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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31394CY63</cusip>
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        <balance>1666825.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1875617.99000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>CNH Industrial Capital LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
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        <balance>4999000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.45000000</annualizedRt>
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      <invstOrSec>
        <name>Expedia Group, Inc.</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>Expedia Group, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nutrien Ltd.</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>Nutrien Ltd.</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Weir Group PLC (The)</name>
        <lei>549300KDR56WHY9I3D10</lei>
        <title>Weir Group PLC (The)</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
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        <balance>2496000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.63000300</annualizedRt>
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      <invstOrSec>
        <name>Takeda Pharmaceutical Co. Ltd.</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>Takeda Pharmaceutical Co. Ltd.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31296KPJ6</cusip>
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        <balance>80559.77000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <cusip>362341FR5</cusip>
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          <isin value="US362341FR55"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp., ARM</title>
        <cusip>3128QJWQ5</cusip>
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        <balance>6747.44000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>NetFlix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NetFlix, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AmeriCredit Automobile Receivables Trust, Series 2019-3, Class D</title>
        <cusip>03066NAG9</cusip>
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        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31392EQ29</cusip>
        <identifiers>
          <isin value="US31392EQ291"/>
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        <balance>10610.40000000</balance>
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        <invCountry>US</invCountry>
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          <annualizedRt>1.09200000</annualizedRt>
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        <name>SA Global Sukuk Ltd.</name>
        <lei>5493007DFAVKU7UOGR47</lei>
        <title>SA Global Sukuk Ltd.</title>
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        <balance>3107000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36201YWV4</cusip>
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        <balance>6266.47000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>Bank of Nova Scotia (The)</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>Bank of Nova Scotia (The)</title>
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        <balance>20000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.59500300</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc. (The)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc. (The)</title>
        <cusip>38141GXX7</cusip>
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        <name>Athene Global Funding</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Nordea Bank Abp</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Octagon Investment Partners 49 Ltd.</name>
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        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Kinder Morgan, Inc.</name>
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        <name>HSBC Holdings PLC</name>
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        <name>Freddie Mac REMICs</name>
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        <name>BBVA Bancomer S.A.</name>
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        <name>JPMBB Commercial Mortgage Securities Trust</name>
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        <name>Nissan Motor Acceptance Co. LLC</name>
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        <name>GCAT Trust</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-09-25</maturityDt>
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          <annualizedRt>2.85500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36206LV55</cusip>
        <identifiers>
          <isin value="US36206LV558"/>
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        <balance>1119.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1199.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31384WPH7</cusip>
        <identifiers>
          <isin value="US31384WPH78"/>
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        <balance>21488.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21910.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fox Corp.</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corp.</title>
        <cusip>35137LAM7</cusip>
        <identifiers>
          <isin value="US35137LAM72"/>
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        <balance>360000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379182.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Huntington Bancshares, Inc.</name>
        <lei>549300XTVCVV9I7B5T19</lei>
        <title>Huntington Bancshares, Inc.</title>
        <cusip>446150AQ7</cusip>
        <identifiers>
          <isin value="US446150AQ78"/>
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        <balance>3236000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3348420.19000000</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>2024-08-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sequoia Mortgage Trust</name>
        <lei>549300DFASAA48I36408</lei>
        <title>Sequoia Mortgage Trust, Series 2013-7, Class A2</title>
        <cusip>81745CAB9</cusip>
        <identifiers>
          <isin value="US81745CAB90"/>
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        <balance>528735.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>530801.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OHA Loan Funding Ltd.</name>
        <lei>54930016024GMIAF7A82</lei>
        <title>OHA Loan Funding Ltd., Series 2016-1A, Class AR</title>
        <cusip>67110UAL3</cusip>
        <identifiers>
          <isin value="US67110UAL35"/>
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        <balance>7550413.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7559126.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.39150000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corp.</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp.</title>
        <cusip>126650DE7</cusip>
        <identifiers>
          <isin value="US126650DE72"/>
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        <balance>3619000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3743831.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31411EFF9</cusip>
        <identifiers>
          <isin value="US31411EFF97"/>
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        <balance>10.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10.94000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38380HQY1</cusip>
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          <isin value="US38380HQY17"/>
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        <balance>2273301.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>404323.26000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.11087000</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>Ross Stores, Inc.</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>Ross Stores, Inc.</title>
        <cusip>778296AB9</cusip>
        <identifiers>
          <isin value="US778296AB92"/>
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        <balance>8456000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>31364HF69</cusip>
        <identifiers>
          <isin value="US31364HF692"/>
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        <balance>17110.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>816.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31396XUE2</cusip>
        <identifiers>
          <isin value="US31396XUE20"/>
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        <balance>132615.65000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.44800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Life Financial Services Trust</name>
        <lei>N/A</lei>
        <title>Life Financial Services Trust, Series 2021-BMR, Class B</title>
        <cusip>53218CAC4</cusip>
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          <isin value="US53218CAC47"/>
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        <balance>3580000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.97000000</annualizedRt>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>CarMax Auto Owner Trust, Series 2018-1, Class D</title>
