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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FINANCE OF AMERICA STRUCTURED FASST_19-HB1</name>
        <lei>N/A</lei>
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        <cusip>31739HAB1</cusip>
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          <isin value="US31739HAB15"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FINANCE OF AMERICA STRUCTURED FASST_19-HB1</name>
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        <cusip>31739HAC9</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
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        <cusip>761713BF2</cusip>
        <identifiers>
          <isin value="US761713BF23"/>
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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>
        <name>REYNOLDS AMERICAN INC</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
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        <cusip>761713BE5</cusip>
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          <isin value="US761713BE57"/>
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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>ROYAL BANK OF SCOTLAND GROUP PLC (THE)</name>
        <lei>2138005O9XJIJN4JPN90</lei>
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        <cusip>780097BE0</cusip>
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          <isin value="US780097BE04"/>
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        <curCd>USD</curCd>
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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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        <securityLending>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>78013X6D5</cusip>
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          <isin value="US78013X6D51"/>
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        <balance>50000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52138100.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>COOPERATIEVE RABOBANK UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
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        <cusip>21684AAA4</cusip>
        <identifiers>
          <isin value="US21684AAA43"/>
          <other otherDesc="CG Symbol" value="FCR656"/>
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        <balance>10000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10922610.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>EQUINOR ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>STATOIL ASA SR UNSEC 2.75% 11-10-21</title>
        <cusip>85771PAV4</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FCS10731"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FINANCE OF AMERICA STRUCTURED FASST_19-HB1</name>
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        <title>FASST 19-HB1 M3 144A FRN 04-25-29/12-27-21</title>
        <cusip>31739HAD7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FINANCE OF AMERICA STRUCTURED FASST_19-JR2</name>
        <lei>N/A</lei>
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        <cusip>31739GAA5</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="FAF8081"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-4</name>
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        <title>FORDF 19-4 A 2.44% 09-15-26/09-16-24</title>
        <cusip>34528QHF4</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-3</name>
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        <name>FORD CREDIT AUTO OWNER TRUST FORDR_20-1</name>
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        <curCd>USD</curCd>
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        <name>GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-2</name>
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        <title>GMCAR 19-2 C 3.07% 11-18-24/02-16-23</title>
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          <other otherDesc="CG Symbol" value="FAG7928"/>
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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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      <invstOrSec>
        <name>GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-2</name>
        <lei>N/A</lei>
        <title>GMCAR 19-2 B 2.87% 10-16-24/02-16-23</title>
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          <other otherDesc="CG Symbol" value="FAG7929"/>
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        <curCd>USD</curCd>
        <valUSD>2800109.180000000000</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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      <invstOrSec>
        <name>GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4</name>
        <lei>N/A</lei>
        <title>GMCAR 19-4 B 2.04% 02-17-25</title>
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          <isin value="US36258MAF14"/>
          <other otherDesc="CG Symbol" value="FAG8261"/>
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        <balance>2752000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2763019.010000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_19-4</name>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-2</name>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-2</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
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        <cusip>830505AT0</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.</name>
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        <name>SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC</name>
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        <name>HERTZ VEHICLE FINANCING LLC</name>
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        <name>HERTZ VEHICLE FINANCING LLC</name>
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      <invstOrSec>
        <name>SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC</name>
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        <cusip>82481LAC3</cusip>
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        <name>SOUTHERN CALIFORNIA GAS COMPANY</name>
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        <name>HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-4</name>
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      <invstOrSec>
        <name>HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-2</name>
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        <title>HAROT 19-2 A4 2.54% 03-21-25/08-22-22</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SWEDBANK AB</name>
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        <name>SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.</name>
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        <name>SKANDINAVISKA ENSKILDA BANKEN AB</name>
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        <name>SOUTHERN CALIFORNIA EDISON CO</name>
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        <name>HERTZ VEHICLE FINANCING LLC HERTZ_19-3A</name>
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        <name>HERTZ VEHICLE FINANCING LLC HERTZ_18-3A</name>
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        <name>SOUTHERN CALIFORNIA EDISON CO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SYNIT_18-A1</name>
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        <name>SHELL INTERNATIONAL FINANCE BV</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>SHELL INTL FINANCE SR UNSEC 3.50% 11-13-23</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
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        <name>HERTZ VEHICLE FINANCING LLC HERTZ_19-2A</name>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_20-A</name>
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        <name>LEGACY MORTGAGE ASSET TRUST LMAT_19-GS2</name>
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        <name>LEGACY MORTGAGE ASSET TRUST LMAT_19-GS5</name>
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        <name>SOUTHERN CALIFORNIA EDISON CO</name>
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        <name>SHELL INTERNATIONAL FINANCE BV</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_18_W1</name>
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        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_19-2</name>
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        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_19-2</name>
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        <cusip>585504AB9</cusip>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-A</name>
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        <cusip>58770FAB8</cusip>
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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA GAS COMPANY</name>
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        <name>SOUTHERN CALIFORNIA EDISON CO</name>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B</name>
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        <cusip>65479HAC1</cusip>
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        <name>NATIONSTAR HECM LOAN TRUST NHLT_19-1A</name>
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        <cusip>63862VAA4</cusip>
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      <invstOrSec>
        <name>NISSAN AUTO LEASE TRUST NALT_20-A</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1</name>
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        <cusip>64828XAA1</cusip>
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        <name>NISSAN MASTER OWNER TRUST RECEIVABLES NMOTR_19-A</name>
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        <title>NMOTR 19-A FRN 02-15-24</title>
        <cusip>65474VAQ4</cusip>
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      <invstOrSec>
        <name>OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2</name>
        <lei>N/A</lei>
        <title>OOMLT 07-FXD2 2A6 FSA 5.68% 03-25-37</title>
        <cusip>68403BAG0</cusip>
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          <annualizedRt>5.68000000</annualizedRt>
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        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
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        <cusip>893526DM2</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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        <cusip>89236TDW2</cusip>
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          <other otherDesc="CG Symbol" value="FCT41527"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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      <invstOrSec>
        <name>OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2</name>
        <lei>N/A</lei>
        <title>OOMLT 07-FXD2 2A3 FSA 5.715% 03-25-37</title>
        <cusip>68403BAD7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.71500000</annualizedRt>
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      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_19-1A</name>
        <lei>N/A</lei>
        <title>PSTAT 19-1A-A1 CLO 144A FRN (L+105) 04-20-27</title>
        <cusip>69700VAA7</cusip>
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          <isin value="US69700VAA70"/>
          <other otherDesc="CG Symbol" value="FAP7819"/>
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        <balance>42765829.800000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42733755.430000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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          <isin value="US89236TFW09"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TORONTO DOMINION BANK (THE)</name>
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        <curCd>USD</curCd>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TOTAL CAPITAL INTERNATIONAL SA</name>
        <lei>549300U37G2I8G4RUG09</lei>
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        <cusip>89153VAS8</cusip>
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          <isin value="US89153VAS88"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TAKEDA PHARMACEUTICAL CO LTD</name>
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        <cusip>874060AT3</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD PSTAT_19-2</name>
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        <cusip>69689PAA5</cusip>
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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>Variable</couponKind>
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      <invstOrSec>
        <name>PROGRESS RESIDENTIAL TRUST PROG_19-SFR2</name>
        <lei>N/A</lei>
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        <cusip>74333NAA0</cusip>
        <identifiers>
          <isin value="US74333NAA00"/>
          <other otherDesc="CG Symbol" value="FAP8579"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RMF PROPRIETARY ISSUANCE TRUST RMF_19-1</name>
        <lei>N/A</lei>
        <title>RPIT 19-1 A 144A FRN 10-25-63/10-15-24</title>
        <cusip>74968RAA3</cusip>
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          <isin value="US74968RAA32"/>
          <other otherDesc="CG Symbol" value="FAR8260"/>
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        <balance>3341076.410000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3283629.940000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_16-3</name>
        <lei>N/A</lei>
        <title>SDART 16-3 C 2.46% 03-15-22</title>
        <cusip>80284RAF6</cusip>
        <identifiers>
          <isin value="US80284RAF64"/>
          <other otherDesc="CG Symbol" value="FAS4197"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
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        <cusip>89352HBA6</cusip>
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          <other otherDesc="CG Symbol" value="FCT60979"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE 144A SEC 3.875% 04-15-30</title>
        <cusip>87264ABE4</cusip>
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          <isin value="US87264ABE47"/>
          <other otherDesc="CG Symbol" value="FCT60995"/>
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        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_17-1</name>
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        <cusip>80284TAK1</cusip>
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      <invstOrSec>
        <name>SYMPHONY CLO LTD SYMP_13-12A</name>
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        <title>SYMP 13-12A AR CLO 144A FRN (L+103) 10-15-25</title>
        <cusip>13080BAA9</cusip>
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          <isin value="US13080BAA98"/>
          <other otherDesc="CG Symbol" value="FAS5127"/>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_17-2</name>
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        <title>SDART 17-2 C 2.79% 08-15-22</title>
        <cusip>80285LAE1</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-5</name>
        <lei>N/A</lei>
        <title>SDART 18-5 C 3.81% 12-16-24/11-15-21</title>
        <cusip>80286AAF1</cusip>
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          <isin value="US80286AAF12"/>
          <other otherDesc="CG Symbol" value="FAS7699"/>
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        <balance>18050000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18277502.200000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>T-MOBILE USA INC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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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>
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          <isin value="US91324PCU49"/>
          <other otherDesc="CG Symbol" value="FCU21492"/>
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        <curCd>USD</curCd>
        <valUSD>21489546.920000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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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>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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          <isin value="US904764AT48"/>
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        <curCd>USD</curCd>
        <valUSD>15170295.000000000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-1</name>
        <lei>N/A</lei>
        <title>SDART 19-1 C 3.42% 04-15-25/03-15-22</title>
        <cusip>80285HAF7</cusip>
        <identifiers>
          <isin value="US80285HAF73"/>
          <other otherDesc="CG Symbol" value="FAS7828"/>
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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>SYNCHRONY CARD ISSUANCE TRUST SYNIT_19-1</name>
        <lei>N/A</lei>
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        <cusip>87166PAE1</cusip>
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          <isin value="US87166PAE16"/>
          <other otherDesc="CG Symbol" value="FAS7837"/>
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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>UNUM GROUP</name>
        <lei>549300E32YFDO6TZ8R31</lei>
        <title>UNUM GROUP SR UNSEC 5.625% 09-15-20</title>
        <cusip>91529YAH9</cusip>
        <identifiers>
          <isin value="US91529YAH99"/>
          <other otherDesc="CG Symbol" value="FCU362"/>
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        <curCd>USD</curCd>
        <valUSD>1113653.200000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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      <invstOrSec>
        <name>UNICREDIT SPA</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UNICREDIT SPA 144A LIFE SR UNSEC 3.75% 04-12-22</title>
        <cusip>904678AA7</cusip>
        <identifiers>
          <isin value="US904678AA77"/>
          <other otherDesc="CG Symbol" value="FCU41130"/>
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        <balance>13650000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13845249.600000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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      <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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          <other otherDesc="CG Symbol" value="FAS8018"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A</name>
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        <title>SCART 20-A C 144A 3.71% 02-17-26/12-15-23</title>
        <cusip>80281MAC7</cusip>
        <identifiers>
          <isin value="US80281MAC73"/>
          <other otherDesc="CG Symbol" value="FAS8641"/>
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        <curCd>USD</curCd>
        <valUSD>1987015.680000000000</valUSD>
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      <invstOrSec>
        <name>SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A</name>
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          <isin value="US80281MAB90"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A</name>
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        <cusip>80281MAA1</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>UNILEVER CAPITAL CORP</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
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        <cusip>904764AX5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNICREDIT SPA</name>
        <lei>549300TRUWO2CD2G5692</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <name>TAL ADVANTAGE LLC TAL_13-2A</name>
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        <cusip>87407PAE0</cusip>
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          <other otherDesc="CG Symbol" value="FAT3746"/>
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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>TOWD POINT MORTGAGE TRUST TPMT_17-1</name>
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        <title>TPMT 17-1 A1 144A 2.75% 10-25-56</title>
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        <curCd>USD</curCd>
        <valUSD>1051284.240000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>UNION PACIFIC CORP</name>
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        <name>TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1</name>
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        <name>TOWD POINT MORTGAGE TRUST TPMT_18-2</name>
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        <name>US BANK NATIONAL ASSOCIATION</name>
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        <name>RAYTHEON TECHNOLOGIES CORP</name>
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        <name>TOWD POINT MORTGAGE TRUST TPMT_19-1</name>
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        <name>TOWD POINT MORTGAGE TRUST TPMT_18-4</name>
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        <name>UNITEDHEALTH GROUP INC</name>
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        <name>TOWD POINT MORTGAGE TRUST TPMT_17-2</name>
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        <name>TOWD POINT MORTGAGE TRUST TPMT_17-3</name>
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        <name>UNION PACIFIC CORP</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNION PACIFIC CORP SR UNSEC 3.15% 03-01-24</title>
        <cusip>907818FA1</cusip>
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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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          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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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>
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          <isin value="US91324PDR01"/>
          <other otherDesc="CG Symbol" value="FCU56416"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_18-5</name>
        <lei>N/A</lei>
        <title>TPMT 18-5 A1A 144A FRN 07-25-58</title>
        <cusip>89176VAK8</cusip>
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          <isin value="US89176VAK89"/>
          <other otherDesc="CG Symbol" value="FAT8528"/>
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        <curCd>USD</curCd>
        <valUSD>4274660.090000000000</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>3.2500000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_15-4</name>
        <lei>N/A</lei>
        <title>TPMT 15-4 A1B 144A FRN 04-25-55/05-25-22</title>
        <cusip>89171UAU3</cusip>
        <identifiers>
          <isin value="US89171UAU34"/>
          <other otherDesc="CG Symbol" value="FAT8532"/>
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        <balance>990825.490000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999776.610000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7500000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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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        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26497575.000000000000</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>2024-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</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>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITED HEALTH GROUP SR UNSEC 2.0% 05-15-30</title>
        <cusip>91324PDX7</cusip>
        <identifiers>
          <isin value="US91324PDX78"/>
          <other otherDesc="CG Symbol" value="FCU62174"/>
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        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15466695.000000000000</valUSD>
        <pctVal>0.0647129700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4227868.000000000000</valUSD>
        <pctVal>0.0176894867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</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>
        <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>
        <identifiers>
          <isin value="US927804FK52"/>
          <other otherDesc="CG Symbol" value="FCV302"/>
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        <balance>4662000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4787048.830000000000</valUSD>
        <pctVal>0.0200291108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</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>TOWD POINT MORTGAGE TRUST TPMT_16-1</name>
        <lei>N/A</lei>
        <title>TPMT 16-1 A3B 144A FRN 02-25-55</title>
        <cusip>89172EBJ2</cusip>
        <identifiers>
          <isin value="US89172EBJ29"/>
          <other otherDesc="CG Symbol" value="FAT8533"/>
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        <balance>857044.760000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>874318.500000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000000000</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>TOWD POINT MORTGAGE TRUST TPMT_16-1</name>
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        <title>TPMT 16-1 A1B 144A FRN 02-25-55</title>
        <cusip>89172EAU8</cusip>
        <identifiers>
          <isin value="US89172EAU82"/>
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        <curCd>USD</curCd>
        <valUSD>1174019.140000000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TPMT 2019-HY2 A1</name>
        <lei>N/A</lei>
        <title>TPMT 19-HY2 A1 144A FRN (L+100) 05-25-58</title>
