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        <name>HERTZ VEHICLE FINANCING LLC HERTZ_19-2A</name>
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        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_19-2</name>
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        <name>NATIONSTAR HECM LOAN TRUST NHLT_19-1A</name>
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        <name>OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2</name>
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        <name>OAK HILL CREDIT PARTNERS OAKC_13-9A</name>
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        <cusip>67105VAS3</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-2</name>
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        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-2</name>
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        <name>OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2</name>
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        <cusip>68403BAD7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ODART 2018-1</name>
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        <name>SEQUOIA MORTGAGE TRUST SEMT_18-CH1</name>
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        <name>SEASONED CREDIT RISK TRANSFER SCRT_18-2</name>
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        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_19-1A</name>
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        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_19-2</name>
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        <name>SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1</name>
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        <name>STAR_2018-IMC1</name>
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        <name>RMF PROPRIETARY ISSUANCE TRUST RMF_19-1</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_16-1</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_16-2</name>
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        <name>FREDDIE MAC - SLST SLST_19-2</name>
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        <name>SEASONED CREDIT RISK TRANSFER SCRT_19-4</name>
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        <name>FREDDIE MAC - SLST SLST_19-3</name>
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        <name>SLM STUDENT LOAN TRUST SLMA_08-6</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_17-1</name>
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        <name>SYMPHONY CLO LTD SYMP_13-12A</name>
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        <name>SLM STUDENT LOAN TRUST SLMA_08-7</name>
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        <name>TOWD POINT MORTGAGE TRUST TPMT_17-5</name>
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        <name>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C6</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_17-2</name>
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      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 1.5365% 12-11-19/01-29-20 LCH</title>
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              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 1.535% 12-11-19/01-29-20 LCH</title>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 1.5155% 01-29-20/03-18-20 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 1.515% 01-29-20/03-18-20 LCH</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 1.531% 01-29-20/03-18-20 LCH</title>
        <cusip>N/A</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>IRS PAYFIX USD 2.482% 07-03-17/07-03-37 LCH</title>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="CG Symbol" value="MZO38719"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>OIS PAYFIX USD 1.4869% 10-23-19/10-23-29 LCH</title>
        <cusip>N/A</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>OIS PAYFIX USD 1.453% 10-24-19/10-24-29 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZO38746"/>
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        <units>NC</units>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>OIS RECFIX USD 1.3475% 10-24-19/10-24-21 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZO38767"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28766.000000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
            <unrealizedAppr>-28766.000000000000</unrealizedAppr>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>OIS PAYFIX USD 1.4741% 10-24-19/10-24-29 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZO38782"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-124107.790000000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
            <unrealizedAppr>-124107.790000000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST SYNIT_19-1</name>
        <lei>N/A</lei>
        <title>SYNIT 19-1 A 2.95% 03-17-25/03-15-22</title>
        <cusip>87166PAE1</cusip>
        <identifiers>
          <isin value="US87166PAE16"/>
          <other otherDesc="CG Symbol" value="FAS7837"/>
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        <curCd>USD</curCd>
        <valUSD>34406876.860000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER RETAIL AUTO LEASE TRUST SRT_19-A</name>
        <lei>N/A</lei>
        <title>SRT 19-A A2 144A 2.72% 01-20-22</title>
        <cusip>80285JAC0</cusip>
        <identifiers>
          <isin value="US80285JAC09"/>
          <other otherDesc="CG Symbol" value="FAS7930"/>
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        <balance>3615459.230000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3640705.980000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER RETAIL AUTO LEAST TRUST SRT_19-A4</name>
        <lei>N/A</lei>
        <title>SRT 19-A A4 144A 2.82% 05-22-23</title>
        <cusip>80285JAJ5</cusip>
        <identifiers>
          <isin value="US80285JAJ51"/>
          <other otherDesc="CG Symbol" value="FAS7931"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3952934.700000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2</name>
        <lei>N/A</lei>
        <title>SDART 19-2 B  2.79% 01-16-24/10-15-21</title>
        <cusip>80286GAE1</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TAL ADVANTAGE LLC TAL_13-2A</name>
        <lei>549300DUZ8I1AWFHN784</lei>
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        <cusip>87407PAE0</cusip>
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          <isin value="US87407PAE07"/>
          <other otherDesc="CG Symbol" value="FAT3746"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>OIS RECFIX USD 1.355% 10-24-19/10-24-21 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZO38794"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>OIS PAYFIX USD 1.4495% 10-24-19/10-24-29 LCH</title>
        <cusip>N/A</cusip>
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          <other otherDesc="CG Symbol" value="MZO38803"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_19-B</name>
        <lei>N/A</lei>
        <title>TAOT 19-B A3 2.57% 08-15-23/07-15-22</title>
        <cusip>89239JAD6</cusip>
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        <name>WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_18-B</name>
        <lei>N/A</lei>
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        <cusip>981464GS3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_19-A</name>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_18-2A</name>
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        <cusip>96042FAE4</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2</name>
        <lei>N/A</lei>
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        <cusip>96041LAD4</cusip>
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          <isin value="US96041LAD47"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2</name>
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        <cusip>96041LAE2</cusip>
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          <other otherDesc="CG Symbol" value="FAW8079"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_19-C</name>
        <lei>N/A</lei>
        <title>WFNMT 19-C A 2.21% 07-15-26/09-15-22</title>
        <cusip>981464HF0</cusip>
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          <isin value="US981464HF06"/>
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        <curCd>USD</curCd>
        <valUSD>75272850.000000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A</name>
        <lei>N/A</lei>
        <title>WLAKE 19-3A A2 144A 2.15% 02-15-23/06-15-21</title>
        <cusip>96042HAC4</cusip>
        <identifiers>
          <isin value="US96042HAC43"/>
          <other otherDesc="CG Symbol" value="FAW8275"/>
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        <balance>58544000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERIZON OWNER TRUST VZOT_19-C</name>
        <lei>N/A</lei>
        <title>VZOT 19C-A1A 1.94% 04-22-24/11-21-22</title>
        <cusip>92348AAA3</cusip>
        <identifiers>
          <isin value="US92348AAA34"/>
          <other otherDesc="CG Symbol" value="FAX8259"/>