        <cusip>14314AAG4</cusip>
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          <isin value="US14314AAG40"/>
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        <balance>810000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>815705.15000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>3136FAKM1</cusip>
        <identifiers>
          <isin value="US3136FAKM12"/>
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        <balance>152057.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25782.08000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sealed Air Corp.</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>Sealed Air Corp.</title>
        <cusip>81211KAX8</cusip>
        <identifiers>
          <isin value="US81211KAX81"/>
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        <balance>938000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1024253.79000000</valUSD>
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        <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>5.50000000</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>Kinder Morgan, Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan, Inc.</title>
        <cusip>49456BAU5</cusip>
        <identifiers>
          <isin value="US49456BAU52"/>
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        <balance>12499000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12407675.81000000</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>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Bear Stearns Adjustable Rate Mortgage Trust</name>
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          <isin value="US07387AGZ21"/>
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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>NatWest Markets PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NatWest Markets PLC</title>
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          <isin value="US63906YAB48"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2960464.62000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Silgan Holdings, Inc.</name>
        <lei>KAF673KJXD92C8KSLU49</lei>
        <title>Silgan Holdings, Inc.</title>
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          <isin value="US827048AX76"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS</title>
        <cusip>3136FART9</cusip>
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          <isin value="US3136FART91"/>
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        <balance>25793.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24126.14000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>COLT Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>COLT Mortgage Loan Trust</title>
        <cusip>12597VAA3</cusip>
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          <isin value="US12597VAA35"/>
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        <balance>1647297.28000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2065-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.25500000</annualizedRt>
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      <invstOrSec>
        <name>Kroger Co. (The)</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>Kroger Co. (The)</title>
        <cusip>501044DH1</cusip>
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        <balance>2357000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2388419.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31389X4V2</cusip>
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          <isin value="US31389X4V28"/>
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        <balance>4880.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5534.57000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392F7G6</cusip>
        <identifiers>
          <isin value="US31392F7G66"/>
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        <balance>110046.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22332.17000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.01112000</annualizedRt>
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      <invstOrSec>
        <name>TransCanada PipeLines Ltd.</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TransCanada PipeLines Ltd.</title>
        <cusip>89352HBB4</cusip>
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        <balance>8380000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254CB4</cusip>
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        <balance>2983000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2969749.31000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.21400000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36208CFU6</cusip>
        <identifiers>
          <isin value="US36208CFU62"/>
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        <balance>8240.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8276.03000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>3136FCQG4</cusip>
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          <isin value="US3136FCQG46"/>
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        <balance>49477.75000000</balance>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31403C5V9</cusip>
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          <isin value="US31403C5V95"/>
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        <balance>360464.92000000</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Greentown China Holdings Ltd.</name>
        <lei>529900BLBC6YDNWS8530</lei>
        <title>Greentown China Holdings Ltd.</title>
        <cusip>BM0544734</cusip>
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        <balance>987000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36213FQR7</cusip>
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        <balance>103454.28000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Industrial &amp; Commercial Bank of China Ltd.</name>
        <lei>5493002ERZU2K9PZDL40</lei>
        <title>Industrial &amp; Commercial Bank of China Ltd.</title>
        <cusip>45580KAJ7</cusip>
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        <balance>905000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>923100.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>3133994L8</cusip>
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      <invstOrSec>
        <name>Bank of Ireland Group PLC</name>
        <lei>635400C8EK6DRI12LJ39</lei>
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          <isin value="US06279JAA79"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
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          <isin value="US31335HSA22"/>
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        <curCd>USD</curCd>
        <valUSD>54.26000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
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        <balance>28.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29.01000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="TUH2"/>
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        <balance>4929.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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      <invstOrSec>
        <name>Marsh &amp; McLennan Cos., Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
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          <isin value="US06051GHL68"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
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          <isin value="US31395MTC37"/>
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        <balance>101677.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14250.68000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
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      <invstOrSec>
        <name>Ellington Financial Mortgage Trust</name>
        <lei>N/A</lei>
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          <isin value="US31574XAA63"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
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        <name>Credit Suisse Group AG</name>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Plains All American Pipeline LP/PAA Finance Corp.</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Brighthouse Financial Global Funding</name>
        <lei>549300BLFX3KJ2IFOA78</lei>
        <title>Brighthouse Financial Global Funding</title>
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          <isin value="US10921U2C16"/>
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        <balance>4616000.00000000</balance>
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      <invstOrSec>
        <name>HCA, Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
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        <name>Discover Bank</name>
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        <title>Discover Bank</title>
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      <invstOrSec>
        <name>Exeter Automobile Receivables Trust</name>
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          <maturityDt>2024-03-15</maturityDt>
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      <invstOrSec>