        <cusip>89177HAA0</cusip>
        <identifiers>
          <isin value="US89177HAA05"/>
          <other otherDesc="CG Symbol" value="FAT8548"/>
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        <curCd>USD</curCd>
        <valUSD>9339111.800000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST TPMT_18-1</name>
        <lei>N/A</lei>
        <title>TPMT 18-1 A1 144A FRN 01-25-58/05-28-24</title>
        <cusip>89176EAA8</cusip>
        <identifiers>
          <isin value="US89176EAA82"/>
          <other otherDesc="CG Symbol" value="FAT8566"/>
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        <curCd>USD</curCd>
        <valUSD>316242.060000000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Variable</couponKind>
          <annualizedRt>3.0000000000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TRUST VWALT_19-A</name>
        <lei>N/A</lei>
        <title>VWALT 19-A A2A 2.0% 03-21-22</title>
        <cusip>92867XAB2</cusip>
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          <isin value="US92867XAB29"/>
          <other otherDesc="CG Symbol" value="FAV8250"/>
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        <curCd>USD</curCd>
        <valUSD>48298823.690000000000</valUSD>
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        <assetCat>ABS-O</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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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST VZOT_20-A</name>
        <lei>549300XY7L2MRX0BQH89</lei>
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        <cusip>92348TAA2</cusip>
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          <isin value="US92348TAA25"/>
          <other otherDesc="CG Symbol" value="FAV8406"/>
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        <balance>8234000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8460574.980000000000</valUSD>
        <pctVal>0.0353992198</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>VIRGINIA ELECTRIC AND POWER COMPANY</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
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        <cusip>927804FJ8</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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.25% 11-13-23</title>
        <cusip>928668AR3</cusip>
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          <other otherDesc="CG Symbol" value="FCV53132"/>
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        <curCd>USD</curCd>
        <valUSD>10182679.500000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_18-3A</name>
        <lei>N/A</lei>
        <title>WLAKE 18-3A A2A 144A 2.98% 01-18-22</title>
        <cusip>96042GAC6</cusip>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_17-2</name>
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        <name>WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_18-B</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_18-2A</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-2</name>
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        <name>WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_19-C</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A</name>
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        <lei>2S72QS2UO2OESLG6Y829</lei>
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      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
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      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WEA FINANCE LLC /WESTFIELD UK &amp; EUROPE FINANCE PLC</name>
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          <isin value="US92890HAE27"/>
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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>3M CO</name>
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          <isin value="US88579YBB65"/>
          <other otherDesc="CG Symbol" value="FC352412"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>3M CO</name>
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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>WEA FINANCE LLC</name>
        <lei>3CYEJKBUJZO3UW777J80</lei>
        <title>WEA FINANCE LLC 144A LIFE SR UNSEC 3.15% 04-05-22</title>
        <cusip>92928QAC2</cusip>
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          <isin value="US92928QAC24"/>
          <other otherDesc="CG Symbol" value="FCW40705"/>
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        <curCd>USD</curCd>
        <valUSD>33926107.250000000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WELLS FARGO &amp; CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <cusip>95000U2B8</cusip>
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          <isin value="US95000U2B83"/>
          <other otherDesc="CG Symbol" value="FCW43087"/>
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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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        <name>AMAZON.COM INC</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
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        <cusip>023135AM8</cusip>
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          <isin value="US023135AM87"/>
          <other otherDesc="CG Symbol" value="FCA11827"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5209740.000000000000</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>3.30000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP</name>
        <lei>RDKVCX5HITZ2GPIR7153</lei>
        <title>AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.75% 04-15-23</title>
        <cusip>024836AA6</cusip>
        <identifiers>
          <isin value="US024836AA65"/>
          <other otherDesc="CG Symbol" value="FCA1201"/>
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        <curCd>USD</curCd>
        <valUSD>6610116.660000000000</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>3.75000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WAL-MART STORES SR UNSEC 2.35% 12-15-22</title>
        <cusip>931142DU4</cusip>
        <identifiers>
          <isin value="US931142DU48"/>
          <other otherDesc="CG Symbol" value="FCW44818"/>
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        <balance>2500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2622907.500000000000</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>2.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WAL-MART STORES SR UNSEC 3.4% 06-26-23</title>
        <cusip>931142EK5</cusip>
        <identifiers>
          <isin value="US931142EK56"/>
          <other otherDesc="CG Symbol" value="FCW50731"/>
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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>ANHEUSER-BUSCH INBEV FINANCE INC</name>
        <lei>5493000EYEKDT0FBSQ91</lei>
        <title>ANHEUSER-BUSCH INBEV SR UNSEC 3.7% 02-01-24</title>
        <cusip>03524BAE6</cusip>
        <identifiers>
          <isin value="US03524BAE65"/>
          <other otherDesc="CG Symbol" value="FCA1297"/>
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        <balance>5694000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6237999.070000000000</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>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <cusip>00206RCL4</cusip>
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          <other otherDesc="CG Symbol" value="FCA17601"/>
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        <curCd>USD</curCd>
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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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        <name>WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DBA WABTEC CORP)</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>WABTEC SR UNSEC 4.40% 30-15-24</title>
        <cusip>960386AN0</cusip>
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          <other otherDesc="CG Symbol" value="FCW52427"/>
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        <curCd>USD</curCd>
        <valUSD>2251984.320000000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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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>WM WRIGLEY JR CO</name>
        <lei>Z88M4EWU0NI3QVOOIZ80</lei>
        <title>WM WRIGLEY JR CO 144A LIFE SR UNSEC 3.375% 10-21-20</title>
        <cusip>982526AQ8</cusip>
        <identifiers>
          <isin value="US982526AQ87"/>
          <other otherDesc="CG Symbol" value="FCW537"/>
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        <balance>9106000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9188891.920000000000</valUSD>
        <pctVal>0.0384465128</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>
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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>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WAL-MART STORES SR UNSEC 2.85% 07-08-24</title>
        <cusip>931142EL3</cusip>
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          <isin value="US931142EL30"/>
          <other otherDesc="CG Symbol" value="FCW55024"/>
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        <balance>32500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35286160.000000000000</valUSD>
        <pctVal>0.1476380193</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO &amp; CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO CO SR UNSEC 3.196% 06-17-27</title>
        <cusip>95000U2F9</cusip>
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          <isin value="US95000U2F97"/>
          <other otherDesc="CG Symbol" value="FCW55773"/>
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        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15963720.000000000000</valUSD>
        <pctVal>0.0667925329</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>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>
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          <other otherDesc="CG Symbol" value="FCA20568"/>
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        <curCd>USD</curCd>
        <valUSD>3093840.530000000000</valUSD>
        <pctVal>0.0129446924</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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"/>
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        <balance>1060000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1113571.340000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-03</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>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO CO SR UNSEC 2.164% 02-11-26</title>
        <cusip>95000U2K8</cusip>
        <identifiers>
          <isin value="US95000U2K82"/>
          <other otherDesc="CG Symbol" value="FCW59722"/>
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        <balance>34733000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35248159.860000000000</valUSD>
        <pctVal>0.1474790259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.1640000000000000</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>WELLS FARGO &amp; CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO CO SR UNSEC 2.188% 04-30-26</title>
        <cusip>95000U2N2</cusip>
        <identifiers>
          <isin value="US95000U2N22"/>
          <other otherDesc="CG Symbol" value="FCW61456"/>
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        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25360375.000000000000</valUSD>
        <pctVal>0.1061083307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.1880000000000000</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>WALT DISNEY CO</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DISNEY WALT CO SR UNSEC 1.75% 01-13-26</title>
        <cusip>254687FV3</cusip>
        <identifiers>
          <isin value="US254687FV35"/>
          <other otherDesc="CG Symbol" value="FCW62057"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10308290.000000000000</valUSD>
        <pctVal>0.0431300974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WALT DISNEY CO</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DISNEY WALT CO SR UNSEC 2.2% 01-13-28</title>
        <cusip>254687FW1</cusip>
        <identifiers>
          <isin value="US254687FW18"/>
          <other otherDesc="CG Symbol" value="FCW62059"/>
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        <balance>8000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8360984.000000000000</valUSD>
        <pctVal>0.0349825290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-13</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>WILLIAMS COMPANIES INC (THE)</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS SR UNSEC 3.5% 11-15-30</title>
        <cusip>969457BX7</cusip>
        <identifiers>
          <isin value="US969457BX79"/>
          <other otherDesc="CG Symbol" value="FCW62099"/>
        </identifiers>
        <balance>3166000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3322884.800000000000</valUSD>
        <pctVal>0.0139030184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WEA FINANCE LLC /WESTFIELD UK &amp; EUROPE FINANCE PLC</name>
        <lei>N/A</lei>
        <title>WEA FINANCE LLC 144A LIFE SR UNSEC 3.75% 09-17-24</title>
        <cusip>92890HAC6</cusip>
        <identifiers>
          <isin value="US92890HAC60"/>
          <other otherDesc="CG Symbol" value="FCW8621"/>
        </identifiers>
        <balance>22790000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22724957.340000000000</valUSD>
        <pctVal>0.0950816890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-17</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>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC SR UNSEC 2.375% 11-16-20</title>
        <cusip>046353AK4</cusip>
        <identifiers>
          <isin value="US046353AK44"/>
          <other otherDesc="CG Symbol" value="FCA20772"/>
        </identifiers>
        <balance>3012000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3037734.530000000000</valUSD>
        <pctVal>0.0127099438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-16</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC SR UNSEC 2.3% 05-14-21</title>
        <cusip>00287YAU3</cusip>
        <identifiers>
          <isin value="US00287YAU38"/>
          <other otherDesc="CG Symbol" value="FCA22216"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10146870.000000000000</valUSD>
        <pctVal>0.0424547128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>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>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>4423575.480000000000</valUSD>
        <pctVal>0.0185083308</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>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>20657780.000000000000</valUSD>
        <pctVal>0.0864325765</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>
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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 2.6% 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>12410316.000000000000</valUSD>
        <pctVal>0.0519250174</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>
        </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 2.65% 02-12-21</title>
        <cusip>02665WCD1</cusip>
        <identifiers>
          <isin value="US02665WCD11"/>
          <other otherDesc="CG Symbol" value="FCA47159"/>
        </identifiers>
        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25299600.000000000000</valUSD>
        <pctVal>0.1058540468</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>
          <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>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>20429667.700000000000</valUSD>
        <pctVal>0.0854781499</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>AMERICAN ELECTRIC POWER CO INC</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER SR UNSEC 4.3% 12-01-28</title>
        <cusip>025537AM3</cusip>
        <identifiers>
          <isin value="US025537AM37"/>
          <other otherDesc="CG Symbol" value="FCA53316"/>
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        <balance>8285000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9605015.910000000000</valUSD>
        <pctVal>0.0401875842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XCEL ENERGY INC</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY SR UNSEC 3.3% 06-01-25</title>
        <cusip>98389BAR1</cusip>
        <identifiers>
          <isin value="US98389BAR15"/>
          <other otherDesc="CG Symbol" value="FCX18967"/>
        </identifiers>
        <balance>5500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6021427.500000000000</valUSD>
        <pctVal>0.0251937765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>XCEL ENERGY INC</name>
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        <cusip>98389BAT7</cusip>
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          <isin value="US98389BAT70"/>
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        <balance>5000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5124135.000000000000</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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          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>XCEL ENERGY INC</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
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        <cusip>98389BAV2</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-06-15</maturityDt>
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      <invstOrSec>
        <name>XCEL ENERGY INC</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY SR UNSEC 2.6% 12-01-29</title>
        <cusip>98389BAW0</cusip>
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          <isin value="US98389BAW00"/>
          <other otherDesc="CG Symbol" value="FCX58270"/>
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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>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>4780000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5202026.200000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC SR UNSEC 4.8% 02-14-29</title>
        <cusip>02209SBD4</cusip>
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          <isin value="US02209SBD45"/>
          <other otherDesc="CG Symbol" value="FCA54065"/>
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        <balance>31181000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35761675.990000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>19260698.870000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
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        <securityLending>
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        <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>
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        <curCd>USD</curCd>
        <valUSD>6306734.610000000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CAISSE AMORTISSEMENT DE LA DETTE SOCIALE</name>
        <lei>969500P04DQJS4BPM574</lei>
        <title>CADES USD 144A LIFE SR UNSEC 3.375% 03-20-24</title>
        <cusip>12802DAK2</cusip>
        <identifiers>
          <isin value="US12802DAK28"/>
          <other otherDesc="CG Symbol" value="FDC18"/>
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        <balance>9090000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10079082.900000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K034 A2 (MF) 3.531% 07-25-23</title>
        <cusip>3137B5JM6</cusip>
        <identifiers>
          <isin value="US3137B5JM67"/>
          <other otherDesc="CG Symbol" value="FDF1059"/>
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        <balance>3950000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4281578.800000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53100000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K044 A2 (MF) 2.811% 01-25-25</title>
        <cusip>3137BHCY1</cusip>
        <identifiers>
          <isin value="US3137BHCY14"/>
          <other otherDesc="CG Symbol" value="FDF10858"/>
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        <balance>6250000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6810443.750000000000</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>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K036 A2 (MF) 3.527% 10-25-23</title>
        <cusip>3137B7MZ9</cusip>
        <identifiers>
          <isin value="US3137B7MZ99"/>
          <other otherDesc="CG Symbol" value="FDF1224"/>
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        <balance>5000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5446575.000000000000</valUSD>
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        <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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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K038</name>
        <lei>N/A</lei>
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        <cusip>3137BBBD1</cusip>
        <identifiers>
          <isin value="US3137BBBD16"/>
          <other otherDesc="CG Symbol" value="FDF1439"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10947370.000000000000</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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          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.38900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K041</name>
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        <cusip>3137BFE98</cusip>
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          <isin value="US3137BFE985"/>
          <other otherDesc="CG Symbol" value="FDF1786"/>
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        <balance>10666000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11747468.400000000000</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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          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.17100000</annualizedRt>
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      <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>
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          <isin value="US05401AAE10"/>
          <other otherDesc="CG Symbol" value="FCA54952"/>
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        <balance>5000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4452945.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <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>
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          <isin value="US05401AAF84"/>
          <other otherDesc="CG Symbol" value="FCA54953"/>
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        <balance>10369000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8571637.540000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC SR UNSEC 3.6% 07-15-25</title>
        <cusip>00206RHS4</cusip>
        <identifiers>
          <isin value="US00206RHS40"/>
          <other otherDesc="CG Symbol" value="FCA55759"/>
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        <balance>650000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>706254.900000000000</valUSD>
        <pctVal>0.0029549850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</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>
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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>16076000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15234951.910000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP SR 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>
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        <curCd>USD</curCd>
        <valUSD>56039335.000000000000</valUSD>
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        <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>
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        <securityLending>
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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>4888000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4811981.820000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.625% 04-22-25</title>
        <cusip>3135G03U5</cusip>
        <identifiers>
          <isin value="US3135G03U56"/>
          <other otherDesc="CG Symbol" value="FDF4948"/>
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        <balance>465000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>466855350.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.25% 05-22-23</title>
        <cusip>3135G04Q3</cusip>
        <identifiers>
          <isin value="US3135G04Q36"/>
          <other otherDesc="CG Symbol" value="FDF5108"/>
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        <balance>3995000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3988368.300000000000</valUSD>
        <pctVal>0.0166874150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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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>7500212.180000000000</valUSD>
        <pctVal>0.0313810420</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>
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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>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>31564350.000000000000</valUSD>
        <pctVal>0.1320658897</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K032 A2 (MF) 3.31% 05-25-23</title>