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        <balance>2430000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2429317.170000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMAZON.COM INC</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC SR UNSEC 2.80% 08-22-24</title>
        <cusip>023135AZ9</cusip>
        <identifiers>
          <isin value="US023135AZ90"/>
          <other otherDesc="CG Symbol" value="FC049715"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9321858.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>3M CO</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M COMPANY SR UNSEC 3.25% 02-14-24</title>
        <cusip>88579YBB6</cusip>
        <identifiers>
          <isin value="US88579YBB65"/>
          <other otherDesc="CG Symbol" value="FC352412"/>
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        <curCd>USD</curCd>
        <valUSD>37006006.060000000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMAZON.COM INC</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC SR UNSEC 3.3% 12-05-21</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>OIS RECFIX USD 1.419% 11-26-19/11-26-29 LCH</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP</name>
        <lei>RDKVCX5HITZ2GPIR7153</lei>
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        <cusip>024836AA6</cusip>
        <identifiers>
          <isin value="US024836AA65"/>
          <other otherDesc="CG Symbol" value="FCA1201"/>
        </identifiers>
        <balance>6580000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6842055.080000000000</valUSD>
        <pctVal>0.0318953979</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>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <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 SR UNSEC 3.8% 03-15-25</title>
        <cusip>00507UAS0</cusip>
        <identifiers>
          <isin value="US00507UAS06"/>
          <other otherDesc="CG Symbol" value="FCA15427"/>
        </identifiers>
        <balance>5917000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6211648.850000000000</valUSD>
        <pctVal>0.0289566525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <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 SR UNSEC 3.45% 03-15-22</title>
        <cusip>00507UAR2</cusip>
        <identifiers>
          <isin value="US00507UAR23"/>
          <other otherDesc="CG Symbol" value="FCA15428"/>
        </identifiers>
        <balance>11400000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11649124.200000000000</valUSD>
        <pctVal>0.0543043643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC SR UNSEC 2.5% 05-14-20</title>
        <cusip>00287YAT6</cusip>
        <identifiers>
          <isin value="US00287YAT64"/>
          <other otherDesc="CG Symbol" value="FCA18157"/>
        </identifiers>
        <balance>2285000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2288966.760000000000</valUSD>
        <pctVal>0.0106704060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHUBB INA HOLDINGS INC</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>ACE INA HOLDINGS INC SR UNSEC 2.3% 11-03-20</title>
        <cusip>00440EAT4</cusip>
        <identifiers>
          <isin value="US00440EAT47"/>
          <other otherDesc="CG Symbol" value="FCA20568"/>
        </identifiers>
        <balance>3075000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3083760.680000000000</valUSD>
        <pctVal>0.0143754724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHUBB INA HOLDINGS INC</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>ACE INA HOLDINGS INC SR UNSEC 2.875% 11-03-22</title>
        <cusip>00440EAU1</cusip>
        <identifiers>
          <isin value="US00440EAU10"/>
          <other otherDesc="CG Symbol" value="FCA20569"/>
        </identifiers>
        <balance>1060000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1089610.040000000000</valUSD>
        <pctVal>0.0050794016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 30YR FUT ULTRA WNH0 03-20-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UBH0"/>
          <other otherDesc="CG Symbol" value="ULU2574"/>
        </identifiers>
        <balance>1335.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-567541.750000000000</valUSD>
        <pctVal>-0.0026456919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 30YR FUT ULTRA WNH0 03-20-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2574_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-03-31</expDate>
            <notionalAmt>-250604531.250000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-567541.750000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 10YR FUT TYH0 03-20-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZNH0"/>
          <other otherDesc="CG Symbol" value="ULU2575"/>
        </identifiers>
        <balance>3942.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-870555.680000000000</valUSD>
        <pctVal>-0.0040582427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 10YR FUT TYH0 03-20-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2575_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-03-31</expDate>
            <notionalAmt>509934675.960000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-870555.680000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 10YR FUT ULTRA UXYH0 03-20-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TNH0"/>
          <other otherDesc="CG Symbol" value="ULU2576"/>
        </identifiers>
        <balance>2959.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>521085.570000000000</valUSD>
        <pctVal>0.0024291286</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 10YR FUT ULTRA UXYH0 03-20-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2576_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-03-31</expDate>
            <notionalAmt>-420825281.250000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>521085.570000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 2YR FUT TUH0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZTH0"/>
          <other otherDesc="CG Symbol" value="ULU2579"/>
        </identifiers>
        <balance>11311.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-151151.400000000000</valUSD>
        <pctVal>-0.0007046178</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 2YR FUT TUH0</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2579_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-04-03</expDate>
            <notionalAmt>2438492567.340000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-151151.400000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLERGAN FUNDING SCS</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ALLERGAN SR UNSEC 3.85% 06-15-24</title>
        <cusip>00507UAF8</cusip>
        <identifiers>
          <isin value="US00507UAF84"/>
          <other otherDesc="CG Symbol" value="FCA20700"/>
        </identifiers>
        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5250910.000000000000</valUSD>
        <pctVal>0.0244780058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABBOTT LABORATORIES</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABBOTT LABORATORIES SR UNSEC 3.4% 11-30-23</title>
        <cusip>002824BE9</cusip>
        <identifiers>
          <isin value="US002824BE94"/>
          <other otherDesc="CG Symbol" value="FCA25367"/>
        </identifiers>
        <balance>4034000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4225288.250000000000</valUSD>
        <pctVal>0.0196968964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 5YR FUT FVH0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZFH0"/>
          <other otherDesc="CG Symbol" value="ULU2581"/>
        </identifiers>
        <balance>35712.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1893585.560000000000</valUSD>
        <pctVal>-0.0088272696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 5YR FUT FVH0</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2581_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-04-03</expDate>
            <notionalAmt>4248612000.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1893585.560000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC SR UNSEC 2.375% 06-12-22</title>
        <cusip>046353AQ1</cusip>
        <identifiers>
          <isin value="US046353AQ14"/>
          <other otherDesc="CG Symbol" value="FCA42346"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20198820.000000000000</valUSD>
        <pctVal>0.0941602184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <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 SR UNSEC 2.6% 11-16-22</title>
        <cusip>02665WCA7</cusip>
        <identifiers>
          <isin value="US02665WCA71"/>
          <other otherDesc="CG Symbol" value="FCA45481"/>
        </identifiers>
        <balance>12000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12211152.000000000000</valUSD>
        <pctVal>0.0569243520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ABN AMRO BANK NV</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV 144A LIFE SR UNSEC 2.65% 01-19-21</title>
        <cusip>00084DAQ3</cusip>
        <identifiers>
          <isin value="US00084DAQ34"/>
          <other otherDesc="CG Symbol" value="FCA46551"/>
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        <balance>33500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33736342.500000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR UNSEC 2.65% 02-12-21</title>