        <name>Verizon Communications, Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications, Inc.</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-22</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Tencent Holdings Ltd.</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>Tencent Holdings Ltd.</title>
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        <curCd>USD</curCd>
        <valUSD>10446805.20000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31359AYN3</cusip>
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          <isin value="US31359AYN35"/>
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        <balance>26077.42000000</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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          <maturityDt>2023-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac STRIPS</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac STRIPS</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sierra Receivables Funding Co. LLC</name>
        <lei>N/A</lei>
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          <isin value="US82652NAA63"/>
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        <balance>2716389.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2743857.57000000</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>2036-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.34000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31374GB89</cusip>
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          <isin value="US31374GB890"/>
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        <balance>51444.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57058.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>3133TTX30</cusip>
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          <isin value="US3133TTX300"/>
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        <balance>33577.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38286.72000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392AZY7</cusip>
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        <balance>33420.29000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31385W2S7</cusip>
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        <balance>100089.94000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Banc of America Merrill Lynch Large Loan, Inc.</name>
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        <cusip>05526QAA4</cusip>
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        <balance>20000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.21800000</annualizedRt>
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      <invstOrSec>
        <name>Element Fleet Management Corp.</name>
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        <curCd>USD</curCd>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
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        <balance>3782.43000000</balance>
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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>HSBC Holdings PLC</name>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WFRBS Commercial Mortgage Trust</name>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Delta Air Lines Pass Through Trust</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines Pass Through Trust, 2019-1 Class A</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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        <balance>239.25000000</balance>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bayview MSR Opportunity Master Fund Trust</name>
        <lei>N/A</lei>
        <title>Bayview MSR Opportunity Master Fund Trust</title>
        <cusip>07336GAC8</cusip>
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        <balance>6621166.22000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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          <isin value="US36203YTV64"/>
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        <balance>20.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20.36000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Series 2019-IMC1, Class A1</title>
        <cusip>17328BAA2</cusip>
        <identifiers>
          <isin value="US17328BAA26"/>
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        <balance>2282196.42000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.72000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dell Equipment Finance Trust</name>
        <lei>N/A</lei>
        <title>Dell Equipment Finance Trust, Series 2019-2, Class D</title>
        <cusip>24703KAF2</cusip>
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          <isin value="US24703KAF21"/>
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        <balance>1530000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.48000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Banque Federative du Credit Mutuel S.A.</name>
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        <title>Banque Federative du Credit Mutuel S.A.</title>
        <cusip>06675FAV9</cusip>
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          <isin value="US06675FAV94"/>
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        <balance>4545000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36203XKS4</cusip>
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          <isin value="US36203XKS44"/>
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        <balance>220.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>230.86000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
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        <balance>503456.09000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Mizuho Financial Group, Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>Mizuho Financial Group, Inc.</title>
        <cusip>60687YBF5</cusip>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.24100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Bayview MSR Opportunity Master Fund Trust</name>
        <lei>N/A</lei>
        <title>Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1</title>
        <cusip>07336JAD0</cusip>
        <identifiers>
          <isin value="US07336JAD00"/>
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        <balance>7020388.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7191510.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sumitomo Mitsui Trust Bank Ltd.</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>Sumitomo Mitsui Trust Bank Ltd.</title>
        <cusip>86563VAU3</cusip>
        <identifiers>
          <isin value="US86563VAU35"/>
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        <balance>5712000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.85000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31379PFN7</cusip>
        <identifiers>
          <isin value="US31379PFN78"/>
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        <balance>22723.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23307.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust, Series 2019-3, Class C</title>
        <cusip>26209WAF0</cusip>
        <identifiers>
          <isin value="US26209WAF05"/>
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        <balance>2199852.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2218461.61000000</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>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs, Group, Inc. (The)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs, Group, Inc. (The)</title>
        <cusip>38141GWJ9</cusip>
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          <isin value="US38141GWJ92"/>
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        <balance>4620000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.90800000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
        <cusip>64110LAN6</cusip>
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          <isin value="US64110LAN64"/>
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        <balance>10000000.00000000</balance>
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        <valUSD>11036650.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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      <invstOrSec>
        <name>Tencent Holdings Ltd.</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>Tencent Holdings Ltd.</title>
        <cusip>88032WAT3</cusip>
        <identifiers>
          <isin value="US88032WAT36"/>
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        <balance>2242000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2246271.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.81000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>McKesson Corp.</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>McKesson Corp.</title>
        <cusip>581557BR5</cusip>
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          <isin value="US581557BR53"/>
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        <balance>10477000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10254883.72000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CCG Receivables Trust</name>
        <lei>N/A</lei>
        <title>CCG Receivables Trust, Series 2019-2, Class B</title>
        <cusip>12510FAC8</cusip>
        <identifiers>