        <cusip>3137B4GY6</cusip>
        <identifiers>
          <isin value="US3137B4GY67"/>
          <other otherDesc="CG Symbol" value="FDF974"/>
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        <balance>10610000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11399479.490000000000</valUSD>
        <pctVal>0.0476956567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.31000000</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>JAPAN BANK FOR INTERNATIONAL COOPERATION</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC GLOBAL SR UNSEC FRN (L+48) 06-01-20</title>
        <cusip>471048BF4</cusip>
        <identifiers>
          <isin value="US471048BF41"/>
          <other otherDesc="CG Symbol" value="FDJ203"/>
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        <balance>16552000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16552372.420000000000</valUSD>
        <pctVal>0.0692554667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.0603800000000000</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>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>40778213.750000000000</valUSD>
        <pctVal>0.1706168852</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE 144A LIFE SR UNSEC 3.45% 03-15-22</title>
        <cusip>00287YCF4</cusip>
        <identifiers>
          <isin value="US00287YCF43"/>
          <other otherDesc="CG Symbol" value="FCA58180"/>
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        <balance>11400000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11865861.000000000000</valUSD>
        <pctVal>0.0496470065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPAN BANK FOR INTERNATIONAL COOPERATION</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC GLOBAL SR UNSEC 2.125% 06-01-20</title>
        <cusip>471048BC1</cusip>
        <identifiers>
          <isin value="US471048BC10"/>
          <other otherDesc="CG Symbol" value="FDJ204"/>
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        <balance>12500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12499875.000000000000</valUSD>
        <pctVal>0.0522997341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</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>
        <name>JAPAN BANK FOR INTERNATIONAL COOPERATION</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC GLOBAL UNSEC 2.125% 11-16-20</title>
        <cusip>471048BN7</cusip>
        <identifiers>
          <isin value="US471048BN74"/>
          <other otherDesc="CG Symbol" value="FDJ218"/>
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        <balance>12700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12796393.000000000000</valUSD>
        <pctVal>0.0535403715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</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>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE 144A LIFE SR UNSEC 3.85% 06-15-24</title>
        <cusip>00287YCJ6</cusip>
        <identifiers>
          <isin value="US00287YCJ64"/>
          <other otherDesc="CG Symbol" value="FCA58181"/>
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        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5469990.000000000000</valUSD>
        <pctVal>0.0228865507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE 144A SR UNSEC 3.8% 03-15-25</title>
        <cusip>00287YDC0</cusip>
        <identifiers>
          <isin value="US00287YDC03"/>
          <other otherDesc="CG Symbol" value="FCA58182"/>
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        <balance>5917000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6524078.280000000000</valUSD>
        <pctVal>0.0272968777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPAN BANK FOR INTERNATIONAL COOPERATION</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC GLOBAL SR UNSEC 3.125% 07-21-21</title>
        <cusip>471048BR8</cusip>
        <identifiers>
          <isin value="US471048BR88"/>
          <other otherDesc="CG Symbol" value="FDJ2233"/>
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        <balance>38336000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39461314.940000000000</valUSD>
        <pctVal>0.1651069535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-20</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>JAPAN BANK FOR INTERNATIONAL COOPERATION</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC GLOBAL UNSEC 2.5% 05-23-24</title>
        <cusip>471048BY3</cusip>
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          <isin value="US471048BY30"/>
          <other otherDesc="CG Symbol" value="FDJ3439"/>
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        <balance>12280000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13140214.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPAN BANK FOR INTERNATIONAL COOPERATION</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC GLOBAL UNSEC 0.625% 05-22-23</title>
        <cusip>471048CH9</cusip>
        <identifiers>
          <isin value="US471048CH97"/>
          <other otherDesc="CG Symbol" value="FDJ5068"/>
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        <balance>14800000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14800429.200000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ALBERTA (PROVINCE OF)</name>
        <lei>LQPXMHHNJKIPJYE53543</lei>
        <title>ALBERTA PROV UNSEC 1.875% 11-13-24</title>
        <cusip>013051EH6</cusip>
        <identifiers>
          <isin value="US013051EH65"/>
          <other otherDesc="CG Symbol" value="FGA19268"/>
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        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20892600.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ITALY (REPUBLIC OF)</name>
        <lei>815600DE60799F5A9309</lei>
        <title>ITALY GOVT 2.375% 10-17-24</title>
        <cusip>465410BX5</cusip>
        <identifiers>
          <isin value="US465410BX58"/>
          <other otherDesc="CG Symbol" value="FGI19164"/>
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        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20020300.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SWEDEN (KINGDOM OF)</name>
        <lei>ERE94C0BSULG2RM19605</lei>
        <title>SWEDEN GOVT USD 144A LIFE 2.375% 02-15-23</title>
        <cusip>87020DBC7</cusip>
        <identifiers>
          <isin value="US87020DBC74"/>
          <other otherDesc="CG Symbol" value="FGK16146"/>
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        <balance>12135000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12790908.890000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC SR UNSEC 144A LIFE 2.6% 11-21-24</title>
        <cusip>00287YBQ1</cusip>
        <identifiers>
          <isin value="US00287YBQ17"/>
          <other otherDesc="CG Symbol" value="FCA58416"/>
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        <balance>42500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44695040.000000000000</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>2024-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</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>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC SR UNSEC 144A LIFE 2.95% 11-21-26</title>
        <cusip>00287YBU2</cusip>
        <identifiers>
          <isin value="US00287YBU29"/>
          <other otherDesc="CG Symbol" value="FCA58417"/>
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        <balance>18065000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19396878.260000000000</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>2026-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</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>POLAND (REPUBLIC OF)</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>POLAND GOVT BOND USD 3.0% 03-17-23</title>
        <cusip>731011AT9</cusip>
        <identifiers>
          <isin value="US731011AT95"/>
          <other otherDesc="CG Symbol" value="FGP262"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10539000.000000000000</valUSD>
        <pctVal>0.0440953928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-17</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>QATAR (STATE OF)</name>
        <lei>52990074F6OJOAXK4P65</lei>
        <title>STATE OF QATAR REG S 4.0% 03-14-29</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1959337582"/>
          <other otherDesc="CG Symbol" value="FGQ18361"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11300250.000000000000</valUSD>
        <pctVal>0.0472804785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>AON CORP</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON SR UNSEC 2.2% 11-15-22</title>
        <cusip>037389BD4</cusip>
        <identifiers>
          <isin value="US037389BD49"/>
          <other otherDesc="CG Symbol" value="FCA58438"/>
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        <balance>10240000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10545602.560000000000</valUSD>
        <pctVal>0.0441230180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
        <name>AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP</name>
        <lei>RDKVCX5HITZ2GPIR7153</lei>
        <title>AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 4.125% 07-01-24</title>
        <cusip>024836AB4</cusip>
        <identifiers>
          <isin value="US024836AB49"/>
          <other otherDesc="CG Symbol" value="FCA6003"/>
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        <balance>19225000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19115398.280000000000</valUSD>
        <pctVal>0.0799792196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</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>QATAR (STATE OF)</name>
        <lei>52990074F6OJOAXK4P65</lei>
        <title>STATE OF QATAR 144A LIFE 3.375% 03-14-24</title>
        <cusip>74727PAZ4</cusip>
        <identifiers>
          <isin value="US74727PAZ45"/>
          <other otherDesc="CG Symbol" value="FGQ18367"/>
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        <balance>19856000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21097734.670000000000</valUSD>
        <pctVal>0.0882733559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-14</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>PORTUGAL (REPUBLIC OF)</name>
        <lei>549300P6U1FJ3IMP7K42</lei>
        <title>PORTUGAL GOVT REG S 5.125% 10-15-24</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1085735899"/>
          <other otherDesc="CG Symbol" value="FGR14262"/>
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        <balance>36500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42269409.000000000000</valUSD>
        <pctVal>0.1768560768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</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>ANGLO AMERICAN CAPITAL PLC</name>
        <lei>TINT358G1SSHR3L3PW36</lei>
        <title>ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.375% 04-01-25</title>
        <cusip>034863AV2</cusip>
        <identifiers>
          <isin value="US034863AV24"/>
          <other otherDesc="CG Symbol" value="FCA60802"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10993700.000000000000</valUSD>
        <pctVal>0.0459978670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</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>AMEREN CORPORATION</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>AMEREN CORP SR UNSEC 3.5% 01-15-31</title>
        <cusip>023608AJ1</cusip>
        <identifiers>
          <isin value="US023608AJ15"/>
          <other otherDesc="CG Symbol" value="FCA60865"/>
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        <balance>7707000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8581574.950000000000</valUSD>
        <pctVal>0.0359054861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</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>POLAND (REPUBLIC OF)</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>POLAND GOVT BOND USD 4.0% 01-22-24</title>
        <cusip>857524AC6</cusip>
        <identifiers>
          <isin value="US857524AC63"/>
          <other otherDesc="CG Symbol" value="FGR251"/>
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        <balance>9215000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10171056.250000000000</valUSD>
        <pctVal>0.0425559086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>POLAND (REPUBLIC OF)</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>POLAND GOVT BOND USD 3.25% 04-06-26</title>
        <cusip>731011AU6</cusip>
        <identifiers>
          <isin value="US731011AU68"/>
          <other otherDesc="CG Symbol" value="FGR9888"/>
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        <balance>945000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1048199.670000000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVANGRID INC</name>
        <lei>549300OX0Q38NLSKPB49</lei>
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          <isin value="US05351WAC73"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AIR PRODUCTS &amp; CHEMICALS INC</name>
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          <isin value="US009158AY27"/>
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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>
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          <isin value="US009158BB15"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AIR PRODUCTS &amp; CHEMICALS INC</name>
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          <isin value="US009158BC97"/>
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        <fairValLevel>2</fairValLevel>
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        <name>QATAR (STATE OF)</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>9128284H0</cusip>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 2.875% 10-15-21</title>
        <cusip>9128285F3</cusip>
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          <isin value="US9128285F31"/>
          <other otherDesc="CG Symbol" value="FGT17869"/>
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        <curCd>USD</curCd>
        <valUSD>12963375.000000000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.625% 12-31-25</title>
        <cusip>9128285T3</cusip>
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          <isin value="US9128285T35"/>
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        <valUSD>168559500.000000000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC SR UNSEC 2.35% 05-06-25</title>
        <cusip>02209SBH5</cusip>
        <identifiers>
          <isin value="US02209SBH58"/>
          <other otherDesc="CG Symbol" value="FCA61773"/>
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        <curCd>USD</curCd>
        <valUSD>7157822.630000000000</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>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
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        <cusip>037833DT4</cusip>
        <identifiers>
          <isin value="US037833DT41"/>
          <other otherDesc="CG Symbol" value="FCA61777"/>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <cusip>00206RJY9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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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>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <cusip>00206RJX1</cusip>
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          <other otherDesc="CG Symbol" value="FCA62443"/>
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        <curCd>USD</curCd>
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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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.375% 02-29-24</title>
        <cusip>9128286G0</cusip>
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          <isin value="US9128286G05"/>
          <other otherDesc="CG Symbol" value="FGT18254"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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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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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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        <cusip>05578QAB9</cusip>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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          <annualizedRt>5.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 2.375% 11-15-49</title>
        <cusip>912810SK5</cusip>
        <identifiers>
          <isin value="US912810SK51"/>
          <other otherDesc="CG Symbol" value="FGT19231"/>
        </identifiers>
        <balance>94900000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117020241.000000000000</valUSD>
        <pctVal>0.4896150956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-15</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.5% 02-15-30</title>
        <cusip>912828Z94</cusip>
        <identifiers>
          <isin value="US912828Z948"/>
          <other otherDesc="CG Symbol" value="FGT19588"/>
        </identifiers>
        <balance>30500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32972025.000000000000</valUSD>
        <pctVal>0.1379556309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.375% 04-30-25</title>
        <cusip>912828ZL7</cusip>
        <identifiers>
          <isin value="US912828ZL77"/>
          <other otherDesc="CG Symbol" value="FGT19902"/>
        </identifiers>
        <balance>7130000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7152602.100000000000</valUSD>
        <pctVal>0.0299266343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 0.625% 05-15-30</title>
        <cusip>912828ZQ6</cusip>
        <identifiers>
          <isin value="US912828ZQ64"/>
          <other otherDesc="CG Symbol" value="FGT19962"/>
        </identifiers>
        <balance>44641000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44525826.220000000000</valUSD>
        <pctVal>0.1862969728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS BANK PLC SR UNSEC 3.65% 03-16-25</title>
        <cusip>06738EAE5</cusip>
        <identifiers>
          <isin value="US06738EAE59"/>
          <other otherDesc="CG Symbol" value="FCB15588"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10645900.000000000000</valUSD>
        <pctVal>0.0445426646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSEC 2.625% 10-19-20</title>
        <cusip>06051GFT1</cusip>
        <identifiers>
          <isin value="US06051GFT13"/>
          <other otherDesc="CG Symbol" value="FCB20436"/>
        </identifiers>
        <balance>7602000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7668502.300000000000</valUSD>
        <pctVal>0.0320851714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BECTON DICKINSON AND CO</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON SR UNSEC 2.404% 06-05-20</title>
        <cusip>075887BR9</cusip>
        <identifiers>
          <isin value="US075887BR99"/>
          <other otherDesc="CG Symbol" value="FCB41922"/>
        </identifiers>
        <balance>13875000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13873668.000000000000</valUSD>
        <pctVal>0.0580477123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BECTON DICKINSON AND CO</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON SR UNSEC 2.894% 06-06-22</title>
        <cusip>075887BT5</cusip>
        <identifiers>
          <isin value="US075887BT55"/>
          <other otherDesc="CG Symbol" value="FCB41924"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20786380.000000000000</valUSD>
        <pctVal>0.0869706415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.89400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.25% 05-15-50</title>
        <cusip>912810SN9</cusip>
        <identifiers>
          <isin value="US912810SN90"/>
          <other otherDesc="CG Symbol" value="FGT19965"/>
        </identifiers>
        <balance>140000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134290800.000000000000</valUSD>
        <pctVal>0.5618754697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.125% 05-15-23</title>
        <cusip>912828ZP8</cusip>
        <identifiers>
          <isin value="US912828ZP81"/>
          <other otherDesc="CG Symbol" value="FGT19966"/>
        </identifiers>
        <balance>126250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125998762.500000000000</valUSD>
        <pctVal>0.5271814142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BECTON DICKINSON AND CO</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON SR UNSEC 3.7% 06-06-27</title>
        <cusip>075887BW8</cusip>
        <identifiers>
          <isin value="US075887BW84"/>
          <other otherDesc="CG Symbol" value="FCB41925"/>
        </identifiers>
        <balance>10927000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12229061.320000000000</valUSD>
        <pctVal>0.0511666441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-06</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>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>
        <identifiers>
          <isin value="US11134LAH24"/>
          <other otherDesc="CG Symbol" value="FCB47166"/>
        </identifiers>
        <balance>7500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7902307.500000000000</valUSD>
        <pctVal>0.0330634171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.125% 05-15-40</title>
        <cusip>912810SR0</cusip>
        <identifiers>
          <isin value="US912810SR05"/>
          <other otherDesc="CG Symbol" value="FGT19994"/>
        </identifiers>
        <balance>21250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21029212.500000000000</valUSD>
        <pctVal>0.0879866577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.25% 05-31-25</title>
        <cusip>912828ZT0</cusip>
        <identifiers>
          <isin value="US912828ZT04"/>
          <other otherDesc="CG Symbol" value="FGT20028"/>
        </identifiers>
        <balance>75000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74809500.000000000000</valUSD>
        <pctVal>0.3130044869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</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>BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD</name>
        <lei>N/A</lei>
        <title>BROADCOM CORP CAYMAN FINANCE SR UNSEC 2.65% 01-15-23</title>
        <cusip>11134LAM1</cusip>
        <identifiers>
          <isin value="US11134LAM19"/>
          <other otherDesc="CG Symbol" value="FCB47228"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15516540.000000000000</valUSD>
        <pctVal>0.0649215226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSEC 3.55% 03-05-24</title>
        <cusip>06051GHF9</cusip>
        <identifiers>
          <isin value="US06051GHF90"/>
          <other otherDesc="CG Symbol" value="FCB47319"/>
        </identifiers>
        <balance>32084000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34154380.520000000000</valUSD>
        <pctVal>0.1429026307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5500000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <cusip>3140X4S98</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>BP CAPITAL MARKETS AMERICA INC</name>
        <lei>5493009NTB34VXE1T760</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BOSTON SCIENTIFIC CORP</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.875% 07-31-22</title>
        <cusip>9128282P4</cusip>
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          <isin value="US9128282P40"/>
          <other otherDesc="CG Symbol" value="FGU14771"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.125% 09-30-24</title>
        <cusip>9128282Y5</cusip>
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          <other otherDesc="CG Symbol" value="FGU15264"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
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        <cusip>11135FAB7</cusip>
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          <isin value="US11135FAB76"/>
          <other otherDesc="CG Symbol" value="FCB54760"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL 144A LIFE SR UNSEC 3.15% 04-18-24</title>
        <cusip>05565EBH7</cusip>
        <identifiers>
          <isin value="US05565EBH71"/>
          <other otherDesc="CG Symbol" value="FCB55009"/>
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        <curCd>USD</curCd>
        <valUSD>31405470.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.5% 03-31-23</title>
        <cusip>9128284D9</cusip>
        <identifiers>
          <isin value="US9128284D91"/>
          <other otherDesc="CG Symbol" value="FGU16489"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.5% 05-15-24</title>
        <cusip>912828WJ5</cusip>
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          <isin value="US912828WJ58"/>
          <other otherDesc="CG Symbol" value="FGU2167"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC SR UNSEC 4.3% 05-01-24</title>
        <cusip>205887CA8</cusip>
        <identifiers>
          <isin value="US205887CA82"/>
          <other otherDesc="CG Symbol" value="FCC52870"/>
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        <curCd>USD</curCd>
        <valUSD>39846950.500000000000</valUSD>
        <pctVal>0.1667204606</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>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC SR UNSEC 3.8% 10-22-21</title>
        <cusip>205887BZ4</cusip>
        <identifiers>