        <cusip>02665WCD1</cusip>
        <identifiers>
          <isin value="US02665WCD11"/>
          <other otherDesc="CG Symbol" value="FCA47159"/>
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        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25219350.000000000000</valUSD>
        <pctVal>0.1175642688</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>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC SR UNSEC 3.5% 08-17-23</title>
        <cusip>046353AR9</cusip>
        <identifiers>
          <isin value="US046353AR96"/>
          <other otherDesc="CG Symbol" value="FCA52132"/>
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        <balance>18850000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19698834.350000000000</valUSD>
        <pctVal>0.0918294507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC SR UNSEC 3.8% 02-14-24</title>
        <cusip>02209SBB8</cusip>
        <identifiers>
          <isin value="US02209SBB88"/>
          <other otherDesc="CG Symbol" value="FCA54063"/>
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        <balance>9560000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10050122.080000000000</valUSD>
        <pctVal>0.0468503452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC SR UNSEC 4.8% 02-14-29</title>
        <cusip>02209SBD4</cusip>
        <identifiers>
          <isin value="US02209SBD45"/>
          <other otherDesc="CG Symbol" value="FCA54065"/>
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        <balance>23181000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25649799.680000000000</valUSD>
        <pctVal>0.1195708829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26</title>
        <cusip>02209SBC6</cusip>
        <identifiers>
          <isin value="US02209SBC61"/>
          <other otherDesc="CG Symbol" value="FCA54067"/>
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        <balance>16790000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18131974.330000000000</valUSD>
        <pctVal>0.0845252675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALEXANDRIA REAL ESTATE EQ INC</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.8% 04-15-26</title>
        <cusip>015271AP4</cusip>
        <identifiers>
          <isin value="US015271AP43"/>
          <other otherDesc="CG Symbol" value="FCA54471"/>
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        <balance>5745000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6137848.850000000000</valUSD>
        <pctVal>0.0286126214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 3.625% 05-01-22</title>
        <cusip>05401AAE1</cusip>
        <identifiers>
          <isin value="US05401AAE10"/>
          <other otherDesc="CG Symbol" value="FCA54952"/>
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        <balance>10597000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10841981.450000000000</valUSD>
        <pctVal>0.0505417317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LTD</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
        <title>AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 3.95% 07-01-24</title>
        <cusip>05401AAF8</cusip>
        <identifiers>
          <isin value="US05401AAF84"/>
          <other otherDesc="CG Symbol" value="FCA54953"/>
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        <balance>20048000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20812831.200000000000</valUSD>
        <pctVal>0.0970225356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APACHE CORP</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APACHE CORP SR UNSEC 4.25% 01-15-30</title>
        <cusip>037411BF1</cusip>
        <identifiers>
          <isin value="US037411BF15"/>
          <other otherDesc="CG Symbol" value="FCA55686"/>
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        <balance>32500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32420082.500000000000</valUSD>
        <pctVal>0.1511317022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP</name>
        <lei>RDKVCX5HITZ2GPIR7153</lei>
        <title>AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.3% 07-15-26</title>
        <cusip>024836AE8</cusip>
        <identifiers>
          <isin value="US024836AE87"/>
          <other otherDesc="CG Symbol" value="FCA55803"/>
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        <balance>40190000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41532346.000000000000</valUSD>
        <pctVal>0.1936100609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR UNSEC 2.2% 06-27-22</title>
        <cusip>02665WCY5</cusip>
        <identifiers>
          <isin value="US02665WCY57"/>
          <other otherDesc="CG Symbol" value="FCA56017"/>
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        <balance>55000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55398475.000000000000</valUSD>
        <pctVal>0.2582493684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARCELORMITTAL SA</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ARCELORMITTAL SR UNSEC 3.6% 07-16-24</title>
        <cusip>03938LBB9</cusip>
        <identifiers>
          <isin value="US03938LBB99"/>
          <other otherDesc="CG Symbol" value="FCA56275"/>
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        <balance>20237000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20614602.180000000000</valUSD>
        <pctVal>0.0960984574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALEXANDRIA REAL ESTATE EQ INC</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 2.75% 12-15-29</title>
        <cusip>015271AT6</cusip>
        <identifiers>
          <isin value="US015271AT64"/>
          <other otherDesc="CG Symbol" value="FCA56995"/>
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        <balance>7275000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7197674.030000000000</valUSD>
        <pctVal>0.0335531758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANTHEM INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM SR UNSEC 2.375% 01-15-25</title>
        <cusip>036752AJ2</cusip>
        <identifiers>
          <isin value="US036752AJ29"/>
          <other otherDesc="CG Symbol" value="FCA57045"/>
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        <balance>30000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29891370.000000000000</valUSD>
        <pctVal>0.1393436809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC SR UNSEC 1.8% 09-11-24</title>
        <cusip>037833DM9</cusip>
        <identifiers>
          <isin value="US037833DM97"/>
          <other otherDesc="CG Symbol" value="FCA57046"/>
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        <balance>38750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38457360.000000000000</valUSD>
        <pctVal>0.1792754932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>ABBVIE INC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABBVIE INC</name>
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          <other otherDesc="CG Symbol" value="FCA58417"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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          <other otherDesc="CG Symbol" value="FCA58418"/>
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        <fairValLevel>2</fairValLevel>
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        <name>AON CORP</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
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          <other otherDesc="CG Symbol" value="FCA58438"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP</name>
        <lei>RDKVCX5HITZ2GPIR7153</lei>
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        <cusip>024836AB4</cusip>
        <identifiers>
          <isin value="US024836AB49"/>
          <other otherDesc="CG Symbol" value="FCA6003"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA LT2 SUB 144A LIFE 5.7% 10-22-23</title>
        <cusip>05578QAA1</cusip>
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          <other otherDesc="CG Symbol" value="FCB1034"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA LT2 SUB 144A LIFE 5.15% 07-21-24</title>
        <cusip>05578QAB9</cusip>
        <identifiers>
          <isin value="US05578QAB95"/>
          <other otherDesc="CG Symbol" value="FCB1051"/>
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        <balance>5300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5819214.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BERKSHIRE HATHAWAY ENERGY CO</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BERKSHIRE HATHAWAY ENERGY SR UNSEC 2.4% 02-01-20</title>
        <cusip>084659AB7</cusip>
        <identifiers>
          <isin value="US084659AB70"/>
          <other otherDesc="CG Symbol" value="FCB13401"/>
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        <balance>10500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10503727.500000000000</valUSD>
        <pctVal>0.0489649037</pctVal>
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        <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>2.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS BANK PLC SR UNSEC 3.65% 03-16-25</title>