          <isin value="US12510FAC86"/>
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        <balance>1445000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1471321.98000000</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>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</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>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AmeriCredit Automobile Receivables Trust, Series 2019-2, Class C</title>
        <cusip>03066KAG5</cusip>
        <identifiers>
          <isin value="US03066KAG58"/>
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        <balance>1335000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1365228.67000000</valUSD>
        <pctVal>0.045744854743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Celanese US Holdings LLC</name>
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        <name>Berry Global, Inc.</name>
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        <name>Sumitomo Mitsui Trust Bank Ltd.</name>
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        <name>Toll Brothers Finance Corp.</name>
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        <name>Ginnie Mae</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Mello Mortgage Capital Acceptance Trust</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <name>Capital One Financial Corp.</name>
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        <name>Standard Chartered PLC</name>
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        <name>Pacific Gas and Electric Co.</name>
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        <name>Bain Capital Credit CLO, Ltd.</name>
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        <name>Roper Technologies, Inc.</name>
        <lei>54930003T4SXCIWVXY35</lei>
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        <name>American Express Co.</name>
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        <name>Kite Realty Group, L.P.</name>
        <lei>549300X6R2GYI8Y3OD81</lei>
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        <name>Sino-Ocean Land Treasure IV Ltd.</name>
        <lei>213800EAGXDYG9QWS896</lei>
        <title>Sino-Ocean Land Treasure IV Ltd.</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae</name>
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        <balance>2712.56000000</balance>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac STRIPS</name>
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      <invstOrSec>
        <name>Vontier Corp.</name>
        <lei>549300VVSQLG4P5K4639</lei>
        <title>Vontier Corp.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <title>Morgan Stanley</title>
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        <balance>4000000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-10</maturityDt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association, ARM</title>
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        <balance>31850.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33925.81000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Galaxy Pipeline Assets Bidco Ltd.</name>
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        <title>Galaxy Pipeline Assets Bidco Ltd.</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ICG US CLO Ltd.</name>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-29</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392F6J1</cusip>
        <identifiers>
          <isin value="US31392F6J15"/>
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        <balance>39816.68000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp.</title>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Securities Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
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        <name>North Queensland Export Terminal Pty. Ltd.</name>
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        <invCountry>AU</invCountry>
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        <name>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc.</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
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        <name>Sasol Financing USA LLC</name>
        <lei>549300XRB1PFMESFEL85</lei>
        <title>Sasol Financing USA LLC</title>
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      <invstOrSec>
        <name>BX Commercial Mortgage Trust 2021-ACNT</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2021-ACNT, Series 2021-ACNT, Class A</title>
        <cusip>05609QAA4</cusip>
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          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>549300L8K4CLYS7FCQ06</lei>
        <title>Freddie Mac, Series 2018-DNA2, Class M1, STACR</title>
        <cusip>35563TAA9</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.89200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PPG Industries, Inc.</name>
        <lei>549300BKPEP01R3V6C59</lei>
        <title>PPG Industries, Inc.</title>
        <cusip>693506BQ9</cusip>
        <identifiers>
          <isin value="US693506BQ91"/>
        </identifiers>
        <balance>3976000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4110548.79000000</valUSD>
        <pctVal>0.137732572899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31397L5D7</cusip>
        <identifiers>
          <isin value="US31397L5D76"/>
        </identifiers>
        <balance>37435.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4420.53000000</valUSD>
        <pctVal>0.000148119144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.95800000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac, Series 2013-DN2, Class M2</title>
        <cusip>3137G0AD1</cusip>
        <identifiers>
          <isin value="US3137G0AD12"/>
        </identifiers>
        <balance>1475918.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1522777.62000000</valUSD>
        <pctVal>0.051023863301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.34200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31390RKP7</cusip>
        <identifiers>
          <isin value="US31390RKP72"/>
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        <balance>35908.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36388.90000000</valUSD>
        <pctVal>0.001219286542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>Penske Truck Leasing Co. L.P. / PTL Finance Corp.</name>
        <lei>N/A</lei>
        <title>Penske Truck Leasing Co. L.P. / PTL Finance Corp.</title>
        <cusip>709599BJ2</cusip>
        <identifiers>
          <isin value="US709599BJ27"/>
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        <balance>4719000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5102311.91000000</valUSD>
        <pctVal>0.170963679791</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>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>Ameriprise Financial, Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>Ameriprise Financial, Inc.</title>
        <cusip>03076CAJ5</cusip>
        <identifiers>
          <isin value="US03076CAJ53"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3024313.11000000</valUSD>
        <pctVal>0.101335964411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac, Series 2014-DN3, Class M3</title>
        <cusip>3137G0BK4</cusip>
        <identifiers>
          <isin value="US3137G0BK46"/>
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        <balance>699503.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>714498.05000000</valUSD>
        <pctVal>0.023940758226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.09200000</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 Tower Corp.</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp.</title>
        <cusip>03027XAQ3</cusip>
        <identifiers>
          <isin value="US03027XAQ34"/>
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        <balance>4767000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4912922.97000000</valUSD>
        <pctVal>0.164617805477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>JDE Peet's N.V.</name>
        <lei>724500EHG519SE5ZRT89</lei>
        <title>JDE Peet's N.V.</title>
        <cusip>47216QAB9</cusip>
        <identifiers>
          <isin value="US47216QAB95"/>
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        <balance>5802000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5648999.06000000</valUSD>
        <pctVal>0.189281581266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc.</name>
        <lei>N/A</lei>
        <title>Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc.</title>
        <cusip>77313LAA1</cusip>
        <identifiers>
          <isin value="US77313LAA17"/>
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        <balance>11810000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11531402.10000000</valUSD>
        <pctVal>0.386383853231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>31392MW99</cusip>
        <identifiers>
          <isin value="US31392MW995"/>
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        <balance>31606.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32329.44000000</valUSD>