          <isin value="US205887BZ43"/>
          <other otherDesc="CG Symbol" value="FCC52871"/>
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        <balance>40245000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41842364.300000000000</valUSD>
        <pctVal>0.1750693130</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>3.80000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO SR UNSEC 2.7% 05-01-22</title>
        <cusip>097023CG8</cusip>
        <identifiers>
          <isin value="US097023CG82"/>
          <other otherDesc="CG Symbol" value="FCB55177"/>
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        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5024515.000000000000</valUSD>
        <pctVal>0.0210226741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB 144A SR UNSEC 2.9% 07-26-24</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
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        <cusip>110122CA4</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BMW FINANCE NV</name>
        <lei>5299006ZHG3IXU0PNJ56</lei>
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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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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 3.625% 02-15-21</title>
        <cusip>912828PX2</cusip>
        <identifiers>
          <isin value="US912828PX26"/>
          <other otherDesc="CG Symbol" value="FGU636"/>
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        <curCd>USD</curCd>
        <valUSD>5531436.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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 I/L 2.125% 02-15-41</title>
        <cusip>912810QP6</cusip>
        <identifiers>
          <isin value="US912810QP66"/>
          <other otherDesc="CG Symbol" value="FGU687"/>
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        <curCd>USD</curCd>
        <valUSD>1884591.470000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4</name>
        <lei>54930025J96YEH8FQE77</lei>
        <title>CSAIL 15-C4 C FRN 11-15-48/11-18-25</title>
        <cusip>12635RBD9</cusip>
        <identifiers>
          <isin value="US12635RBD98"/>
          <other otherDesc="CG Symbol" value="FMC13535"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244885.300000000000</valUSD>
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        <assetCat>ABS-MBS</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_14-UBS4</name>
        <lei>5493004GWEVMOU8S3L34</lei>
        <title>COMM 14-UBS4 B 4.35% 08-10-47/07-12-24</title>
        <cusip>12591QAU6</cusip>
        <identifiers>
          <isin value="US12591QAU67"/>
          <other otherDesc="CG Symbol" value="FMC13607"/>
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        <balance>700000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>701522.500000000000</valUSD>
        <pctVal>0.0029351846</pctVal>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSUMERS ENERGY COMPANY</name>
        <lei>7NKTFWJ1G6MELP9TU740</lei>
        <title>CONSUMERS ENERGY CO SEC 3.80% 11-15-28</title>
        <cusip>210518DC7</cusip>
        <identifiers>
          <isin value="US210518DC78"/>
          <other otherDesc="CG Symbol" value="FCC52996"/>
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        <balance>64000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75215.870000000000</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>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</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>COOPERATIEVE RABOBANK UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>COOPERATIEVE RABOBANK UA SR 144A LIFE 2.625% 07-22-24</title>
        <cusip>74977RDF8</cusip>
        <identifiers>
          <isin value="US74977RDF82"/>
          <other otherDesc="CG Symbol" value="FCC56319"/>
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        <balance>33400000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34729754.200000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</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>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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36477385.000000000000</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>2024-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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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>
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        <curCd>USD</curCd>
        <valUSD>26075550.000000000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORPORATION SR UNSEC 4.125% 11-15-25</title>
        <cusip>125523AG5</cusip>
        <identifiers>
          <isin value="US125523AG54"/>
          <other otherDesc="CG Symbol" value="FCC56813"/>
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        <curCd>USD</curCd>
        <valUSD>9599503.820000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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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"/>
          <other otherDesc="CG Symbol" value="FCC56822"/>
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        <balance>7732000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8418725.310000000000</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP SR UNSEC 2.46% 10-22-25</title>
        <cusip>06051GHW2</cusip>
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          <isin value="US06051GHW24"/>
          <other otherDesc="CG Symbol" value="FCB57924"/>
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        <balance>13729000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14301444.380000000000</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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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB 144A SR UNSEC 3.875% 08-15-25</title>
        <cusip>110122BN7</cusip>
        <identifiers>
          <isin value="US110122BN77"/>
          <other otherDesc="CG Symbol" value="FCB58710"/>
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        <balance>14010000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15937649.910000000000</valUSD>
        <pctVal>0.0666834551</pctVal>
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        <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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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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 144A SR UNSEC 4.05% 04-15-25</title>
        <cusip>084659AS0</cusip>
        <identifiers>
          <isin value="US084659AS06"/>
          <other otherDesc="CG Symbol" value="FCB60485"/>
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        <balance>8875000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10028909.750000000000</valUSD>
        <pctVal>0.0419611647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</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>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL SR UNSEC 4.7% 04-02-27</title>
        <cusip>05526DBP9</cusip>
        <identifiers>
          <isin value="US05526DBP96"/>
          <other otherDesc="CG Symbol" value="FCB60799"/>
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        <name>COMCAST CORP</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
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        <cusip>11135FAH4</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
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          <other otherDesc="CG Symbol" value="FCC60683"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CONSOLIDATED EDISON COMPANY OF NEW YORK INC</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 5.0 AD3566 10-01-35</title>
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        <name>CREDIT SUISSE GROUP AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.75% 10-31-20</title>
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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 1.375% 10-31-20</title>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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          <isin value="US3140GREU48"/>
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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>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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          <isin value="US3132Y0KD14"/>
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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 HOME LOAN MORTGAGE CORP - GOLD</name>
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          <isin value="US3132XXGJ26"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_14-LC15</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COMM MORTGAGE TRUST COMM_14-UBS6</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 HOME LOAN MORTGAGE CORP - GOLD</name>
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        <title>FGLMC 3.5 Q19133 06-01-43</title>
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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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 4.0 BK5232 05-01-48</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC23</name>
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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>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC37</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BROADCOM INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BANK OF NEW YORK MELLON CORP</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 4.0 Q56175 05-01-48</title>
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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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.5 AT7161 06-01-43</title>
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        <curCd>USD</curCd>
        <valUSD>1508356.480000000000</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>
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          <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>COSTCO WHOLESALE CORP</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>COSTCO WHOLESALE CORP SR UNSEC 1.375% 06-20-27</title>
        <cusip>22160KAN5</cusip>
        <identifiers>
          <isin value="US22160KAN54"/>
          <other otherDesc="CG Symbol" value="FCC61315"/>
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        <balance>29071000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29640297.390000000000</valUSD>
        <pctVal>0.1240156140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COSTCO WHOLESALE CORP</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>COSTCO WHOLESALE CORP SR UNSEC 1.6% 04-20-30</title>
        <cusip>22160KAP0</cusip>
        <identifiers>
          <isin value="US22160KAP03"/>
          <other otherDesc="CG Symbol" value="FCC61317"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10100060.000000000000</valUSD>
        <pctVal>0.0422588588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1</name>
        <lei>N/A</lei>
        <title>CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26</title>
        <cusip>17290YAT5</cusip>
        <identifiers>
          <isin value="US17290YAT55"/>
          <other otherDesc="CG Symbol" value="FMC14192"/>
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        <balance>150000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161652.150000000000</valUSD>
        <pctVal>0.0006763559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.51400000</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>CS FIRST BOSTON MORTGAGE SECURITIES CORP.  CSFB_02-30</name>
        <lei>N/A</lei>
        <title>CSFB 02-30 1A1 PT 7.5% 11-25-32</title>
        <cusip>22541NTQ2</cusip>
        <identifiers>
          <isin value="US22541NTQ24"/>
          <other otherDesc="CG Symbol" value="FMC142"/>
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        <balance>112244.480000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120710.630000000000</valUSD>
        <pctVal>0.0005050558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTENE CORP</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP SR UNSEC 4.75% 01-15-25</title>
        <cusip>15135BAP6</cusip>
        <identifiers>
          <isin value="US15135BAP67"/>
          <other otherDesc="CG Symbol" value="FCC61775"/>
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        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5175525.000000000000</valUSD>
        <pctVal>0.0216545031</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>4.75000000</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>CHEVRON CORP</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP SR UNSEC 1.995%  05-11-27</title>
        <cusip>166764BX7</cusip>
        <identifiers>
          <isin value="US166764BX70"/>
          <other otherDesc="CG Symbol" value="FCC61950"/>
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        <balance>11101000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11600389.590000000000</valUSD>
        <pctVal>0.0485362687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.99500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES 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"/>
        </identifiers>
        <balance>20000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22283000.000000000000</valUSD>
        <pctVal>0.0932325304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES 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"/>
        </identifiers>
        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17822250.000000000000</valUSD>
        <pctVal>0.0745686606</pctVal>
        <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>
          <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 1.554% 05-11-25</title>
        <cusip>166764BW9</cusip>
        <identifiers>
          <isin value="US166764BW97"/>
          <other otherDesc="CG Symbol" value="FCC61954"/>
        </identifiers>
        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10314920.000000000000</valUSD>
        <pctVal>0.0431578375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.55400000</annualizedRt>
          <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 CORPORATION SR UNSEC 1.95% 01-15-31</title>
        <cusip>20030NDM0</cusip>
        <identifiers>
          <isin value="US20030NDM02"/>
          <other otherDesc="CG Symbol" value="FCC62398"/>
        </identifiers>
        <balance>6874000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6899124.470000000000</valUSD>
        <pctVal>0.0288660787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</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>CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1</name>
        <lei>549300UFJ8EKD81Y8R30</lei>
        <title>CSAIL 15-C1 B FRN 04-15-50/02-18-25</title>
        <cusip>126281BE3</cusip>
        <identifiers>
          <isin value="US126281BE30"/>
          <other otherDesc="CG Symbol" value="FMC14241"/>
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        <balance>150000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144393.150000000000</valUSD>
        <pctVal>0.0006041439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0437000000000000</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>CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34</name>
        <lei>N/A</lei>
        <title>CSFB 02-34 1A1 PT 7.5% 12-25-32</title>
        <cusip>2254W0BZ7</cusip>
        <identifiers>
          <isin value="US2254W0BZ73"/>
          <other otherDesc="CG Symbol" value="FMC143"/>
        </identifiers>
        <balance>97834.360000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104158.760000000000</valUSD>
        <pctVal>0.0004358024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNGN30 9.109 458079 11-20-26</title>
        <cusip>31381D2L8</cusip>
        <identifiers>
          <isin value="US31381D2L88"/>
          <other otherDesc="CG Symbol" value="458079A"/>
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        <balance>8290.540000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8419.660000000000</valUSD>
        <pctVal>0.0000352280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.11000000</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>COBANK ACB</name>
        <lei>P0J8I7M2E0A77CKF1705</lei>
        <title>COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL</title>
        <cusip>19075Q607</cusip>
        <identifiers>
          <isin value="US19075Q6070"/>
          <ticker value="COBKAC 2.491"/>
          <other otherDesc="CGSymbol" value="CBKAP"/>
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        <balance>4000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2480000.000000000000</valUSD>
        <pctVal>0.0103763710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAKER HUGHES HOLDINGS LLC</name>
        <lei>549300XU3XH6F05YEQ93</lei>
        <title>BAKER HUGHES SR UNSEC 4.486% 05-01-30</title>
        <cusip>05724BAA7</cusip>
        <identifiers>
          <isin value="US05724BAA70"/>
          <other otherDesc="CG Symbol" value="FCB61568"/>
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        <balance>2275000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2553910.450000000000</valUSD>
        <pctVal>0.0106856139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.48600000</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO SR UNSEC 4.508% 05-01-23</title>
        <cusip>097023CS2</cusip>
        <identifiers>
          <isin value="US097023CS21"/>
          <other otherDesc="CG Symbol" value="FCB61680"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10337130.000000000000</valUSD>
        <pctVal>0.0432507646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21</name>
        <lei>N/A</lei>
        <title>CSFB 03-21 5A1 PT 6.5% 07-25-33</title>
        <cusip>22541QQA3</cusip>
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        <curCd>USD</curCd>
        <valUSD>171172.870000000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29</name>
        <lei>N/A</lei>
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          <isin value="US22541Q4B56"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>IRS PAYFIX USD 3.238% 08-08-14/08-08-44 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="D06301WFS"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7823532.000000000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-7823532.000000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC SR UNSEC 2.572% 06-03-31</title>
        <cusip>172967MS7</cusip>
        <identifiers>
          <isin value="US172967MS77"/>
          <other otherDesc="CG Symbol" value="FCC62541"/>
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        <balance>8850000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8853681.600000000000</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>2031-06-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5720000000000000</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>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>.020000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>.020000000000</valUSD>
        <pctVal>0.0000000001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>IRS PAYFIX USD 2.6485% 11-16-15/11-16-45 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="D12150C"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5289671.340000000000</valUSD>
        <pctVal>-0.0221320937</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
              <counterpartyLei>WAM6YERMS7OXFZUOY219</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3-month USD-LIBOR" floatingRtSpread="0.385630000000" pmntAmt="419.370000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>IRS PAYFIX USD 2.454% 01-15-15/01-15-45 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="D13173C"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8364542.400000000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.0% 11-30-22</title>
        <cusip>912828M80</cusip>
        <identifiers>
          <isin value="US912828M805"/>
          <other otherDesc="CG Symbol" value="FGU8942"/>
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        <balance>38700000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40455819.000000000000</valUSD>
        <pctVal>0.1692679789</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 2.5% 02-15-46</title>
        <cusip>912810RQ3</cusip>
        <identifiers>
          <isin value="US912810RQ31"/>
          <other otherDesc="CG Symbol" value="FGU9284"/>
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        <balance>19500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24104535.000000000000</valUSD>
        <pctVal>0.1008538703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO SR UNSEC 5.04% 05-01-27</title>
        <cusip>097023CU7</cusip>
        <identifiers>
          <isin value="US097023CU76"/>
          <other otherDesc="CG Symbol" value="FCB61682"/>
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        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5315920.000000000000</valUSD>
        <pctVal>0.0222419186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO SR UNSEC 4.875% 05-01-25</title>
        <cusip>097023CT0</cusip>
        <identifiers>
          <isin value="US097023CT04"/>
          <other otherDesc="CG Symbol" value="FCB61683"/>
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        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15937725.000000000000</valUSD>
        <pctVal>0.0666837693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</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>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>8127064.000000000000</valUSD>
        <pctVal>0.0340038030</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>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>
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          <isin value="US23341CAA18"/>
          <other otherDesc="CG Symbol" value="FCD22488"/>
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        <balance>10000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10166610.000000000000</valUSD>
        <pctVal>0.0425373054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-02</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>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 3.5 Q55056 03-01-48</title>
        <cusip>3132XXTN9</cusip>
        <identifiers>
          <isin value="US3132XXTN90"/>
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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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FNCL UMBS 3.5 RA1463 10-01-49</title>
        <cusip>3133KGTU2</cusip>
        <identifiers>
          <isin value="US3133KGTU21"/>
          <other otherDesc="CG Symbol" value="FMF27165"/>
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        <balance>9219998.470000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10193602.650000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-P6</name>
        <lei>N/A</lei>
        <title>CGCMT 16-P6 A4 3.458% 12-10-49/11-13-26</title>
        <cusip>17291EAV3</cusip>
        <identifiers>
          <isin value="US17291EAV39"/>
          <other otherDesc="CG Symbol" value="FMC15114"/>
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        <balance>750000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>821860.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>9554156.750000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.5% 02-28-23</title>
        <cusip>912828P79</cusip>
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          <isin value="US912828P790"/>
          <other otherDesc="CG Symbol" value="FGU9324"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 2.5% 05-15-46</title>
        <cusip>912810RS9</cusip>
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          <other otherDesc="CG Symbol" value="FGU9600"/>
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        <curCd>USD</curCd>
        <valUSD>45799340.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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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>
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          <isin value="US233851CH55"/>
          <other otherDesc="CG Symbol" value="FCD23090"/>
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        <balance>6100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6076356.400000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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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        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16446495.000000000000</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>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</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>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 3.5 Q54781 03-01-48</title>
        <cusip>3132XXJ34</cusip>
        <identifiers>
          <isin value="US3132XXJ347"/>
          <other otherDesc="CG Symbol" value="FMF27166"/>
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        <balance>1301310.160000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1425088.180000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <title>FGLMC 3.5 Q54699 03-01-48</title>
        <cusip>3132XXGH6</cusip>
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          <isin value="US3132XXGH69"/>