        <cusip>06738EAE5</cusip>
        <identifiers>
          <isin value="US06738EAE59"/>
          <other otherDesc="CG Symbol" value="FCB15588"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10338170.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BAXALTA INC</name>
        <lei>5493000JW8DCO3T45R55</lei>
        <title>BAXALTA INC SR UNSEC 4.0% 06-23-25</title>
        <cusip>07177MAB9</cusip>
        <identifiers>
          <isin value="US07177MAB90"/>
          <other otherDesc="CG Symbol" value="FCB22666"/>
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        <balance>1617000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1744767.260000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL 144A LIFE SR UNSEC 2.15% 04-06-20</title>
        <cusip>05565EAP0</cusip>
        <identifiers>
          <isin value="US05565EAP07"/>
          <other otherDesc="CG Symbol" value="FCB40732"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10006950.000000000000</valUSD>
        <pctVal>0.0466490913</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRANCH BANKING AND TRUST COMPANY</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>BB&amp;T CORP SR UNSEC 2.25% 06-01-20</title>
        <cusip>07330NAR6</cusip>
        <identifiers>
          <isin value="US07330NAR61"/>
          <other otherDesc="CG Symbol" value="FCB46032"/>
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        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6008130.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD</name>
        <lei>N/A</lei>
        <title>BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.875% 01-15-27</title>
        <cusip>11134LAH2</cusip>
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          <isin value="US11134LAH24"/>
          <other otherDesc="CG Symbol" value="FCB47166"/>
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        <curCd>USD</curCd>
        <valUSD>7662892.500000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSEC 3.55% 03-05-24</title>
        <cusip>06051GHF9</cusip>
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          <other otherDesc="CG Symbol" value="FCB47319"/>
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        <curCd>USD</curCd>
        <valUSD>55898807.780000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II 144A LIFE SR UNSEC 3.875% 12-15-23</title>
        <cusip>07274NAE3</cusip>
        <identifiers>
          <isin value="US07274NAE31"/>
          <other otherDesc="CG Symbol" value="FCB50673"/>
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        <balance>32500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34110147.500000000000</valUSD>
        <pctVal>0.1590102263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BP CAPITAL MARKETS AMERICA INC.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP CAPITAL MARKETS SR UNSEC 3.79% 02-06-24</title>
        <cusip>10373QAD2</cusip>
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          <isin value="US10373QAD25"/>
          <other otherDesc="CG Symbol" value="FCB53039"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31864740.000000000000</valUSD>
        <pctVal>0.1485428792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.79000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOSTON SCIENTIFIC CORP</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BOSTON SCIENTIFIC CORP SR UNSEC 3.45% 03-01-24</title>
        <cusip>101137AV9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <cusip>110122BZ0</cusip>
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          <other otherDesc="CG Symbol" value="FCB55304"/>
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        <curCd>USD</curCd>
        <valUSD>36109255.000000000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <cusip>110122CA4</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <cusip>097023CM5</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FCB56512"/>
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        <balance>20000000.000000000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BMW FINANCE NV</name>
        <lei>5299006ZHG3IXU0PNJ56</lei>
        <title>BMW FINANCE NV 144A LIFE SR UNSEC 2.25% 08-12-22</title>
        <cusip>05600LAA4</cusip>
        <identifiers>
          <isin value="US05600LAA44"/>
          <other otherDesc="CG Symbol" value="FCB56661"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22531432.500000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL SR UNSEC 2.789% 09-06-24</title>
        <cusip>05526DBG9</cusip>
        <identifiers>
          <isin value="US05526DBG97"/>
          <other otherDesc="CG Symbol" value="FCB56999"/>
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        <balance>35000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35050645.000000000000</valUSD>
        <pctVal>0.1633945146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.78900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL SR UNSEC 3.215% 09-06-26</title>
        <cusip>05526DBJ3</cusip>
        <identifiers>
          <isin value="US05526DBJ37"/>
          <other otherDesc="CG Symbol" value="FCB57000"/>
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        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25069800.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.21500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>BAKER HUGHES A GE COMPANY LLC</name>
        <lei>549300XU3XH6F05YEQ93</lei>
        <title>BAKER HUGHES SR UNSEC 3.138% 11-07-29</title>
        <cusip>05723KAG5</cusip>
        <identifiers>
          <isin value="US05723KAG58"/>
          <other otherDesc="CG Symbol" value="FCB58269"/>
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        <curCd>USD</curCd>
        <valUSD>15223515.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE SR UNSEC 3.0% 10-29-21</title>
        <cusip>22546QAR8</cusip>
        <identifiers>
          <isin value="US22546QAR83"/>
          <other otherDesc="CG Symbol" value="FCC10441"/>
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        <curCd>USD</curCd>
        <valUSD>10687383.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>CREDIT AGRICOLE SA 144A LIFE SUB LT2 4.375% 03-17-25</title>
        <cusip>225313AF2</cusip>
        <identifiers>
          <isin value="US225313AF24"/>
          <other otherDesc="CG Symbol" value="FCC15591"/>
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        <balance>3025000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3236441.450000000000</valUSD>
        <pctVal>0.0150872196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>CMS ENERGY CORP</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP SR UNSEC 3.0% 05-15-26</title>
        <cusip>125896BQ2</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FCC22089"/>
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        <curCd>USD</curCd>
        <valUSD>2048834.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHEVRON CORP</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP SR UNSEC 2.1% 05-16-21</title>
        <cusip>166764BG4</cusip>
        <identifiers>
          <isin value="US166764BG48"/>
          <other otherDesc="CG Symbol" value="FCC22230"/>
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        <curCd>USD</curCd>
        <valUSD>10034150.000000000000</valUSD>
        <pctVal>0.0467758887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE GROUP FUNDING GUERNSEY LTD</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>CRED SUIS GP FUN LTD SR UNSEC 3.8% 06-09-23</title>
        <cusip>225433AT8</cusip>
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          <isin value="US225433AT80"/>
          <other otherDesc="CG Symbol" value="FCC25309"/>
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        <curCd>USD</curCd>
        <valUSD>17250469.500000000000</valUSD>
        <pctVal>0.0804159835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CANADIAN NATURAL RESOURCES LTD</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CANADIAN NATURAL RESOURCES SR UNSEC 3.8% 04-15-24</title>
        <cusip>136385AT8</cusip>
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          <isin value="US136385AT87"/>
          <other otherDesc="CG Symbol" value="FCC3441"/>
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        <balance>9750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10269216.750000000000</valUSD>
        <pctVal>0.0478716921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CMS ENERGY CORP</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP SR UNSEC 3.45% 08-15-27</title>
        <cusip>125896BS8</cusip>
        <identifiers>
          <isin value="US125896BS82"/>
          <other otherDesc="CG Symbol" value="FCC39846"/>
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        <balance>3000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3152418.000000000000</valUSD>
        <pctVal>0.0146955301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSOLIDATED EDISON INC</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>CONSOLIDATED EDISON INC SR UNSEC 2.0% 03-15-20</title>
        <cusip>209115AD6</cusip>
        <identifiers>
          <isin value="US209115AD61"/>
          <other otherDesc="CG Symbol" value="FCC40003"/>
        </identifiers>