        <pctVal>0.001083265806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08925000</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 Corp.</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corp.</title>
        <cusip>023608AH5</cusip>
        <identifiers>
          <isin value="US023608AH58"/>
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        <balance>2585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2667421.72000000</valUSD>
        <pctVal>0.089377568610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31384VYU0</cusip>
        <identifiers>
          <isin value="US31384VYU06"/>
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        <balance>2642.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2958.71000000</valUSD>
        <pctVal>0.000099137794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Devon Energy Corp.</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>Devon Energy Corp.</title>
        <cusip>25179MAY9</cusip>
        <identifiers>
          <isin value="US25179MAY93"/>
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        <balance>9117000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9638963.57000000</valUSD>
        <pctVal>0.322973724534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Berry Global, Inc.</name>
        <lei>549300AP2Q7ERHX6RI89</lei>
        <title>Berry Global, Inc.</title>
        <cusip>08576PAG6</cusip>
        <identifiers>
          <isin value="US08576PAG63"/>
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        <balance>5022000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4970147.85000000</valUSD>
        <pctVal>0.166535245303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.95000000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31394V7G9</cusip>
        <identifiers>
          <isin value="US31394V7G93"/>
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        <balance>77818.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121606.59000000</valUSD>
        <pctVal>0.004074684276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>24.22933700</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31403DDN6</cusip>
        <identifiers>
          <isin value="US31403DDN66"/>
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        <balance>259098.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288245.69000000</valUSD>
        <pctVal>0.009658277407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <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>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254BL3</cusip>
        <identifiers>
          <isin value="US853254BL33"/>
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        <balance>1379000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1380476.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust, Series 2007-A1, Class 5A1</title>
        <cusip>46630GAR6</cusip>
        <identifiers>
          <isin value="US46630GAR65"/>
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        <balance>223486.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228502.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.42786000</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>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>3136FAZ94</cusip>
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          <isin value="US3136FAZ943"/>
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        <balance>168419.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28099.59000000</valUSD>
        <pctVal>0.000941535796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31393APX9</cusip>
        <identifiers>
          <isin value="US31393APX99"/>
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        <balance>901862.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167932.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31402U5D0</cusip>
        <identifiers>
          <isin value="US31402U5D00"/>
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        <balance>19694.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22321.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exxon Mobil Corp.</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp.</title>
        <cusip>30231GBH4</cusip>
        <identifiers>
          <isin value="US30231GBH48"/>
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        <balance>5582000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5881296.40000000</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>2025-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99200000</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>MVW Owner Trust</name>
        <lei>N/A</lei>
        <title>MVW Owner Trust, Series 2019-2A, Class A</title>
        <cusip>55400DAA9</cusip>
        <identifiers>
          <isin value="US55400DAA90"/>
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        <balance>2341233.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2376605.71000000</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>2038-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.22000000</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>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA</title>
        <cusip>17326FAF4</cusip>
        <identifiers>
          <isin value="US17326FAF45"/>
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        <balance>22920059.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1027485.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.23010700</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>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>3136FCYY6</cusip>
        <identifiers>
          <isin value="US3136FCYY69"/>
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        <balance>132398.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19997.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>3136FCQE9</cusip>
        <identifiers>
          <isin value="US3136FCQE97"/>
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        <balance>99291.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15547.03000000</valUSD>
        <pctVal>0.000520935902</pctVal>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>5493002S7XBI8CVRR075</lei>
        <title>Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1, Class A2</title>
        <cusip>94989HAF7</cusip>
        <identifiers>
          <isin value="US94989HAF73"/>
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        <balance>202524.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202471.01000000</valUSD>
        <pctVal>0.006784216553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63200000</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>Taconic Park CLO Ltd.</name>
        <lei>5493003DVTX8QGKNET67</lei>
        <title>Taconic Park CLO Ltd., Series 2016-1A, Class A1R</title>
        <cusip>873549AJ8</cusip>
        <identifiers>
          <isin value="US873549AJ80"/>
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        <balance>12119000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12167730.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.13150000</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>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
        <cusip>00774MAV7</cusip>
        <identifiers>
          <isin value="US00774MAV72"/>
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        <balance>5962000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5980422.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</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>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank of Montreal, Series E</title>
        <cusip>06367WHH9</cusip>
        <identifiers>
          <isin value="US06367WHH97"/>
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        <balance>3105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3254349.32000000</valUSD>
        <pctVal>0.109043810901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alabama Power Co.</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>Alabama Power Co., Series 17A</title>
        <cusip>010392FQ6</cusip>
        <identifiers>
          <isin value="US010392FQ67"/>
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        <balance>3515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3531751.12000000</valUSD>
        <pctVal>0.118338740993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</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>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AmeriCredit Automobile Receivables Trust, Series 2017-2, Class D</title>
        <cusip>03065GAG5</cusip>
        <identifiers>
          <isin value="US03065GAG55"/>
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        <balance>2659061.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2663303.17000000</valUSD>
        <pctVal>0.089239567940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-18</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>Dell International LLC / EMC Corp.</name>
        <lei>N/A</lei>
        <title>Dell International LLC / EMC Corp.</title>
        <cusip>24703TAB2</cusip>
        <identifiers>
          <isin value="US24703TAB26"/>
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        <balance>8518000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9070824.84000000</valUSD>