          <other otherDesc="CG Symbol" value="FMF27167"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.125% 08-31-21</title>
        <cusip>9128282F6</cusip>
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          <isin value="US9128282F67"/>
          <other otherDesc="CG Symbol" value="FGW10660"/>
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        <balance>12100000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.375% 09-30-23</title>
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          <isin value="US912828T263"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>RISKLESS ISSUER</name>
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        <name>RISKLESS ISSUER</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <title>FGLMC 3.5 Q54831 03-01-48</title>
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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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 4.0 BK6840 06-01-48</title>
        <cusip>3140HLS64</cusip>
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        <balance>2583766.760000000000</balance>
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        <name>DANSKE BANK AS</name>
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        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
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        <name>AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
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        <name>CMS ENERGY CORP</name>
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        <name>DUKE ENERGY PROGRESS LLC</name>
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      <invstOrSec>
        <name>DUPONT DE NEMOURS INC</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <name>CREDIT SUISSE GROUP FUNDING GUERNSEY LTD</name>
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        <name>CMS ENERGY CORP</name>
        <lei>549300IA9XFBAGNIBW29</lei>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-B1</name>
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        <issuerCat>CORP</issuerCat>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-C4</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
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        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_19-1A</name>
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        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A</name>
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        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A</name>
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        <name>DOMINION ENERGY INC</name>
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        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
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        <name>DISCOVERY COMMUNICATIONS LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
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        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_16-2A</name>
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        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A</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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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DUKE ENERGY OHIO INC</name>
        <lei>L6KC0HABGHNFU1Z6QY21</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EMD FINANCE LLC</name>
        <lei>529900C8KS5G529A0B76</lei>
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        <cusip>26867LAL4</cusip>
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        <balance>38075000.000000000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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"/>
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        <curCd>USD</curCd>
        <valUSD>6213048.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49800000</annualizedRt>
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        <name>CANADIAN NATURAL RESOURCES LTD</name>
        <lei>549300T15RIMIKZC5Q38</lei>
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        <cusip>136385AX9</cusip>
        <identifiers>
          <isin value="US136385AX99"/>
          <other otherDesc="CG Symbol" value="FCC41960"/>
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        <balance>7500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7758660.000000000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <title>FGLMC 4.0 Q55971 05-01-48</title>
        <cusip>3132XYT56</cusip>
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          <isin value="US3132XYT567"/>
          <other otherDesc="CG Symbol" value="FMF27174"/>
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        <curCd>USD</curCd>
        <valUSD>1840221.820000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.5 AR1512 01-01-43</title>
        <cusip>3138NXVE4</cusip>
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          <isin value="US3138NXVE44"/>
          <other otherDesc="CG Symbol" value="FMF27175"/>
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        <balance>627061.320000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>691328.210000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.75% 06-30-24</title>
        <cusip>9128286Z8</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FGW18866"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.875% 06-30-26</title>
        <cusip>9128287B0</cusip>
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          <other otherDesc="CG Symbol" value="FGW18867"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EMD FINANCE LLC</name>
        <lei>529900C8KS5G529A0B76</lei>
        <title>EMD FINANCE 144A LIFE SR UNSEC 2.95% 03-19-22</title>
        <cusip>26867LAG5</cusip>
        <identifiers>
          <isin value="US26867LAG59"/>
          <other otherDesc="CG Symbol" value="FCE15883"/>
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        <curCd>USD</curCd>
        <valUSD>35712918.780000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>EXXON MOBIL CORP</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
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        <cusip>30231GAV4</cusip>
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          <other otherDesc="CG Symbol" value="FCE21563"/>
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        <curCd>USD</curCd>
        <valUSD>15184995.000000000000</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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        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY SR UNSEC 2.5% 03-15-21</title>
        <cusip>30040WAA6</cusip>
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          <isin value="US30040WAA62"/>
          <other otherDesc="CG Symbol" value="FCE21660"/>
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        <balance>16225000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16413664.300000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP SR UNSEC 2.45% 04-15-21</title>
        <cusip>30161NAT8</cusip>
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          <other otherDesc="CG Symbol" value="FCE21844"/>
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        <curCd>USD</curCd>
        <valUSD>13020954.120000000000</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>2.45000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 3.5 Q54709 03-01-48</title>
        <cusip>3132XXGT0</cusip>
        <identifiers>
          <isin value="US3132XXGT08"/>
          <other otherDesc="CG Symbol" value="FMF27176"/>
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        <curCd>USD</curCd>
        <valUSD>1730470.860000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 3.5 Q56590 06-01-48</title>
        <cusip>3132Y0KC3</cusip>
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          <isin value="US3132Y0KC31"/>
          <other otherDesc="CG Symbol" value="FMF27177"/>
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        <balance>810389.230000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>877088.320000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>CD COMMERCIAL MORTGAGE TRUST CD_17-CD6</name>
        <lei>N/A</lei>
        <title>CD 17-CD6 A5 3.456% 11-13-50/10-18-27</title>
        <cusip>125039AF4</cusip>
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          <isin value="US125039AF45"/>
          <other otherDesc="CG Symbol" value="FMC18109"/>
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        <balance>8609000.000000000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45600000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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>
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          <isin value="US12624PAQ81"/>
          <other otherDesc="CG Symbol" value="FMC20270"/>
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        <curCd>USD</curCd>
        <valUSD>2572620.390000000000</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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          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>ENTERGY CORP</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
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          <isin value="US29364GAJ22"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <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>
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          <isin value="US29103DAF33"/>
          <other otherDesc="CG Symbol" value="FCE38982"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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        <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"/>
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        <curCd>USD</curCd>
        <valUSD>10228060.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
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        <cusip>15189TAR8</cusip>
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          <isin value="US15189TAR86"/>
          <other otherDesc="CG Symbol" value="FCC43544"/>
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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>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>EMERA US FINANCE LP</name>
        <lei>N/A</lei>
        <title>EMERA US FINANCE SR UNSEC 3.55% 06-15-26</title>
        <cusip>29103DAJ5</cusip>
        <identifiers>
          <isin value="US29103DAJ54"/>
          <other otherDesc="CG Symbol" value="FCE39043"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>EXELON CORP</name>
        <lei>3SOUA6IRML7435B56G12</lei>
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        <balance>2870000.000000000000</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>Variable</couponKind>
          <annualizedRt>3.4970000000000000</annualizedRt>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.75% 07-31-24</title>
        <cusip>912828Y87</cusip>
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          <isin value="US912828Y875"/>
          <other otherDesc="CG Symbol" value="FGW18967"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.875% 07-31-26</title>
        <cusip>912828Y95</cusip>
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          <isin value="US912828Y958"/>
          <other otherDesc="CG Symbol" value="FGW18970"/>
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        <curCd>USD</curCd>
        <valUSD>334922280.000000000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
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        <securityLending>
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        <name>AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A</name>
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        <title>AESOP 19-3A A 144A 2.36% 03-20-26/25</title>
        <cusip>05377RDQ4</cusip>
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          <isin value="US05377RDQ48"/>
          <other otherDesc="CG Symbol" value="FAA8553"/>
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        <curCd>USD</curCd>
        <valUSD>6819236.900000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-5</name>
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        <title>AMXCA 18-5 A FRN (L+34) 12-15-25/05-15-23</title>
        <cusip>02582JJB7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <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>
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          <isin value="US225401AD03"/>
          <other otherDesc="CG Symbol" value="FCC44113"/>
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        <balance>21863000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22568672.050000000000</valUSD>
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        <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>
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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>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"/>
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        <balance>20000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21048320.000000000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_12-CR3</name>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_13-CR10</name>
        <lei>549300YJIXJB9DCDOI21</lei>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENEL FINANCE INTERNATIONAL NV</name>
        <lei>0YQH6LCEF474UTUV4B96</lei>
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        <name>COMM MORTGAGE TRUST COMM_13-CR7</name>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_13-CR6</name>
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        <cusip>12624XAP3</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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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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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.5% 09-15-22</title>
        <cusip>912828YF1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST CPS_17-B</name>
        <lei>5493000DWM31LZSZTM21</lei>
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        <cusip>12636XAC8</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CPS AUTO TRUST CPS_18-A</name>
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        <cusip>12595MAC1</cusip>
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        <name>COMM MORTGAGE TRUST COMM_12-CR5</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-GC41</name>
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        <name>CARMAX AUTO OWNER TRUST CARMX_18-3</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_18-A6</name>
        <lei>N/A</lei>
        <title>CCCIT 18-A6 A6 3.21% 12-07-24/22</title>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP SR UNSEC 3.35% 03-09-21</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHARLES SCHWAB CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENEL FINANCE INTERNATIONAL NV</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.5% 10-31-24</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1</name>
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        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1</name>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>COMCAST CORP</name>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.625% 11-30-26</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>ENBRIDGE INC</name>
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        <name>EXXON MOBIL CORP</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
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        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1</name>
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        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_19-HB1</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <name>ASIAN DEVELOPMENT BANK</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EUROPEAN STABILITY MECHANISM</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.5 BE5017 02-01-45</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <title>FGLMC 4.5 Q58378 09-01-48</title>
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        <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 3.5 AY1829 12-01-44</title>
        <cusip>3138YFA79</cusip>
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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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.5 AT0412 03-01-43</title>
        <cusip>3138WMN64</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>EVERGY INC</name>
        <lei>549300PGTHDQY6PSUI61</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EQUINIX INC</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT</name>
        <lei>549300HTGDOVDU6OGK19</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST ARRW_18-1</name>
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        <title>ARRW 18-1 A1 144A 3.763% 04-25-48</title>
        <cusip>042856AA2</cusip>
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          <other otherDesc="CG Symbol" value="FMA18775"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 3.5 Q51622 10-01-47</title>
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          <other otherDesc="CG Symbol" value="FMF27186"/>
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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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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <title>FGLMC 3.5 Q47615 04-01-47</title>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC SR UNSEC 2.5% 01-15-25</title>
        <cusip>29250NAY1</cusip>
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          <isin value="US29250NAY13"/>
          <other otherDesc="CG Symbol" value="FCE58442"/>
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        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5153605.000000000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST CPS_17-D</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CPS AUTO TRUST CPS_18-D</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE TRUST CSMC_17-RPL3</name>
        <lei>N/A</lei>
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        <cusip>12651YAA0</cusip>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46</name>
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          <isin value="US17328RAZ29"/>
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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>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.5 AT3954 04-01-43</title>
        <cusip>3138WRMC1</cusip>
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          <isin value="US3138WRMC10"/>
          <other otherDesc="CG Symbol" value="FMF27188"/>
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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>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 4.0 Q56599 06-01-48</title>
        <cusip>3132Y0KM1</cusip>
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          <isin value="US3132Y0KM13"/>
          <other otherDesc="CG Symbol" value="FMF27189"/>
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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>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>
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          <other otherDesc="CG Symbol" value="FAC7709"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <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>
        <identifiers>
          <isin value="US22411YAC66"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
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          <other otherDesc="CG Symbol" value="FCC52753"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_17-A7</name>
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        <name>CPS AUTO TRUST CPS_19-B</name>
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        <cusip>22412AAA1</cusip>
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        <name>CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1</name>
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        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB2</name>
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        <name>ENERGY TRANSFER OPERATING LP</name>
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        <cusip>29278NAP8</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENERGY TRANSFER OPERATING LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</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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        <name>CPS AUTO TRUST CPS_19-B</name>
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        <name>CPS AUTO TRUST CPS_19-B</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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

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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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        <name>EXXON MOBIL CORP</name>
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        <name>EDISON INTERNATIONAL</name>
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        <name>ARROYO MORTGAGE TRUST ARRW_19-1</name>
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        <name>ANGEL OAK MORTGAGE TRUST AOMT_17-2</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <name>CPS AUTO TRUST CPS_19-C</name>
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        <name>CHASE MORTGAGE FINANCE CORPORATION CHASE_19-ATR2</name>
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      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB3</name>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST COMM_14-CCRE20</name>
        <lei>N/A</lei>
        <title>COMM 14-CR20 A4 3.59% 11-10-47/10-10-24</title>
        <cusip>12592LBJ0</cusip>
        <identifiers>
          <isin value="US12592LBJ08"/>
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        <balance>1821000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1955764.930000000000</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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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1</name>
        <lei>N/A</lei>
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        <cusip>23312LAT5</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CPS AUTO TRUST CPS_18-C</name>
        <lei>N/A</lei>
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        <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>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-17</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST CARMX_20-1</name>
        <lei>N/A</lei>
        <title>CARMX 20-1 A2 1.87% 04-17-23</title>
        <cusip>14315XAB4</cusip>
        <identifiers>
          <isin value="US14315XAB47"/>
          <other otherDesc="CG Symbol" value="FAC8403"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST AOMT_19-3</name>
        <lei>N/A</lei>
        <title>AOMT 19-3 A1 144A FRN 05-25-59</title>
        <cusip>03464QAA3</cusip>
        <identifiers>
          <isin value="US03464QAA31"/>
          <other otherDesc="CG Symbol" value="FMA27071"/>
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        <curCd>USD</curCd>
        <valUSD>2893074.680000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.9300000000000000</annualizedRt>
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      <invstOrSec>
        <name>AGATE BAY MORTGAGE LOAN TRUST ABMT_16-3</name>
        <lei>N/A</lei>
        <title>ABMT 16-3 A3 3.5% 08-25-46/05-26-37</title>
        <cusip>00842VAC7</cusip>
        <identifiers>
          <isin value="US00842VAC72"/>
          <other otherDesc="CG Symbol" value="FMA27479"/>
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        <balance>2282484.890000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2348672.390000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>EXXON MOBIL CORP</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
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        <cusip>30231GBN1</cusip>
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          <isin value="US30231GBN16"/>
          <other otherDesc="CG Symbol" value="FCE61228"/>
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        <curCd>USD</curCd>
        <valUSD>5332455.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.61000000</annualizedRt>
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      <invstOrSec>
        <name>EMERSON ELECTRIC CO</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>EMERSON ELEC CO SR UNSEC 1.8% 10-15-27</title>
        <cusip>291011BL7</cusip>
        <identifiers>
          <isin value="US291011BL71"/>
          <other otherDesc="CG Symbol" value="FCE61522"/>
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        <balance>6753000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6889289.050000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>DBUBS MORTGAGE TRUST DBUBS_11-LC3A</name>
        <lei>N/A</lei>
        <title>DBUBS 2011-LC3A B 144A FRN 08-10-44/07-10-21</title>
        <cusip>23305YAK5</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.3346900000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_17-3</name>
        <lei>N/A</lei>
        <title>DRMT_17-3A A1 144A FRN 10-25-47</title>