        <balance>11850000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11858259.450000000000</valUSD>
        <pctVal>0.0552792836</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>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHEVRON CORP</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP SR UNSEC 2.498% 03-03-22</title>
        <cusip>166764BN9</cusip>
        <identifiers>
          <isin value="US166764BN98"/>
          <other otherDesc="CG Symbol" value="FCC40033"/>
        </identifiers>
        <balance>15105000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15325578.320000000000</valUSD>
        <pctVal>0.0714427775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COSTCO WHOLESALE CORP</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>COSTCO WHOLESALE CORP SR UNSEC 2.75% 05-18-24</title>
        <cusip>22160KAL9</cusip>
        <identifiers>
          <isin value="US22160KAL98"/>
          <other otherDesc="CG Symbol" value="FCC41732"/>
        </identifiers>
        <balance>8179000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8448219.960000000000</valUSD>
        <pctVal>0.0393828073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN NATURAL RESOURCES LTD</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CANADIAN NATURAL RESOURCES SR UNSEC 3.85% 06-01-27</title>
        <cusip>136385AX9</cusip>
        <identifiers>
          <isin value="US136385AX99"/>
          <other otherDesc="CG Symbol" value="FCC41960"/>
        </identifiers>
        <balance>7500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7948635.000000000000</valUSD>
        <pctVal>0.0370539075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN NATURAL RESOURCES LTD</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CANADIAN NATURAL RESOURCES SR UNSEC 2.95% 01-15-23</title>
        <cusip>136385AW1</cusip>
        <identifiers>
          <isin value="US136385AW17"/>
          <other otherDesc="CG Symbol" value="FCC41961"/>
        </identifiers>
        <balance>26320000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26786469.360000000000</valUSD>
        <pctVal>0.1248696610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <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 144A LIFE SR UNSEC 2.997% 12-14-23</title>
        <cusip>225401AD0</cusip>
        <identifiers>
          <isin value="US225401AD03"/>
          <other otherDesc="CG Symbol" value="FCC44113"/>
        </identifiers>
        <balance>21863000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22183708.350000000000</valUSD>
        <pctVal>0.1034131114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.9970000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENOVUS ENERGY INC</name>
        <lei>549300DK79J32SE1QE52</lei>
        <title>CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27</title>
        <cusip>15135UAM1</cusip>
        <identifiers>
          <isin value="US15135UAM18"/>
          <other otherDesc="CG Symbol" value="FCC46209"/>
        </identifiers>
        <balance>12500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13136600.000000000000</valUSD>
        <pctVal>0.0612384845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>COOPERATIEVE RABOBANK UA SR UNSEC 2.75% 01-10-23</title>
        <cusip>21688AAL6</cusip>
        <identifiers>
          <isin value="US21688AAL61"/>
          <other otherDesc="CG Symbol" value="FCC46513"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20349960.000000000000</valUSD>
        <pctVal>0.0948647831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <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 UNSEC 3.142% 01-24-23</title>
        <cusip>172967LV1</cusip>
        <identifiers>
          <isin value="US172967LV16"/>
          <other otherDesc="CG Symbol" value="FCC46628"/>
        </identifiers>
        <balance>20950000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21334097.300000000000</valUSD>
        <pctVal>0.0994525057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.1420000000000000</annualizedRt>
          <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 CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSEC 3.35% 03-09-21</title>
        <cusip>126650DC1</cusip>
        <identifiers>
          <isin value="US126650DC17"/>
          <other otherDesc="CG Symbol" value="FCC47551"/>
        </identifiers>
        <balance>5595000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5685364.850000000000</valUSD>
        <pctVal>0.0265032906</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>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
          <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 UNSEC 4.044% 06-01-24</title>
        <cusip>172967LZ2</cusip>
        <identifiers>
          <isin value="US172967LZ20"/>
          <other otherDesc="CG Symbol" value="FCC48618"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10564400.000000000000</valUSD>
        <pctVal>0.0492477388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0440000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARLES SCHWAB CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>CHARLES SCHWAB CORP SR UNSEC 3.85% 05-21-25</title>
        <cusip>808513AX3</cusip>
        <identifiers>
          <isin value="US808513AX31"/>
          <other otherDesc="CG Symbol" value="FCC48631"/>
        </identifiers>
        <balance>10825000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11722630.650000000000</valUSD>
        <pctVal>0.0546470270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <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 CCO SR SEC 1ST LIEN 4.50% 02-01-24</title>
        <cusip>161175BQ6</cusip>
        <identifiers>
          <isin value="US161175BQ65"/>
          <other otherDesc="CG Symbol" value="FCC51369"/>
        </identifiers>
        <balance>40000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42812040.000000000000</valUSD>
        <pctVal>0.1995755711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMCAST CORP</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP SR UNSEC 3.95% 10-15-25</title>
        <cusip>20030NCS8</cusip>
        <identifiers>
          <isin value="US20030NCS80"/>
          <other otherDesc="CG Symbol" value="FCC52733"/>
        </identifiers>
        <balance>25105000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27406576.190000000000</valUSD>
        <pctVal>0.1277603939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMCAST CORP</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP SR UNSEC 3.70% 04-15-24</title>
        <cusip>20030NCR0</cusip>
        <identifiers>
          <isin value="US20030NCR08"/>
          <other otherDesc="CG Symbol" value="FCC52737"/>
        </identifiers>
        <balance>5860000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6233838.700000000000</valUSD>
        <pctVal>0.0290600943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CENTERPOINT ENERGY SR UNSEC 3.60% 11-01-21</title>
        <cusip>15189TAT4</cusip>
        <identifiers>
          <isin value="US15189TAT43"/>
          <other otherDesc="CG Symbol" value="FCC52753"/>
        </identifiers>
        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25811000.000000000000</valUSD>
        <pctVal>0.1203223455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COOPERATIEVE RABOBANK UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORPORATION SR UNSEC 4.125% 11-15-25</title>
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          <isin value="US125523AG54"/>
          <other otherDesc="CG Symbol" value="FCC56813"/>
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        <balance>8415000.000000000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORPORATION SR UNSEC 3.75% 07-15-23</title>
        <cusip>125523AF7</cusip>
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          <isin value="US125523AF71"/>
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        <curCd>USD</curCd>
        <valUSD>12169303.610000000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COCA-COLA CO</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
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        <cusip>191216CL2</cusip>
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          <isin value="US191216CL26"/>
          <other otherDesc="CG Symbol" value="FCC57041"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHENIERE CORPUS CHRISTI HOLDINGS LLC</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
        <title>CHENIERE CORPUS CHRISTI 144A SR SEC 3.7% 11-15-29</title>
        <cusip>16412XAH8</cusip>
        <identifiers>
          <isin value="US16412XAH89"/>
          <other otherDesc="CG Symbol" value="FCC58309"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5587111.650000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONTINENTAL AIRLINES PASS THROUGH CERTIFICATES 2001-1 A1</name>
        <lei>N/A</lei>
        <title>CONTL AIR 01-1 A1 EETC SF 6.703% 12-15-22/06-15-21</title>
        <cusip>210805DH7</cusip>
        <identifiers>
          <isin value="US210805DH75"/>
          <other otherDesc="CG Symbol" value="FCC697"/>
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        <balance>110092.660000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116093.920000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.70300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION RESOURCES INC JR SUB 4.104% 04-01-21</title>