        <pctVal>0.303937042805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>Fannie Mae REMICs</name>
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        <name>Morgan Stanley</name>
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        <name>Sino-Ocean Land Treasure Finance I Ltd.</name>
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        <name>Blackstone Private Credit Fund</name>
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        <name>Vistra Operations Co. LLC</name>
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        <name>Boeing Co. (The)</name>
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        <name>Thermo Fisher Scientific, Inc.</name>
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        <name>ArcelorMittal S.A.</name>
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        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>Hyundai Capital America</name>
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        <name>Ginnie Mae</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Freddie Mac Multifamily Structured Pass Through Ctfs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Ctfs.</title>
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        <name>FREMF Mortgage Trust</name>
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        <name>Imperial Brands Finance PLC</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>Imperial Brands Finance PLC</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <name>M&amp;T Bank Corp.</name>
        <lei>549300WYXDDBYRASEG81</lei>
        <title>M&amp;T Bank Corp.</title>
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        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>Lennar Corp.</name>
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        <title>Lennar Corp.</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>Office Properties Income Trust</name>
        <lei>N/A</lei>
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          <isin value="US67623CAD11"/>
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        <balance>1639000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1634734.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
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          <isin value="US3133TKCT51"/>
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        <balance>222217.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>246969.83000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Co.</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>Hewlett Packard Enterprise Co.</title>
        <cusip>42824CAN9</cusip>
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          <isin value="US42824CAN92"/>
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        <balance>4254000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
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      <invstOrSec>
        <name>Ball Corp.</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>Ball Corp.</title>
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          <isin value="US058498AV83"/>
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        <balance>846000.00000000</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>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PNC Financial Services Group, Inc. (The)</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
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          <isin value="US6934758573"/>
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        <balance>75000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31380EN59</cusip>
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          <isin value="US31380EN590"/>
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        <balance>113687.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>123221.49000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>CIFC Funding Ltd.</name>
        <lei>549300Y56VCWZJQV2Z14</lei>
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        <balance>2390000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-17</maturityDt>
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      <invstOrSec>
        <name>Credit Agricole S.A.</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>Credit Agricole S.A.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-10</maturityDt>
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      <invstOrSec>
        <name>Exeter Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust, Series 2019-4A, Class D</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31400DK84</cusip>
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          <isin value="US31400DK842"/>
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        <balance>37212.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38554.05000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <name>EDP Finance B.V.</name>
        <lei>5299007L43AQDFOW5739</lei>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Zions Bancorporation N.A.</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
        <title>Zions Bancorporation N.A.</title>
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          <isin value="US98971DAA81"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Newmont Corp.</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>Newmont Corp.</title>
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          <isin value="US651639AT30"/>
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        <balance>565000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Connecticut Avenue Securities</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Connecticut Avenue Securities, Series CAS 2016-C02, Class 1M2</title>
        <cusip>30711XCB8</cusip>
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        <balance>1784389.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1858254.51000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>313615HN9</cusip>
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          <isin value="US313615HN91"/>
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        <balance>851.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>875.10000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep N.V.</title>
        <cusip>456837AX1</cusip>
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          <isin value="US456837AX12"/>
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        <balance>8913000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8995697.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.05925800</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TICP CLO Ltd.</name>
        <lei>N/A</lei>
        <title>TICP CLO Ltd., Series 2020-15A, Class A</title>
        <cusip>87250RAA2</cusip>
        <identifiers>
          <isin value="US87250RAA23"/>
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        <balance>7162000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7172828.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.41150000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Banque Federative du Credit Mutuel S.A.</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
        <title>Banque Federative du Credit Mutuel S.A.</title>
        <cusip>06675FAX5</cusip>
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          <isin value="US06675FAX50"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9903986.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.99800000</annualizedRt>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust, Series 2021-3, Class A1</title>
        <cusip>03465EAA9</cusip>
        <identifiers>
          <isin value="US03465EAA91"/>
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        <balance>4856801.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4819643.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.06800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2012-K23, Class C</title>
        <cusip>30290WAG0</cusip>
        <identifiers>
          <isin value="US30290WAG06"/>
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        <balance>5250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5340666.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.78184800</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chase Mortgage Finance Trust</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3</title>
        <cusip>16162WPX1</cusip>
        <identifiers>
          <isin value="US16162WPX10"/>
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        <balance>303064.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292136.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.01200200</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>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust, Series 2016-3, Class A1</title>
        <cusip>89172YAA8</cusip>
        <identifiers>
          <isin value="US89172YAA82"/>
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        <balance>106800.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107000.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.25000000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36224DFD2</cusip>
        <identifiers>
          <isin value="US36224DFD21"/>
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        <balance>7.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7.93000000</valUSD>