        <cusip>24381FAA3</cusip>
        <identifiers>
          <isin value="US24381FAA30"/>
          <other otherDesc="CG Symbol" value="FMD23309"/>
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        <balance>2368286.440000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2386673.820000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5770000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 4.0 Q55970 05-01-48</title>
        <cusip>3132XYT49</cusip>
        <identifiers>
          <isin value="US3132XYT492"/>
          <other otherDesc="CG Symbol" value="FMF27196"/>
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        <balance>813380.520000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>909951.560000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 3.5 Q17696 04-01-43</title>
        <cusip>3132J87J3</cusip>
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          <isin value="US3132J87J35"/>
          <other otherDesc="CG Symbol" value="FMF27197"/>
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        <balance>724708.340000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>794578.920000000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ENTERGY CORP</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>ENTERGY CORP SR UNSEC 2.8% 06-15-30</title>
        <cusip>29364GAL7</cusip>
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          <other otherDesc="CG Symbol" value="FCE62161"/>
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        <curCd>USD</curCd>
        <valUSD>4611416.400000000000</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>
          <annualizedRt>2.80000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EVERGY METRO INC</name>
        <lei>1128SIJQ26096WL7IO82</lei>
        <title>EVERGY METRO SEC 2.25% 06-01-30</title>
        <cusip>30037DAA3</cusip>
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          <isin value="US30037DAA37"/>
          <other otherDesc="CG Symbol" value="FCE62288"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5192950.350000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNW 02-W3 A5 7.5% 11-25-41/01-25-28</title>
        <cusip>31392CT20</cusip>
        <identifiers>
          <isin value="US31392CT208"/>
          <other otherDesc="CG Symbol" value="FMF1000"/>
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        <balance>242355.600000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296564.000000000000</valUSD>
        <pctVal>0.0012408299</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FSPC T-41 3A FRN 07-25-32</title>
        <cusip>31392MEN8</cusip>
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          <isin value="US31392MEN83"/>
          <other otherDesc="CG Symbol" value="FMF1003"/>
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        <balance>175273.240000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198506.230000000000</valUSD>
        <pctVal>0.0008305541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.3170450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_15-UBS7</name>
        <lei>N/A</lei>
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        <cusip>06054AAX7</cusip>
        <identifiers>
          <isin value="US06054AAX72"/>
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        <balance>1750000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1912926.750000000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA COMMERCIAL MORTGAGE TRUST BACM 17-BNK3</name>
        <lei>N/A</lei>
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        <cusip>06427DAS2</cusip>
        <identifiers>
          <isin value="US06427DAS27"/>
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        <balance>275000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>303082.180000000000</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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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K048-A2</name>
        <lei>N/A</lei>
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        <cusip>3137BLAC2</cusip>
        <identifiers>
          <isin value="US3137BLAC24"/>
          <other otherDesc="CG Symbol" value="FMF10049"/>
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        <balance>6725000.000000000000</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>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31392DD74</cusip>
        <identifiers>
          <isin value="US31392DD747"/>
          <other otherDesc="CG Symbol" value="FMF1015"/>
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        <balance>157269.350000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194104.350000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 4.0 AJ1873 10-01-41</title>
        <cusip>3138ATCK4</cusip>
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          <isin value="US3138ATCK40"/>
          <other otherDesc="CG Symbol" value="FMF27198"/>
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        <balance>329607.250000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363169.840000000000</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>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 3.5 Q55060 04-01-48</title>
        <cusip>3132XXTS8</cusip>
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          <isin value="US3132XXTS87"/>
          <other otherDesc="CG Symbol" value="FMF27199"/>
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        <balance>933988.150000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1007588.280000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</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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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137BLW95</cusip>
        <identifiers>
          <isin value="US3137BLW951"/>
          <other otherDesc="CG Symbol" value="FMF10398"/>
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        <balance>57057000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63922782.920000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K054</name>
        <lei>N/A</lei>
        <title>FHMS K054 A2 (MF) 2.745% 01-25-26</title>
        <cusip>3137BNGT5</cusip>
        <identifiers>
          <isin value="US3137BNGT50"/>
          <other otherDesc="CG Symbol" value="FMF10858"/>
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        <balance>12500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13710612.500000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 4.0 Q56576 06-01-48</title>
        <cusip>3132Y0JW1</cusip>
        <identifiers>
          <isin value="US3132Y0JW14"/>
          <other otherDesc="CG Symbol" value="FMF27200"/>
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        <balance>1840217.690000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1961753.030000000000</valUSD>
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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 HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 3.5 Q54698 03-01-48</title>
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          <other otherDesc="CG Symbol" value="FMF27201"/>
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        <curCd>USD</curCd>
        <valUSD>666694.990000000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.5 AL3829 06-01-43</title>
        <cusip>3138ELHF3</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FMF27202"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3202159.880000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 4.5 Q58436 09-01-48</title>
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          <other otherDesc="CG Symbol" value="FMF27203"/>
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        <balance>1755809.110000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1989556.470000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27</title>
        <cusip>337932AH0</cusip>
        <identifiers>
          <isin value="US337932AH00"/>
          <other otherDesc="CG Symbol" value="FCF42506"/>
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        <balance>1894000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2127753.690000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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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>
        <identifiers>
          <isin value="US337932AF44"/>
          <other otherDesc="CG Symbol" value="FCF479"/>
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        <balance>5732000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6194251.410000000000</valUSD>
        <pctVal>0.0259168753</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>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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>59393228.000000000000</valUSD>
        <pctVal>0.2485024877</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>
          <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>FIRSTENERGY CORP</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP SR UNSEC 2.05% 03-01-25</title>
        <cusip>337932AK3</cusip>
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          <isin value="US337932AK39"/>
          <other otherDesc="CG Symbol" value="FCF60020"/>
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        <balance>11870000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12132243.910000000000</valUSD>
        <pctVal>0.0507615581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_18-2</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1</name>
        <lei>N/A</lei>
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        <cusip>22534GAC7</cusip>
        <identifiers>
          <isin value="US22534GAC78"/>
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      <invstOrSec>
        <name>BANK BANK 17-BNK9</name>
        <lei>N/A</lei>
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        <cusip>06540RAE4</cusip>
        <identifiers>
          <isin value="US06540RAE45"/>
          <other otherDesc="CG Symbol" value="FMB18313"/>
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        <balance>490000.000000000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2054-11-15</maturityDt>
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      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST BMARK_18-B2</name>
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        <cusip>08161CAD3</cusip>
        <identifiers>
          <isin value="US08161CAD39"/>
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        <curCd>USD</curCd>
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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>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.52500000</annualizedRt>
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      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST BMARK 18-B3</name>
        <lei>N/A</lei>
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        <cusip>08161BAY9</cusip>
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          <isin value="US08161BAY92"/>
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        <balance>2500000.000000000000</balance>
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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>
          <maturityDt>2051-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.02500000</annualizedRt>
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      <invstOrSec>
        <name>BANK_18-BN13</name>
        <lei>N/A</lei>
        <title>BANK 18-BN13 A5 FRN 08-15-61/07-17-28</title>
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        <balance>440000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2061-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.2170000000000000</annualizedRt>
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        <name>FLORIDA POWER &amp; LIGHT CO</name>
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        <cusip>341081FZ5</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FOX CORP</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.5 BM3788 03-01-48</title>
        <cusip>3140J8F65</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS CA4354 10-01-49</title>
        <cusip>3140QBZU5</cusip>
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          <other otherDesc="CG Symbol" value="FMF27211"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049</name>
        <lei>N/A</lei>
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        <cusip>3137BLMZ8</cusip>
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          <isin value="US3137BLMZ80"/>
          <other otherDesc="CG Symbol" value="FMF12038"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K057</name>
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        <cusip>3137BRQJ7</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1</name>
        <lei>N/A</lei>
        <title>CAALT 20-1 A 144A 2.01% 02-15-29/05-15-23</title>
        <cusip>22534GAA1</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FAC8466"/>
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        <balance>6670000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.01000000</annualizedRt>
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      <invstOrSec>
        <name>CHASE ISSUANCE TRUST CHAIT_20-A1</name>
        <lei>N/A</lei>
        <title>CHAIT 20-A1 A1 1.53% 01-15-25/01-17-23</title>
        <cusip>161571HP2</cusip>
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          <isin value="US161571HP29"/>
          <other otherDesc="CG Symbol" value="FAC8495"/>
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        <balance>12700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13047408.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.53000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC - SCRT SCRT_17-3</name>
        <lei>N/A</lei>
        <title>SCRT 17-3 HT 3.25% 07-25-56</title>
        <cusip>35563PBX6</cusip>
        <identifiers>
          <isin value="US35563PBX69"/>
          <other otherDesc="CG Symbol" value="FMF27214"/>
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        <balance>1670597.680000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1803086.100000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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>
      <invstOrSec>
        <name>FREDDIE MAC - SCRT SCRT_17-3</name>
        <lei>N/A</lei>
        <title>SCRT 17-3 MT 3.0% 07-25-56</title>
        <cusip>35563PBS7</cusip>
        <identifiers>
          <isin value="US35563PBS74"/>
          <other otherDesc="CG Symbol" value="FMF27215"/>
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        <balance>8661594.430000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9215997.100000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_18-A4</name>
        <lei>N/A</lei>
        <title>CCCIT 18-A4 A4 FRN (L+34) 06-07-25/06-07-23</title>
        <cusip>17305EGN9</cusip>
        <identifiers>
          <isin value="US17305EGN94"/>
          <other otherDesc="CG Symbol" value="FAC8586"/>
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        <balance>2135000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2136853.180000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.5872500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_18-1</name>
        <lei>N/A</lei>
        <title>DRIVE 18-1 D 3.81% 05-15-24/10-15-21</title>
        <cusip>26208GAG4</cusip>
        <identifiers>
          <isin value="US26208GAG47"/>
          <other otherDesc="CG Symbol" value="FAD6214"/>
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        <balance>185000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187012.060000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FOX CORP</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>FOX SR UNSEC 3.05% 04-07-25</title>
        <cusip>35137LAM7</cusip>
        <identifiers>
          <isin value="US35137LAM72"/>
          <other otherDesc="CG Symbol" value="FCF60866"/>
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        <balance>2685000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2861511.900000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FISERV INC</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV SR UNSEC 2.65% 06-01-30</title>
        <cusip>337738BC1</cusip>
        <identifiers>
          <isin value="US337738BC18"/>
          <other otherDesc="CG Symbol" value="FCF62058"/>
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        <balance>3836000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3952882.920000000000</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>2030-06-01</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>DRIVE AUTO RECEIVABLES TRUST DRIVE_18-1</name>
        <lei>N/A</lei>
        <title>DRIVE 18-1 C 3.22% 03-15-23/09-15-20</title>
        <cusip>26208GAF6</cusip>
        <identifiers>
          <isin value="US26208GAF63"/>
          <other otherDesc="CG Symbol" value="FAD6224"/>
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        <balance>314536.270000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314927.240000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.22000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST DRIVE_18-2</name>
        <lei>N/A</lei>
        <title>DRIVE 18-2 C 3.63% 08-15-24</title>
        <cusip>26208JAF0</cusip>
        <identifiers>
          <isin value="US26208JAF03"/>
          <other otherDesc="CG Symbol" value="FAD6438"/>
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        <balance>2132361.750000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2143268.780000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.63000000</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>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K052</name>
        <lei>N/A</lei>
        <title>FHMS K052 A2 (MF) 3.151% 11-25-25</title>
        <cusip>3137BMTX4</cusip>
        <identifiers>
          <isin value="US3137BMTX43"/>
          <other otherDesc="CG Symbol" value="FMF13187"/>
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        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6688308.000000000000</valUSD>
        <pctVal>0.0279840183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15100000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 3171 MO PAC PO .0% 06-15-36</title>
        <cusip>31396TUG6</cusip>
        <identifiers>
          <isin value="US31396TUG65"/>
          <other otherDesc="CG Symbol" value="FMF1326"/>
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        <balance>815363.260000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>795181.390000000000</valUSD>
        <pctVal>0.0033270553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</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>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K053</name>
        <lei>N/A</lei>
        <title>FHMS K053 A2 (MF) 2.995% 12-25-25/12-26-25</title>
        <cusip>3137BN6G4</cusip>
        <identifiers>
          <isin value="US3137BN6G42"/>
          <other otherDesc="CG Symbol" value="FMF13586"/>
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        <balance>2145000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2376222.420000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99500000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHR 3213 OG PAC PO .0% 09-15-36</title>
        <cusip>31397B2P5</cusip>
        <identifiers>
          <isin value="US31397B2P50"/>
          <other otherDesc="CG Symbol" value="FMF1364"/>
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        <balance>526298.640000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507164.000000000000</valUSD>
        <pctVal>0.0021219846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST BMARK_18-B7</name>
        <lei>N/A</lei>
        <title>BMARK 18-B7 A3 4.241% 05-15-53/10-17-28</title>
        <cusip>08162TBA0</cusip>
        <identifiers>
          <isin value="US08162TBA07"/>
          <other otherDesc="CG Symbol" value="FMB22513"/>
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        <balance>2200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2576294.600000000000</valUSD>
        <pctVal>0.0107792696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.24100000</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>BNK_18-B15</name>
        <lei>N/A</lei>
        <title>BANK 18-B15 A3 4.138% 11-15-61/09-15-28</title>
        <cusip>06036FBB6</cusip>
        <identifiers>
          <isin value="US06036FBB67"/>
          <other otherDesc="CG Symbol" value="FMB22614"/>
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        <balance>1500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1745125.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.13800000</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>BANK_18-BN15</name>
        <lei>N/A</lei>
        <title>BANK 18-B15 A4 FRN 11-15-61/10-17-28</title>
        <cusip>06036FBC4</cusip>
        <identifiers>
          <isin value="US06036FBC41"/>
          <other otherDesc="CG Symbol" value="FMB22620"/>
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        <balance>1500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1778785.500000000000</valUSD>
        <pctVal>0.0074424751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.4070000000000000</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>BELLEMEADE RE LTD BMIR_19-3</name>
        <lei>N/A</lei>
        <title>BMIR 19-3A M1B 144A FRN (L+160) 07-25-29</title>
        <cusip>07877GAB5</cusip>
        <identifiers>
          <isin value="BM07877GAB52"/>
          <other otherDesc="CG Symbol" value="FMB24786"/>
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        <balance>3810000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3475055.280000000000</valUSD>
        <pctVal>0.0145397028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.7682500000000000</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>DRIVE AUTO RECEIVABLES TRUST DRIVE_18-3</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_18-1</name>
        <lei>N/A</lei>
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        <cusip>23342WAE8</cusip>
        <identifiers>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>FREDDIE MAC FHLMC_18-1SC</name>
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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>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <cusip>3132DMFQ3</cusip>
        <identifiers>
          <isin value="US3132DMFQ33"/>
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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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM FINANCIAL SR UNSEC 3.45% 01-14-22</title>
        <cusip>37045XBS4</cusip>
        <identifiers>
          <isin value="US37045XBS45"/>
          <other otherDesc="CG Symbol" value="FCG39011"/>
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        <balance>13485000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GWM2</cusip>
        <identifiers>
          <isin value="US38141GWM22"/>
          <other otherDesc="CG Symbol" value="FCG43133"/>
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        <balance>3600000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3702171.600000000000</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>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K105</name>
        <lei>N/A</lei>
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        <cusip>3137FRUJ8</cusip>
        <identifiers>
          <isin value="US3137FRUJ80"/>
          <other otherDesc="CG Symbol" value="FMF27244"/>
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        <balance>52000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55393.470000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87200000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FNCL UMBS 3.5 QA5131 12-01-49</title>
        <cusip>31346YVY6</cusip>
        <identifiers>
          <isin value="US31346YVY66"/>
          <other otherDesc="CG Symbol" value="FMF27250"/>
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        <balance>24039756.110000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25794682.350000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_18-3</name>
        <lei>N/A</lei>
        <title>DTAOT 18-3A A 144A 3.26% 02-15-22/05-15-20</title>
        <cusip>23343CAA9</cusip>
        <identifiers>
          <isin value="US23343CAA99"/>
          <other otherDesc="CG Symbol" value="FAD7657"/>
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        <balance>1672461.780000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1676219.800000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.26000000</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>DRIVE AUTO RECEIVABLES TRUST DRIVE_19-1</name>
        <lei>N/A</lei>
        <title>DRIVE 19-1 C 3.78% 04-15-25</title>
        <cusip>26208NAF1</cusip>
        <identifiers>
          <isin value="US26208NAF15"/>
          <other otherDesc="CG Symbol" value="FAD7776"/>
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        <balance>21500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21697950.500000000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.78000000</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>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>3073338.000000000000</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>2021-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <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>41550000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42657432.150000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BELLEMEADE RE LTD BMIR_19-3</name>