        <cusip>25746UBT5</cusip>
        <identifiers>
          <isin value="US25746UBT51"/>
          <other otherDesc="CG Symbol" value="FCD21593"/>
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        <balance>8000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8188352.000000000000</valUSD>
        <pctVal>0.0381713889</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>4.1040000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DNB BANK ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB BANK SA 144A LIFE SR UNSEC 2.375% 06-02-21</title>
        <cusip>23341CAA1</cusip>
        <identifiers>
          <isin value="US23341CAA18"/>
          <other otherDesc="CG Symbol" value="FCD22488"/>
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        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20154220.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.0% 07-06-21</title>
        <cusip>233851CH5</cusip>
        <identifiers>
          <isin value="US233851CH55"/>
          <other otherDesc="CG Symbol" value="FCD23090"/>
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        <curCd>USD</curCd>
        <valUSD>6081815.900000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE ELECTRIC COMPANY</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE ELECTRIC SEC 3.375% 03-01-25</title>
        <cusip>23338VAC0</cusip>
        <identifiers>
          <isin value="US23338VAC00"/>
          <other otherDesc="CG Symbol" value="FCD27961"/>
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        <curCd>USD</curCd>
        <valUSD>15852045.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DANSKE BANK AS</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK 144A LIFE SR UNSEC 2.8% 03-10-21</title>
        <cusip>23636AAE1</cusip>
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          <isin value="US23636AAE10"/>
          <other otherDesc="CG Symbol" value="FCD31494"/>
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        <curCd>USD</curCd>
        <valUSD>14802605.670000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DUKE ENERGY CORP</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP SR UNSEC 3.75% 04-15-24</title>
        <cusip>26441CAN5</cusip>
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          <isin value="US26441CAN56"/>
          <other otherDesc="CG Symbol" value="FCD3583"/>
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        <curCd>USD</curCd>
        <valUSD>8690704.400000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DANSKE BANK AS</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK 144A LIFE SR UNSEC 2.7% 03-02-22</title>
        <cusip>23636AAM3</cusip>
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        <valUSD>10072570.000000000000</valUSD>
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        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA 144A LIFE SR UNSEC 3.0% 02-22-21</title>
        <cusip>233851DB7</cusip>
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          <other otherDesc="CG Symbol" value="FCD47187"/>
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        <curCd>USD</curCd>
        <valUSD>12617612.500000000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DUKE ENERGY CAROLINAS LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUKE ENERGY CAROLINAS SEC 3.05% 03-15-23</title>
        <cusip>26442CAV6</cusip>
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          <isin value="US26442CAV63"/>
          <other otherDesc="CG Symbol" value="FCD47289"/>
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        <curCd>USD</curCd>
        <valUSD>20659840.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>DANSKE BANK AS</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DUKE ENERGY PROGRESS LLC</name>
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          <isin value="US26442UAF12"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DTE ENERGY CO</name>
        <lei>549300IX8SD6XXD71I78</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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          <isin value="US25746UDA43"/>
          <other otherDesc="CG Symbol" value="FCD56015"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION RESOURCES INC JR SUB 3.071% 08-15-24</title>
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          <isin value="US25746UDB26"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.55% 08-15-22</title>
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        <identifiers>
          <isin value="US233851DU57"/>
          <other otherDesc="CG Symbol" value="FCD56754"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>EMD FINANCE LLC</name>
        <lei>529900C8KS5G529A0B76</lei>
        <title>EMD FINANCE 144A LIFE SR UNSEC 3.25% 03-19-25</title>
        <cusip>26867LAL4</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FCE15882"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EMD FINANCE LLC</name>
        <lei>529900C8KS5G529A0B76</lei>
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          <other otherDesc="CG Symbol" value="FCE15883"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>EMD FINANCE LLC</name>
        <lei>529900C8KS5G529A0B76</lei>
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          <other otherDesc="CG Symbol" value="FCE15885"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>EXXON MOBIL CORP</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
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          <other otherDesc="CG Symbol" value="FCE21563"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
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          <other otherDesc="CG Symbol" value="FCE21660"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP SR UNSEC 2.45% 04-15-21</title>
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          <other otherDesc="CG Symbol" value="FCE21844"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EMERA US FINANCE LP</name>
        <lei>N/A</lei>
        <title>EMERA US FINANCE SR UNSEC 2.7% 06-15-21</title>
        <cusip>29103DAF3</cusip>
        <identifiers>
          <isin value="US29103DAF33"/>
          <other otherDesc="CG Symbol" value="FCE38982"/>
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        <curCd>USD</curCd>
        <valUSD>2912042.030000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EDISON INTERNATIONAL SR UNSEC 2.125% 04-15-20</title>
        <cusip>281020AK3</cusip>
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          <other otherDesc="CG Symbol" value="FCE40588"/>
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        <curCd>USD</curCd>
        <valUSD>17987652.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP JR SUB 3.497% 06-01-22</title>
        <cusip>30161NAW1</cusip>
        <identifiers>
          <isin value="US30161NAW11"/>
          <other otherDesc="CG Symbol" value="FCE40703"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENEL FINANCE INTERNATIONAL NV</name>
        <lei>0YQH6LCEF474UTUV4B96</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENEL FINANCE INTERNATIONAL NV</name>
        <lei>0YQH6LCEF474UTUV4B96</lei>
        <title>ENEL FINANCE INTL 144A LIFE SR UNSEC 2.75% 04-06-23</title>
        <cusip>29278GAD0</cusip>
        <identifiers>
          <isin value="US29278GAD07"/>
          <other otherDesc="CG Symbol" value="FCE44724"/>
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        <curCd>USD</curCd>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>EXPORT DEVELOPMENT CANADA</name>
        <lei>Z6MHCSLXHKYG4B6PHW02</lei>
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        <identifiers>
          <isin value="US30216BHA35"/>
          <other otherDesc="CG Symbol" value="FCE46627"/>
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        <balance>24000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24589416.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
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        <cusip>29278NAC7</cusip>
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          <isin value="US29278NAC74"/>
          <other otherDesc="CG Symbol" value="FCE50092"/>
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        <curCd>USD</curCd>
        <valUSD>8478956.600000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SR UNSEC 4.0% 10-01-23</title>
        <cusip>29250NAF2</cusip>
        <identifiers>
          <isin value="US29250NAF24"/>
          <other otherDesc="CG Symbol" value="FCE510"/>
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        <curCd>USD</curCd>
        <valUSD>25570799.040000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>EXXON MOBIL CORP</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
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        <cusip>30231GBC5</cusip>
        <identifiers>
          <isin value="US30231GBC50"/>
          <other otherDesc="CG Symbol" value="FCE56784"/>
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        <balance>38000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38232674.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.01900000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>EQUINIX INC</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC SR UNSEC 2.625% 11-18-24</title>