        <pctVal>0.000000265711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>Dollar Tree, Inc.</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>Dollar Tree, Inc.</title>
        <cusip>256746AF5</cusip>
        <identifiers>
          <isin value="US256746AF59"/>
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        <balance>3695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3839158.10000000</valUSD>
        <pctVal>0.128639057677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31368HLX9</cusip>
        <identifiers>
          <isin value="US31368HLX97"/>
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        <balance>220229.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255787.33000000</valUSD>
        <pctVal>0.008570691865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>31394YVA9</cusip>
        <identifiers>
          <isin value="US31394YVA99"/>
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        <balance>180929.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9717.21000000</valUSD>
        <pctVal>0.000325595535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.91075000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac, Series 2014-DN1, Class M3</title>
        <cusip>3137G0AM1</cusip>
        <identifiers>
          <isin value="US3137G0AM11"/>
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        <balance>884575.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>916052.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.59200000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36202DFF3</cusip>
        <identifiers>
          <isin value="US36202DFF33"/>
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        <balance>9596.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10951.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ross Stores, Inc.</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>Ross Stores, Inc.</title>
        <cusip>778296AA1</cusip>
        <identifiers>
          <isin value="US778296AA10"/>
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        <balance>2568000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2700166.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</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>Global Payments, Inc.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Global Payments, Inc.</title>
        <cusip>891906AE9</cusip>
        <identifiers>
          <isin value="US891906AE92"/>
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        <balance>4619000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4822772.31000000</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>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>31392KGA8</cusip>
        <identifiers>
          <isin value="US31392KGA88"/>
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        <balance>29576.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29806.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08925000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Structured Asset Securities Corp.</name>
        <lei>N/A</lei>
        <title>Structured Asset Securities Corp., Series 2002-AL1, Class AIO</title>
        <cusip>86358RYA9</cusip>
        <identifiers>
          <isin value="US86358RYA93"/>
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        <balance>662706.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140421.76000000</valUSD>
        <pctVal>0.004705126075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-25</maturityDt>
          <couponKind>Variable</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>Canadian Pacific Railway Co.</name>
        <lei>54930036474DURYNB481</lei>
        <title>Canadian Pacific Railway Co.</title>
        <cusip>13645RBE3</cusip>
        <identifiers>
          <isin value="US13645RBE36"/>
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        <balance>352000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Med Trust 2021-MDLN</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Multifamily Structured Pass Through Ctfs.</name>
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        <title>Freddie Mac Multifamily Structured Pass Through Ctfs.</title>
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          <isin value="US3137FKWE23"/>
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        <curCd>USD</curCd>
        <valUSD>459472.01000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Bayer US Finance II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
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          <isin value="US07274NAE31"/>
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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>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Prestige Auto Receivables Trust</name>
        <lei>N/A</lei>
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          <isin value="US74113NAE85"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392HRF2</cusip>
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          <isin value="US31392HRF28"/>
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        <balance>66103.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BAT Capital Corp.</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corp.</title>
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          <isin value="US05526DBG97"/>
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        <balance>4148000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4291447.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.78900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Freddie Mac STRIPS</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac STRIPS</title>
        <cusip>31325UP26</cusip>
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        <balance>680922.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33713.63000000</valUSD>
        <pctVal>0.001129646000</pctVal>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>PayPal Holdings, Inc.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PayPal Holdings, Inc.</title>
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          <isin value="US70450YAB92"/>
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        <balance>5231000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
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      <invstOrSec>
        <name>L3Harris Technologies, Inc.</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>L3Harris Technologies, Inc.</title>
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          <isin value="US502431AJ86"/>
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        <balance>3686000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31371K3B5</cusip>
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          <isin value="US31371K3B51"/>
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        <balance>35413.69000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
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          <isin value="US03464WAA09"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>31392X3Q9</cusip>
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          <isin value="US31392X3Q95"/>
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        <balance>25121.97000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Bunge Ltd. Finance Corp.</name>
        <lei>549300QHC068L40NNM71</lei>
        <title>Bunge Ltd. Finance Corp.</title>
        <cusip>120568BB5</cusip>
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          <isin value="US120568BB55"/>
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        <balance>2607000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.63000000</annualizedRt>
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      <invstOrSec>
        <name>Boeing Co. (The)</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co. (The)</title>
        <cusip>097023DD4</cusip>
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          <isin value="US097023DD43"/>
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        <balance>5077000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5079115.74000000</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>2023-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CCG Receivables Trust</name>
        <lei>N/A</lei>
        <title>CCG Receivables Trust, Series 2019-2, Class C</title>
        <cusip>12510FAD6</cusip>
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          <isin value="US12510FAD69"/>
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        <balance>695000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>706308.97000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.89000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31402QYV7</cusip>
        <identifiers>
          <isin value="US31402QYV75"/>
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        <balance>38466.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44148.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gray Oak Pipeline LLC</name>
        <lei>N/A</lei>
        <title>Gray Oak Pipeline LLC</title>
        <cusip>38937LAC5</cusip>
        <identifiers>
          <isin value="US38937LAC54"/>