        <lei>N/A</lei>
        <title>BMIR 19-3A M1A 144A FRN 07-25-29</title>
        <cusip>07877GAA7</cusip>
        <identifiers>
          <isin value="BM07877GAA79"/>
          <other otherDesc="CG Symbol" value="FMB24787"/>
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        <balance>3324227.530000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3301054.340000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.2682500000000000</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>BENCHMARK MORTGAGE TRUST BMARK_19-B13</name>
        <lei>N/A</lei>
        <title>BMARK 19-B13 A4 2.952% 08-15-57/10-17-29</title>
        <cusip>08162DAE8</cusip>
        <identifiers>
          <isin value="US08162DAE85"/>
          <other otherDesc="CG Symbol" value="FMB25560"/>
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        <balance>1650000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1793287.650000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95200000</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>DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2</name>
        <lei>N/A</lei>
        <title>DRIVE 19-2 B 3.17% 11-15-23/08-16-21</title>
        <cusip>26208RAE5</cusip>
        <identifiers>
          <isin value="US26208RAE53"/>
          <other otherDesc="CG Symbol" value="FAD7849"/>
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        <balance>6740000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6812111.260000000000</valUSD>
        <pctVal>0.0285020136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.17000000</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>DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2</name>
        <lei>N/A</lei>
        <title>DRIVE_19-2 C 3.42% 06-16-25/06-15-22</title>
        <cusip>26208RAF2</cusip>
        <identifiers>
          <isin value="US26208RAF29"/>
          <other otherDesc="CG Symbol" value="FAD7850"/>
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        <balance>8750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8871677.500000000000</valUSD>
        <pctVal>0.0371192812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42000000</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>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K037</name>
        <lei>N/A</lei>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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          <couponKind>Fixed</couponKind>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K051</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANK_20-BN26</name>
        <lei>N/A</lei>
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        <name>BENCHMARK MORTGAGE TRUST BMARK_20-B17</name>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_18-3</name>
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        <cusip>23343CAC5</cusip>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_19-2</name>
        <lei>N/A</lei>
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        <cusip>26252TAA4</cusip>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K060</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_19-2</name>
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        <name>DT AUTO OWNER TRUST DTAOT_19-2</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>GLAXOSMITHKLINE CAPITAL PLC</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</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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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>DT AUTO OWNER TRUST DTAOT_18-2A</name>
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        <name>DT AUTO OWNER TRUST DTAOT_19-3</name>
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        <name>GLAXOSMITHKLINE CAPITAL PLC</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
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        <name>GLAXOSMITHKLINE CAPITAL PLC</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K065</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GUARDIAN LIFE GLOBAL FUNDING</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL PAYMENTS INC</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GLOBAL PAYMENTS INC SR UNSEC 2.65% 02-15-25</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2</name>
        <lei>N/A</lei>
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        <cusip>12061RAC5</cusip>
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          <isin value="US12061RAC51"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC21</name>
        <lei>N/A</lei>
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        <cusip>17322MAY2</cusip>
        <identifiers>
          <isin value="US17322MAY21"/>
          <other otherDesc="CG Symbol" value="FMC12949"/>
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        <curCd>USD</curCd>
        <valUSD>1238346.670000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 3.5 AZ0554 10-01-30</title>
        <cusip>3138YRTL2</cusip>
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          <isin value="US3138YRTL28"/>
          <other otherDesc="CG Symbol" value="FMF27317"/>
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        <balance>115783.430000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>122786.010000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 3.5 AZ4646 08-01-30</title>
        <cusip>3138YWEU7</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_19-3</name>
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        <title>DTAOT 19-3 A 144A 2.55% 08-15-22/12-15-20</title>
        <cusip>26253KAA2</cusip>
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        <balance>4782016.610000000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST DTAOT_19-3</name>
        <lei>N/A</lei>
        <title>DTAOT 19-3 C 144A 2.74% 04-15-25/04-18-22</title>
        <cusip>26253KAC8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74000000</annualizedRt>
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        <securityLending>
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      <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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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GGQ1</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>FANNIEMAE-ACES FNA_17-M12</name>
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        <balance>13000000.000000000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FANNIE MAE ACES FNMA_17-M15</name>
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        <title>FNA 17-M15 A2 (MF) FRN 09-25-27</title>
        <cusip>3136AY6X6</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 5.0 BK4873 05-01-48</title>
        <cusip>3140HJMX6</cusip>
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          <isin value="US3140HJMX69"/>
          <other otherDesc="CG Symbol" value="FMF18774"/>
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        <balance>3344221.700000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3659207.250000000000</valUSD>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM FINANCIAL SR UNSEC 2.9% 02-26-25</title>
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        <curCd>USD</curCd>
        <valUSD>11680380.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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      <invstOrSec>
        <name>GENERAL DYNAMICS CORP</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GENERAL DYNAMICS SR UNSEC 3.25% 04-01-25</title>
        <cusip>369550BK3</cusip>
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        <balance>5000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5540645.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GENERAL ELECTRIC CO</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081</name>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K733</name>
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        <curCd>USD</curCd>
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        <name>FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>GLOBAL PAYMENTS INC</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GENERAL MOTORS CO</name>
        <lei>54930070NSV60J38I987</lei>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2</name>
        <lei>N/A</lei>
        <title>EART 19-2 C 144A 3.3% 03-15-24/04-15-22</title>
        <cusip>30167LAE9</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3</name>
        <lei>N/A</lei>
        <title>EART 19-3A B 144A 2.58% 08-15-23/09-15-21</title>
        <cusip>30167EAB1</cusip>
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          <other otherDesc="CG Symbol" value="FAE8139"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GENERAL MOTORS CO</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO SR UNSEC 5.4% 10-02-23</title>
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          <other otherDesc="CG Symbol" value="FCG61943"/>
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        <curCd>USD</curCd>
        <valUSD>4040213.270000000000</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>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLAXOSMITHKLINE CAPITAL PLC</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 2.85% 05-08-22</title>
        <cusip>377373AD7</cusip>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>HOME DEPOT INC</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>FANNIE MAE ACES FNMA_19-M5</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <securityLending>
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      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST NHLT_18-2</name>
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        <cusip>63862TAA9</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>KIMCO REALTY CORP</name>
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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>KIMCO REALTY CORP</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST NHLT_18-3</name>
        <lei>N/A</lei>
        <title>NHLT 18-3A A 144A FRN 11-25-28</title>
        <cusip>63863BAA7</cusip>
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        <curCd>USD</curCd>
        <valUSD>10224093.460000000000</valUSD>
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        <securityLending>
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      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST NHLT_19-2</name>
        <lei>N/A</lei>
        <title>NHLT 19-2A M2 144A FRN 11-25-29</title>
        <cusip>63862UAC2</cusip>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 3.0 AJ0049 10-01-26</title>
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        <name>NATIONSTAR HECM LOAN TRUST NHLT_19-2</name>
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        <title>NHLT 19-2A M1 144A FRN 11-25-29</title>
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      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST NHLT_19-2</name>
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        <securityLending>
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        <name>KEURIG DR PEPPER INC</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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        <curCd>USD</curCd>
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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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        <securityLending>
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        <name>KEURIG DR PEPPER INC</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER SR UNSEC 4.417% 05-25-25</title>
        <cusip>49271VAH3</cusip>
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          <other otherDesc="CG Symbol" value="FCK55656"/>
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        <balance>5321000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6070031.850000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-RPL1</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</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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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K033</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LOCKHEED MARTIN CORP</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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        <name>MIDAMERICAN ENERGY COMPANY</name>
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        <cusip>595620AQ8</cusip>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.0 CA4534 11-01-49</title>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
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        <name>GS MORTGAGE SECURITIES TRUST GSMS_14-GC18</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST GSMS_13-GC12</name>
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        <issuerCat>CORP</issuerCat>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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        <name>NSTAR ELECTRIC CO</name>
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        <name>STAR_2018-IMC1</name>
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        <name>NEW YORK LIFE GLOBAL FUNDING</name>
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        <name>NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</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>NEW YORK LIFE GLOBAL FUNDING</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NORTHERN STATES POWER COMPANY (MINNESOTA)</name>
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          <isin value="US665772CH05"/>
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        <curCd>USD</curCd>
        <valUSD>3788167.130000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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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>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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          <isin value="US3131X62U32"/>
          <other otherDesc="CG Symbol" value="FMF26343"/>
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        <balance>462883.850000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>488810.440000000000</valUSD>
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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>FNCI UMBS 3.0 AW4349 04-01-29</title>
        <cusip>3138XTZP3</cusip>
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          <isin value="US3138XTZP33"/>
          <other otherDesc="CG Symbol" value="FMF26346"/>
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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>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NIAGARA MOHAWK POWER CORPORATION</name>
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        <cusip>65364UAK2</cusip>
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          <isin value="US65364UAK25"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ONCOR ELECTRIC DELIVERY COMPANY LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
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        <cusip>68233JBM5</cusip>
        <identifiers>
          <isin value="US68233JBM53"/>
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        <curCd>USD</curCd>
        <valUSD>16140345.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>TRICON AMERICAN HOMES TAH_17-SFR1</name>
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        <cusip>89613DAA1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71600000</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>TRICON AMERICAN HOMES TAH_16-SFR1</name>
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        <title>TAH 16SFR1-A 144A 2.589% 11-17-33/11-18-21</title>
        <cusip>89613BAA5</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FMT27512"/>
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        <balance>2867362.590000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2885452.780000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.58900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>ONEOK INC</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK SR UNSEC 2.2% 09-15-25</title>
        <cusip>682680BA0</cusip>
        <identifiers>
          <isin value="US682680BA09"/>
          <other otherDesc="CG Symbol" value="FCO60333"/>
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        <balance>878000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840213.510000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>ONEOK INC</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK SR UNSEC 5.85% 01-15-26</title>
        <cusip>682680BD4</cusip>
        <identifiers>
          <isin value="US682680BD48"/>
          <other otherDesc="CG Symbol" value="FCO61763"/>
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        <balance>4897000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5417551.100000000000</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>
          <annualizedRt>5.85000000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCI UMBS 3.0 AK4739 03-01-27</title>
        <cusip>3138E9HR4</cusip>
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          <other otherDesc="CG Symbol" value="FMF26347"/>
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        <balance>105386.540000000000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <title>FNCI UMBS 3.0 AY2719 02-01-30</title>
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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>ONEOK INC</name>
        <lei>2T3D6M0JSY48PSZI1Q41</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>PNC BANK NATIONAL ASSOCIATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HOMEWARD OPPORTUNITIES FUND I TRUST 2018-1</name>
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        <name>HPA 2019-1</name>
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      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26</name>
        <lei>N/A</lei>
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        <cusip>46643TBF8</cusip>
        <identifiers>
          <isin value="US46643TBF84"/>
          <other otherDesc="CG Symbol" value="FMJ12910"/>
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        <curCd>USD</curCd>
        <valUSD>7983104.000000000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K101</name>
        <lei>N/A</lei>
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        <cusip>3137FQ3Z4</cusip>
        <identifiers>
          <isin value="US3137FQ3Z46"/>
          <other otherDesc="CG Symbol" value="FMF26401"/>
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        <balance>138000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>154090.660000000000</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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          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <title>FNCL UMBS 3.5 RA1369 09-01-49</title>
        <cusip>3133KGQW1</cusip>
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          <isin value="US3133KGQW14"/>
          <other otherDesc="CG Symbol" value="FMF26434"/>
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        <balance>72735076.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78439106.130000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C6</name>
        <lei>N/A</lei>
        <title>UBSBB 13-C6 B 144A FRN 04-10-46/04-12-23</title>
        <cusip>90349GAN5</cusip>
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          <isin value="US90349GAN51"/>
          <other otherDesc="CG Symbol" value="FMU22367"/>
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        <balance>1370000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1310465.280000000000</valUSD>
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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>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5</name>
        <lei>N/A</lei>
        <title>UBSBB 13-C5 B 144A FRN 03-10-46/02-10-23</title>
        <cusip>90270YAG4</cusip>
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          <isin value="US90270YAG44"/>
          <other otherDesc="CG Symbol" value="FMU22376"/>
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        <balance>1475000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1447165.280000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>PUBLIC SERVICE COMPANY OF COLORADO</name>
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        <cusip>744448CF6</cusip>
        <identifiers>
          <isin value="US744448CF61"/>
          <other otherDesc="CG Symbol" value="FCP11501"/>
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        <balance>24000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24643392.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>PUGET ENERGY INC</name>
        <lei>SYBSJ96YIDMIUY7WDR33</lei>
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        <cusip>745310AH5</cusip>
        <identifiers>
          <isin value="US745310AH55"/>
          <other otherDesc="CG Symbol" value="FCP21074"/>
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        <balance>1350000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1384501.950000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
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        <name>PUGET ENERGY INC</name>
        <lei>SYBSJ96YIDMIUY7WDR33</lei>
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        <cusip>745310AD4</cusip>
        <identifiers>
          <isin value="US745310AD42"/>
          <other otherDesc="CG Symbol" value="FCP2142"/>
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        <balance>6258000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6584292.120000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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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        <curCd>USD</curCd>
        <valUSD>4347980.260000000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19</name>
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        <title>JPMBB 14-C19 D 144A FRN 04-15-47/24</title>
        <cusip>46641WAG2</cusip>
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          <isin value="US46641WAG24"/>
          <other otherDesc="CG Symbol" value="FMJ22259"/>
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        <balance>6200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4927437.600000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST JPMMT_19-3</name>
        <lei>N/A</lei>
        <title>JPMMT 19-3 A3 144A FRN 09-25-49</title>
        <cusip>46650QAC2</cusip>
        <identifiers>
          <isin value="US46650QAC24"/>
          <other otherDesc="CG Symbol" value="FMJ27073"/>
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        <balance>733229.660000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>760890.020000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>UNIFORM MBS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>UMBS  15YR TBA(REG B) 2.0 UMBS TBA 06-01-35</title>
        <cusip>01F020463</cusip>
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          <isin value="US01F0204630"/>
          <other otherDesc="CG Symbol" value="FMU27352"/>
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        <balance>91652247.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>94566513.500000000000</valUSD>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>UNIFORM MBS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>UMBS  30YR TBA(REG A) 2.5 UMBS TBA 06-01-50</title>
        <cusip>01F022667</cusip>
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          <isin value="US01F0226674"/>
          <other otherDesc="CG Symbol" value="FMU27382"/>
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        <balance>18005546.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18679349.540000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>PROGRESS ENERGY INC</name>
        <lei>549300FBMTW0JYWMNB26</lei>
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        <cusip>743263AE5</cusip>
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          <other otherDesc="CG Symbol" value="FCP215"/>
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        <balance>8125000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11670571.250000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>PUBLIC SERVICE ELECTRIC AND GAS COMPANY</name>
        <lei>549300RUHPVD434XUK18</lei>
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        <cusip>74456QBR6</cusip>
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          <isin value="US74456QBR65"/>
          <other otherDesc="CG Symbol" value="FCP24244"/>
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        <balance>2029000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2147915.630000000000</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>2.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST JPMMT_19-1</name>
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        <title>JPMMT 19-1 A3 144A FRN 05-25-49</title>
        <cusip>46650HAC2</cusip>
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          <isin value="US46650HAC25"/>