        <cusip>29444UBC9</cusip>
        <identifiers>
          <isin value="US29444UBC99"/>
          <other otherDesc="CG Symbol" value="FCE58310"/>
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        <balance>29608000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29679651.360000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SR UNSEC 2.5% 01-15-25</title>
        <cusip>29250NAY1</cusip>
        <identifiers>
          <isin value="US29250NAY13"/>
          <other otherDesc="CG Symbol" value="FCE58442"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5010020.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24</title>
        <cusip>281020AQ0</cusip>
        <identifiers>
          <isin value="US281020AQ02"/>
          <other otherDesc="CG Symbol" value="FCE58482"/>
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        <balance>12400000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12500787.200000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CR SR UNSEC 3.81% 01-09-24</title>
        <cusip>345397YG2</cusip>
        <identifiers>
          <isin value="US345397YG20"/>
          <other otherDesc="CG Symbol" value="FCF38879"/>
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        <balance>6650000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6658445.500000000000</valUSD>
        <pctVal>0.0310394708</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81000000</annualizedRt>
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      <invstOrSec>
        <name>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP SR UNSEC 4.25% 03-15-23</title>
        <cusip>337932AF4</cusip>
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          <isin value="US337932AF44"/>
          <other otherDesc="CG Symbol" value="FCF479"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9716351.290000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CR SR UNSEC 5.584% 03-18-24</title>
        <cusip>345397ZQ9</cusip>
        <identifiers>
          <isin value="US345397ZQ92"/>
          <other otherDesc="CG Symbol" value="FCF54507"/>
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        <balance>11293000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12087982.030000000000</valUSD>
        <pctVal>0.0563501743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.58400000</annualizedRt>
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      <invstOrSec>
        <name>FISERV INC</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV SR UNSEC 3.2% 07-01-26</title>
        <cusip>337738AT5</cusip>
        <identifiers>
          <isin value="US337738AT51"/>
          <other otherDesc="CG Symbol" value="FCF55774"/>
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        <balance>54500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56528926.000000000000</valUSD>
        <pctVal>0.2635191570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CR SR UNSEC 4.542% 08-01-26</title>
        <cusip>345397ZW6</cusip>
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          <isin value="US345397ZW60"/>
          <other otherDesc="CG Symbol" value="FCF56511"/>
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        <balance>12695000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12769760.860000000000</valUSD>
        <pctVal>0.0595284017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.54200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CR SR UNSEC 3.664% 09-08-24</title>
        <cusip>345397WW9</cusip>
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          <other otherDesc="CG Symbol" value="FCF8329"/>
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        <balance>16030000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15904196.560000000000</valUSD>
        <pctVal>0.0741401043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.66400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP SR UNSEC 2.905% 07-24-23</title>
        <cusip>38141GWM2</cusip>
        <identifiers>
          <isin value="US38141GWM22"/>
          <other otherDesc="CG Symbol" value="FCG43133"/>
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        <balance>53100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53968556.700000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.9050000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL DYNAMICS CORP</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GENERAL DYNAMICS SR UNSEC 3.00% 05-11-21</title>
        <cusip>369550BE7</cusip>
        <identifiers>
          <isin value="US369550BE71"/>
          <other otherDesc="CG Symbol" value="FCG48546"/>
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        <balance>3000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3049209.000000000000</valUSD>
        <pctVal>0.0142144039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLAXOSMITHKLINE CAPITAL PLC</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.125% 05-14-21</title>
        <cusip>377373AE5</cusip>
        <identifiers>
          <isin value="US377373AE54"/>
          <other otherDesc="CG Symbol" value="FCG48572"/>
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        <balance>29350000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29856258.150000000000</valUSD>
        <pctVal>0.1391800010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLAXOSMITHKLINE CAPITAL PLC</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.375% 05-15-23</title>
        <cusip>377372AL1</cusip>
        <identifiers>
          <isin value="US377372AL15"/>
          <other otherDesc="CG Symbol" value="FCG48573"/>
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        <balance>775000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>809994.350000000000</valUSD>
        <pctVal>0.0037759258</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>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLAXOSMITHKLINE CAPITAL PLC</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 2.875% 06-01-22</title>
        <cusip>377373AJ4</cusip>
        <identifiers>
          <isin value="US377373AJ42"/>
          <other otherDesc="CG Symbol" value="FCG54579"/>
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        <balance>27000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27582039.000000000000</valUSD>
        <pctVal>0.1285783435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLAXOSMITHKLINE CAPITAL PLC</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.0% 06-01-24</title>
        <cusip>377373AG0</cusip>
        <identifiers>
          <isin value="US377373AG03"/>
          <other otherDesc="CG Symbol" value="FCG54580"/>
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        <balance>14515000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15047337.630000000000</valUSD>
        <pctVal>0.0701457114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GUARDIAN LIFE GLOBAL FUNDING</name>
        <lei>635400NHILJ5JEKILC36</lei>
        <title>GUARDIAN LIFE GLOBAL FUNDING GIC 144A LIFE SEC 2.9% 05-06-24</title>
        <cusip>40139LAF0</cusip>
        <identifiers>
          <isin value="US40139LAF04"/>
          <other otherDesc="CG Symbol" value="FCG55161"/>
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        <balance>21285000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21887173.940000000000</valUSD>
        <pctVal>0.1020307661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL PAYMENTS INC</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GLOBAL PAYMENTS INC SR UNSEC 2.65% 02-15-25</title>
        <cusip>37940XAA0</cusip>
        <identifiers>
          <isin value="US37940XAA00"/>
          <other otherDesc="CG Symbol" value="FCG56658"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10038830.000000000000</valUSD>
        <pctVal>0.0467977053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL SC FINANCE SRL SEACO_19-1A</name>
        <lei>N/A</lei>
        <title>SEACO 19-1A B 144A 4.81% 09-17-39</title>
        <cusip>37891TAB6</cusip>
        <identifiers>
          <isin value="US37891TAB61"/>
          <other otherDesc="CG Symbol" value="FCG56858"/>
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        <balance>7769891.700000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7711143.550000000000</valUSD>
        <pctVal>0.0359468009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.81000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP SR UNSEC 5.25% 07-27-21</title>
        <cusip>38141GGQ1</cusip>
        <identifiers>
          <isin value="US38141GGQ10"/>
          <other otherDesc="CG Symbol" value="FCG584"/>
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        <balance>3560000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3741221.800000000000</valUSD>
        <pctVal>0.0174403387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLAXOSMITHKLINE CAPITAL PLC</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 2.85% 05-08-22</title>
        <cusip>377373AD7</cusip>
        <identifiers>
          <isin value="US377373AD71"/>
          <other otherDesc="CG Symbol" value="FCG635"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10197140.000000000000</valUSD>
        <pctVal>0.0475356942</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL SERVICES INC</name>
        <lei>549300MALMDAGL2ZJJ27</lei>
        <title>HYUNDAI CAPITAL SERVICES 144A LIFE USD SR UNSEC 2.625% 09-29-20</title>
        <cusip>44920UAF5</cusip>
        <identifiers>
          <isin value="US44920UAF57"/>
          <other otherDesc="CG Symbol" value="FCH16122"/>
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        <balance>2090000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2093571.810000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HONEYWELL INTERNATIONAL INC</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTL SR UNSEC 1.85% 11-01-21</title>
        <cusip>438516BM7</cusip>
        <identifiers>
          <isin value="US438516BM77"/>
          <other otherDesc="CG Symbol" value="FCH24929"/>
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        <balance>12500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12492887.500000000000</valUSD>
        <pctVal>0.0582377097</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.55% 04-03-20</title>
        <cusip>44891AAL1</cusip>
        <identifiers>
          <isin value="US44891AAL17"/>
          <other otherDesc="CG Symbol" value="FCH40709"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12200654.060000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.25% 09-20-22</title>
        <cusip>44891AAR8</cusip>
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          <isin value="US44891AAR86"/>
          <other otherDesc="CG Symbol" value="FCH44211"/>
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        <curCd>USD</curCd>
        <valUSD>5094047.460000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.75% 09-18-20</title>
        <cusip>44891AAQ0</cusip>
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          <isin value="US44891AAQ04"/>
          <other otherDesc="CG Symbol" value="FCH44218"/>
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        <balance>32950000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33080844.450000000000</valUSD>
        <pctVal>0.1542119559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26</title>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>HONEYWELL INTERNATIONAL INC</name>
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        <title>HONEYWELL INTL SR UNSEC 2.3% 08-15-24</title>
        <cusip>438516BW5</cusip>
        <identifiers>
          <isin value="US438516BW59"/>
          <other otherDesc="CG Symbol" value="FCH56524"/>
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        <balance>24100000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25</title>
        <cusip>404280CE7</cusip>
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          <isin value="US404280CE72"/>
          <other otherDesc="CG Symbol" value="FCH58190"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>2.6330000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
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        <cusip>44106MAR3</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FCH590"/>
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        <curCd>USD</curCd>
        <valUSD>3617726.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27</title>
        <cusip>46115HBB2</cusip>
        <identifiers>
          <isin value="US46115HBB24"/>
          <other otherDesc="CG Symbol" value="FCI42999"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>INTERNATIONAL BUSINESS MACHINES CORP</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM CORP SR UNSEC 3.0% 05-15-24</title>
        <cusip>459200JY8</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FCI55327"/>
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        <curCd>USD</curCd>
        <valUSD>36240575.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24</title>
        <cusip>46115HBJ5</cusip>
        <identifiers>
          <isin value="US46115HBJ59"/>
          <other otherDesc="CG Symbol" value="FCI57462"/>
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        <balance>13259000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13243314.600000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA 144A LIFE LT2 SUB 5.017% 06-26-24</title>
        <cusip>46115HAT4</cusip>
        <identifiers>
          <isin value="US46115HAT41"/>
          <other otherDesc="CG Symbol" value="FCI6141"/>
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        <curCd>USD</curCd>
        <valUSD>7249300.250000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.01700000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>JAPAN BANK FOR INTERNATIONAL COOPERATION</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC GLOBAL SR UNSEC 2.125% 07-21-20</title>
        <cusip>471048BJ6</cusip>
        <identifiers>
          <isin value="US471048BJ62"/>
          <other otherDesc="CG Symbol" value="FCJ43048"/>
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        <balance>32200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32242826.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JP MORGAN CHASE SR UNSEC 2.604% 02-01-21</title>
        <cusip>48125LRK0</cusip>
        <identifiers>
          <isin value="US48125LRK07"/>
          <other otherDesc="CG Symbol" value="FCJ46746"/>
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        <balance>12000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12010308.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>2.6040000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP MORGAN CHASE SR UNSEC 3.797% 07-23-24</title>
        <cusip>46647PAU0</cusip>
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          <other otherDesc="CG Symbol" value="FCJ51610"/>
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        <curCd>USD</curCd>
        <valUSD>18910293.180000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.7970000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP MORGAN CHASE SR UNSEC 2.301% 10-15-25</title>
        <cusip>46647PBF2</cusip>
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          <isin value="US46647PBF27"/>
          <other otherDesc="CG Symbol" value="FCJ57098"/>
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        <balance>48025000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47936730.050000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>KINDER MORGAN INC</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KINDER MORGAN SR UNSEC 3.05% 12-01-19</title>
        <cusip>49456BAE1</cusip>
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          <isin value="US49456BAE11"/>
          <other otherDesc="CG Symbol" value="FCK11549"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3785000.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KIMCO REALTY CORP</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIMCO REALTY CORP SR UNSEC 3.2% 05-01-21</title>
        <cusip>49446RAL3</cusip>
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          <other otherDesc="CG Symbol" value="FCK25206"/>
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        <curCd>USD</curCd>
        <valUSD>11238338.810000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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      <invstOrSec>
        <name>KFW</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW GLOBAL USD 2.125% 03-07-22</title>
        <cusip>500769HF4</cusip>
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          <other otherDesc="CG Symbol" value="FCK39004"/>
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        <curCd>USD</curCd>
        <valUSD>16824214.800000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KIMCO REALTY CORP</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIMCO REALTY CORP SR UNSEC 3.3% 02-01-25</title>
        <cusip>49446RAU3</cusip>
        <identifiers>
          <isin value="US49446RAU32"/>
          <other otherDesc="CG Symbol" value="FCK43452"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10356100.000000000000</valUSD>
        <pctVal>0.0482767131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KFW</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW GLOBAL USD 2.375% 12-29-22</title>
        <cusip>500769HR8</cusip>
        <identifiers>
          <isin value="US500769HR85"/>
          <other otherDesc="CG Symbol" value="FCK46568"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15322200.000000000000</valUSD>
        <pctVal>0.0714270288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <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 SR UNSEC 3.551% 05-25-21</title>
        <cusip>49271VAE0</cusip>
        <identifiers>
          <isin value="US49271VAE02"/>
          <other otherDesc="CG Symbol" value="FCK55356"/>
        </identifiers>
        <balance>14450000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14749779.700000000000</valUSD>
        <pctVal>0.0687585947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-01-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Intermediate Bond Fund of America</ncom:nameOfApplicant>
      <ncom:signature>Brandon Smith</ncom:signature>
      <ncom:signerName>Brandon Smith</ncom:signerName>
      <ncom:title>Analyst</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