          <other otherDesc="CG Symbol" value="FMJ27074"/>
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        <balance>624184.730000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>646598.580000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <name>JP MORGAN MORTGAGE TRUST JPMMT_19-LTV1</name>
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        <name>PUBLIC SERVICE ENTERPRISE GROUP INC</name>
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        <name>PUGET ENERGY INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PUBLIC SERVICE ELECTRIC AND GAS COMPANY</name>
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        <cusip>74456QAX4</cusip>
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        <curCd>USD</curCd>
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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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        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC SR UNSEC 2.375% 08-17-22</title>
        <cusip>718172CA5</cusip>
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        <name>LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7</name>
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        <title>LMAT 19-GS7 A1 144A FRN 11-25-59</title>
        <cusip>52474MAA7</cusip>
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        <name>LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4</name>
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        <cusip>52474KAA1</cusip>
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        <name>MORGAN STANELY CAPITAL I TRUST MSC_11-C2</name>
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        <title>MSC 11-C2 A4 144A 4.661% 06-15-44/05-15-21</title>
        <cusip>617459AD4</cusip>
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          <other otherDesc="CG Symbol" value="FMM10919"/>
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        <balance>5019441.650000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5148717.370000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C9</name>
        <lei>549300PFVBG5704L7K74</lei>
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        <cusip>61762DAW1</cusip>
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        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC SR UNSEC 2.5% 11-02-22</title>
        <cusip>718172CD9</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <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>
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        <balance>13445000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14774105.480000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PFIZER INC</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
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        <cusip>717081ES8</cusip>
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        <curCd>USD</curCd>
        <valUSD>33003995.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_14-C19</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNIFORM MBS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PROCTER &amp; GAMBLE CO</name>
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        <cusip>742718FF1</cusip>
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          <isin value="US742718FF16"/>
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        <balance>6163000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6691138.290000000000</valUSD>
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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>PROCTER &amp; GAMBLE CO</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
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        <balance>3058000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3395483.940000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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        <name>PFIZER INC</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
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        <cusip>717081EW9</cusip>
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        <curCd>USD</curCd>
        <valUSD>15014189.720000000000</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>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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        <name>PACIFICORP</name>
        <lei>SGY07Y7FNYBNLM6Z1M11</lei>
        <title>PACIFICORP SEC 2.7% 09-15-30</title>
        <cusip>695114CW6</cusip>
        <identifiers>
          <isin value="US695114CW67"/>
          <other otherDesc="CG Symbol" value="FCP61083"/>
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        <balance>1900000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2059457.500000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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        <name>UNIFORM MBS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>UMBS  15YR TBA(REG B) 2.5 UMBS TBA 07-01-35</title>
        <cusip>01F022477</cusip>
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          <other otherDesc="CG Symbol" value="FMU27538"/>
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        <balance>34267336.000000000000</balance>
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        <curCd>USD</curCd>
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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>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>UNIFORM MBS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>UMBS  30YR TBA(REG A) 3.5 UMBS TBA 07-01-50</title>
        <cusip>01F032674</cusip>
        <identifiers>
          <isin value="US01F0326748"/>
          <other otherDesc="CG Symbol" value="FMU27552"/>
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        <balance>1447899779.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1526674214.380000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C7</name>
        <lei>N/A</lei>
        <title>MSBAM 13-C7 C FRN 02-15-46/01-15-23</title>
        <cusip>61690KAK8</cusip>
        <identifiers>
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          <other otherDesc="CG Symbol" value="FMM13198"/>
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        <balance>900000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>830570.400000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.1215400000000000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C13</name>
        <lei>N/A</lei>
        <title>MSBAM 13-C13 B FRN 11-15-46/11-17-23</title>
        <cusip>61763BAX2</cusip>
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          <other otherDesc="CG Symbol" value="FMM13603"/>
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        <balance>3065000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3137027.500000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.7519400000000000</annualizedRt>
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        <name>UNIFORM MBS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>UMBS  30YR TBA(REG A) 2.5 UMBS TBA 07-01-50</title>
        <cusip>01F022675</cusip>
        <identifiers>
          <isin value="US01F0226757"/>
          <other otherDesc="CG Symbol" value="FMU27558"/>
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        <balance>200000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>207014200.000000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>UNIFORM MBS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>UMBS  15YR TBA(REG B) 3.0 UMBS TBA 07-01-35</title>
        <cusip>01F030470</cusip>
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          <other otherDesc="CG Symbol" value="FMU27646"/>
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        <balance>42268353.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44525398.510000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>PHILIP MORRIS INTERNATIONAL</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
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        <cusip>718172CN7</cusip>
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          <other otherDesc="CG Symbol" value="FCP61612"/>
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        <balance>15436000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15765759.270000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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      <invstOrSec>
        <name>PUBLIC SERVICE COMPANY OF COLORADO</name>
        <lei>5BANEF6PGSEK0SNMQF44</lei>
        <title>PS COLORADO SEC 1.9% 01-15-31</title>
        <cusip>744448CT6</cusip>
        <identifiers>
          <isin value="US744448CT65"/>
          <other otherDesc="CG Symbol" value="FCP61990"/>
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        <balance>15000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15173235.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C9</name>
        <lei>549300PFVBG5704L7K74</lei>
        <title>MSBAM 13-C9 B 3.708% 05-15-46/04-15-23</title>
        <cusip>61762DAZ4</cusip>
        <identifiers>
          <isin value="US61762DAZ42"/>
          <other otherDesc="CG Symbol" value="FMM13632"/>
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        <balance>3032000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3054785.480000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.7080000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <name>UNIFORM MBS</name>
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        <name>VERUS SECURITIZATION TRUST VERUS_20-2</name>
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        <curCd>USD</curCd>
        <valUSD>6126998.020000000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <annualizedRt>2.7430000000000000</annualizedRt>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 932606 02-01-40</title>
        <cusip>31412RDK0</cusip>
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          <isin value="US31412RDK05"/>
          <other otherDesc="CG Symbol" value="FMF27131"/>
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        <curCd>USD</curCd>
        <valUSD>178148.460000000000</valUSD>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 3.5 BE5009 01-01-45</title>
        <cusip>3140FQR74</cusip>
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        <balance>1553762.810000000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2045-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY BAML TRUST MSBAM_16-C30</name>
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        <cusip>61766NBA2</cusip>
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          <isin value="US61766NBA28"/>
          <other otherDesc="CG Symbol" value="FMM14285"/>
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        <curCd>USD</curCd>
        <valUSD>781221.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY BAML TRUST MSBAM_15-C27</name>
        <lei>N/A</lei>
        <title>MSBAM 15-C27 A4 3.753% 12-15-47/10-20-25</title>
        <cusip>61690AAE4</cusip>
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          <isin value="US61690AAE47"/>
          <other otherDesc="CG Symbol" value="FMM14384"/>
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        <balance>1500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1616151.000000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75300000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 4.0 BH3122 06-01-47</title>
        <cusip>3140GRPG3</cusip>
        <identifiers>
          <isin value="US3140GRPG35"/>
          <other otherDesc="CG Symbol" value="FMF27133"/>
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        <balance>120891.270000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132205.730000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS AE1283 12-01-41</title>
        <cusip>31419BM93</cusip>
        <identifiers>
          <isin value="US31419BM933"/>
          <other otherDesc="CG Symbol" value="FMF27134"/>
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        <balance>99192.430000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110957.450000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>PAYPAL HOLDINGS INC</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HOLDINGS INC SR UNSEC 1.65% 06-01-25</title>
        <cusip>70450YAG8</cusip>
        <identifiers>
          <isin value="US70450YAG89"/>
          <other otherDesc="CG Symbol" value="FCP62067"/>
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        <balance>6989000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7166730.270000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>PAYPAL HOLDINGS INC</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HOLDINGS INC SR UNSEC 2.3% 06-01-30</title>
        <cusip>70450YAH6</cusip>
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          <isin value="US70450YAH62"/>
          <other otherDesc="CG Symbol" value="FCP62068"/>
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        <balance>1833000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1896117.520000000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8</name>
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        <title>MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25</title>
        <cusip>61691ABN2</cusip>
        <identifiers>
          <isin value="US61691ABN28"/>
          <other otherDesc="CG Symbol" value="FMM14405"/>
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        <curCd>USD</curCd>
        <valUSD>429356.400000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.11400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST MCMLT_17-1</name>
        <lei>N/A</lei>
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        <cusip>59981HAA9</cusip>
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          <isin value="US59981HAA95"/>
          <other otherDesc="CG Symbol" value="FMM15558"/>
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        <curCd>USD</curCd>
        <valUSD>1396206.680000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C11</name>
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        <title>WFRBS 13-C11 B FRN 03-15-45</title>
        <cusip>92937EAG9</cusip>
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          <isin value="US92937EAG98"/>
          <other otherDesc="CG Symbol" value="FMW12741"/>
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        <balance>1966000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1954941.250000000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22</name>
        <lei>N/A</lei>
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        <cusip>92890KAZ8</cusip>
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          <isin value="US92890KAZ84"/>
          <other otherDesc="CG Symbol" value="FMW13031"/>
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        <balance>4750000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5049501.750000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2057-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.48800000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PAYPAL HOLDINGS INC</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HOLDINGS INC SR UNSEC 1.35% 06-01-23</title>
        <cusip>70450YAF0</cusip>
        <identifiers>
          <isin value="US70450YAF07"/>
          <other otherDesc="CG Symbol" value="FCP62069"/>
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        <balance>10020000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10186301.940000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.35000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C13</name>
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        <name>MORGAN STANLEY BAML TRUST MSBAM_13-C7</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <name>MELLO WAREHOUSE SECURITIZATION TRUST MWST_19-01</name>
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        <name>WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C25</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCMT_16-BNK1</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC18</name>
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        <name>WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C13</name>
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        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST MRAFT_20-2</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC16</name>
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        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST MRAFT_20-1A</name>
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        <name>WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C16</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C31</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C33</name>
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        <name>WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_11-C4</name>
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        <curCd>USD</curCd>
        <valUSD>-34064236.720000000000</valUSD>
        <pctVal>-0.1425254672</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
              <counterpartyLei>WAM6YERMS7OXFZUOY219</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3-month USD-LIBOR" floatingRtSpread="1.373000000000" pmntAmt="13273.470000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="13131.680000000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.037500000000"/>
            <terminationDt>2050-01-06</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>116010000.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-34064236.720000000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>IRS PAYFIX USD 1.961% 01-09-20/01-09-50 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZI39682"/>
        </identifiers>
        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15423381.300000000000</valUSD>
        <pctVal>-0.0645317446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
              <counterpartyLei>WAM6YERMS7OXFZUOY219</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3-month USD-LIBOR" floatingRtSpread="1.319880000000" pmntAmt="6214.440000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="6155.360000000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.961000000000"/>
            <terminationDt>2050-01-09</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>56500000.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-15423381.300000000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>IRS PAYFIX USD 1.678% 02-21-20/02-21-50 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZI40095"/>
        </identifiers>
        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9994525.850000000000</valUSD>
        <pctVal>-0.0418173018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH.CLEARNET (US) LLC</counterpartyName>
              <counterpartyLei>WAM6YERMS7OXFZUOY219</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="3-month USD-LIBOR" floatingRtSpread="0.374130000000" pmntAmt="1574.310000000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="4707.260000000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.678000000000"/>
            <terminationDt>2050-02-21</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>50495000.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-9994525.850000000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>EURO$ 90DAY FUT EDH1 03-15-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GEH1"/>
          <other otherDesc="CG Symbol" value="UL9724"/>
        </identifiers>
        <balance>6709.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30037.870000000000</valUSD>
        <pctVal>0.0001256791</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>EURO$ 90DAY FUT EDH1 03-15-21</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="UL9724_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-03-15</expDate>
            <notionalAmt>-1673560050.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>30037.870000000000</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>EURO$ 90DAY FUT EDU0 09-14-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GEU0"/>
          <other otherDesc="CG Symbol" value="UL9727"/>
        </identifiers>
        <balance>10872.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-425804.020000000000</valUSD>
        <pctVal>-0.0017815728</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>EURO$ 90DAY FUT EDU0 09-14-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="UL9727_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-2710253700.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-425804.020000000000</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>EURO$ 90DAY FUT EDH2 03-14-22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GEH2"/>
          <other otherDesc="CG Symbol" value="UL9730"/>
        </identifiers>
        <balance>4701.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-211668.500000000000</valUSD>
        <pctVal>-0.0008856254</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>EURO$ 90DAY FUT EDH2 03-14-22</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="UL9730_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2022-03-14</expDate>
            <notionalAmt>-1172664450.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-211668.500000000000</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 TYU0 09-21-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZNU0"/>
          <other otherDesc="CG Symbol" value="ULU2742"/>
        </identifiers>
        <balance>2205.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>973587.700000000000</valUSD>
        <pctVal>0.0040735110</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 TYU0 09-21-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2742_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
            <notionalAmt>306632812.500000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>973587.700000000000</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 UXYU0 09-21-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TNU0"/>
          <other otherDesc="CG Symbol" value="ULU2743"/>
        </identifiers>
        <balance>5529.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3546648.930000000000</valUSD>
        <pctVal>-0.0148392521</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 UXYU0 09-21-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2743_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
            <notionalAmt>-869867230.770000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3546648.930000000000</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 20YR FUT USU0 09-21-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZBU0"/>
          <other otherDesc="CG Symbol" value="ULU2744"/>
        </identifiers>
        <balance>536.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-280086.800000000000</valUSD>
        <pctVal>-0.0011718889</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 20YR FUT USU0 09-21-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2744_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
            <notionalAmt>-95609000.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-280086.800000000000</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 30YR FUT ULTRA WNU0 09-21-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UBU0"/>
          <other otherDesc="CG Symbol" value="ULU2745"/>
        </identifiers>
        <balance>1269.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>902230.620000000000</valUSD>
        <pctVal>0.0037749515</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 30YR FUT ULTRA WNU0 09-21-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2745_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-30</expDate>
            <notionalAmt>276681656.250000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>902230.620000000000</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 5YR FUT FVU0 09-30-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZFU0"/>
          <other otherDesc="CG Symbol" value="ULU2747"/>
        </identifiers>
        <balance>23330.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4068408.290000000000</valUSD>
        <pctVal>0.0170223040</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 FVU0 09-30-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2747_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-05</expDate>
            <notionalAmt>2930831250.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4068408.290000000000</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 TUU0 09-30-20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZTU0"/>
          <other otherDesc="CG Symbol" value="ULU2749"/>
        </identifiers>
        <balance>5685.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>285571.220000000000</valUSD>
        <pctVal>0.0011948359</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 TUU0 09-30-20</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU2749_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-05</expDate>
            <notionalAmt>1255496718.750000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>285571.220000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-07-29</ncom:dateSigned>
      <ncom:nameOfApplicant>Intermediate Bond Fund of America</ncom:nameOfApplicant>
      <ncom:signature>Scott Lewis</ncom:signature>
      <ncom:signerName>Scott Lewis</ncom:signerName>
      <ncom:title>Analyst</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