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        <balance>6070000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6178067.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust, Series 2017-3, Class D</title>
        <cusip>80284YAG9</cusip>
        <identifiers>
          <isin value="US80284YAG98"/>
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        <balance>1007969.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1010781.18000000</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>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Connecticut Avenue Securities</name>
        <lei>N/A</lei>
        <title>Fannie Mae Connecticut Avenue Securities, Series 2019-R03, Class 1M2</title>
        <cusip>20753MAF5</cusip>
        <identifiers>
          <isin value="US20753MAF59"/>
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        <balance>317761.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319236.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.24200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust, Series 2021-1, Class A1B</title>
        <cusip>92537QAD3</cusip>
        <identifiers>
          <isin value="US92537QAD34"/>
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        <balance>4481608.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4444253.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.31500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Triton Container International Ltd.</name>
        <lei>549300O4LZFLCX53XZ54</lei>
        <title>Triton Container International Ltd.</title>
        <cusip>89680YAA3</cusip>
        <identifiers>
          <isin value="US89680YAA38"/>
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        <balance>7801000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7741592.65000000</valUSD>
        <pctVal>0.259398325747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31392EXR6</cusip>
        <identifiers>
          <isin value="US31392EXR60"/>
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        <balance>20783.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20920.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58888000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Co. LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co. LLC</title>
        <cusip>345397A29</cusip>
        <identifiers>
          <isin value="US345397A290"/>
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        <balance>3285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3330562.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.08700000</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 REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>31395U5B3</cusip>
        <identifiers>
          <isin value="US31395U5B32"/>
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        <balance>330158.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45227.42000000</valUSD>
        <pctVal>0.001515439723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.63075000</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 REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>31392RNB3</cusip>
        <identifiers>
          <isin value="US31392RNB32"/>
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        <balance>31699.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32424.42000000</valUSD>
        <pctVal>0.001086448311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08925000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31397QSU3</cusip>
        <identifiers>
          <isin value="US31397QSU30"/>
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        <balance>170349.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178983.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>Daimler Finance North America LLC</title>
        <cusip>233851DX9</cusip>
        <identifiers>
          <isin value="US233851DX96"/>
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        <balance>5270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5467066.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</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>Tencent Music Entertainment Group</name>
        <lei>213800XTZK2GOHQTYK41</lei>
        <title>Tencent Music Entertainment Group</title>
        <cusip>88034PAA7</cusip>
        <identifiers>
          <isin value="US88034PAA75"/>
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        <balance>2695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2622178.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-03</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>
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      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>5493000QSGFCHIR1BT31</lei>
        <title>FREMF Mortgage Trust, Series 2013-K26, Class C</title>
        <cusip>30261QAM5</cusip>
        <identifiers>
          <isin value="US30261QAM50"/>
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        <balance>1642030.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1680078.63000000</valUSD>
        <pctVal>0.056294564109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.72012500</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>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA</title>
        <cusip>95001GAG8</cusip>
        <identifiers>
          <isin value="US95001GAG82"/>
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        <balance>11991081.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556405.37000000</valUSD>
        <pctVal>0.018643530852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.02127400</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>Starwood Mortgage Residential Trust</name>
        <lei>N/A</lei>
        <title>Starwood Mortgage Residential Trust, Series 2020-1, Class A1</title>
        <cusip>85573AAA3</cusip>
        <identifiers>
          <isin value="US85573AAA34"/>
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        <balance>931496.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>937182.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.27500000</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>Ally Financial, Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial, Inc.</title>
        <cusip>02005NBL3</cusip>
        <identifiers>
          <isin value="US02005NBL38"/>
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        <balance>3982000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4001461.47000000</valUSD>
        <pctVal>0.134077373066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.45000000</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>WAMU Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WAMU Mortgage Pass-Through Certificates Trust, Series 2005-AR16, Class 1A1</title>
        <cusip>92922F6W3</cusip>
        <identifiers>
          <isin value="US92922F6W34"/>
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        <balance>203574.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207299.75000000</valUSD>
        <pctVal>0.006946013631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.71826300</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>Avient Corp.</name>
        <lei>SM8L9RZYIB34LNTWO040</lei>
        <title>Avient Corp.</title>
        <cusip>73179PAK2</cusip>
        <identifiers>
          <isin value="US73179PAK21"/>
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        <balance>3767000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3925157.50000000</valUSD>
        <pctVal>0.131520648247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>31397T4E9</cusip>
        <identifiers>
          <isin value="US31397T4E95"/>
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        <balance>36489.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5570.08000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.91075000</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>Country Garden Holdings Co. Ltd.</name>
        <lei>549300MGHLPT1EFHGF84</lei>
        <title>Country Garden Holdings Co. Ltd.</title>
        <cusip>AU5885622</cusip>
        <identifiers>
          <isin value="XS1880450140"/>
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        <balance>1334000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1333933.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
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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>NextEra Energy Capital Holdings, Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Capital Holdings, Inc.</title>
        <cusip>65339KBQ2</cusip>
        <identifiers>
          <isin value="US65339KBQ22"/>
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        <balance>1904000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1983403.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Countrywide Home Loans</name>
        <lei>N/A</lei>
        <title>Countrywide Home Loans, Series 2005-JA, Class A7</title>
        <cusip>126694RQ3</cusip>
        <identifiers>
          <isin value="US126694RQ39"/>
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        <balance>346793.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>343447.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Starwood Mortgage Residential Trust</name>
        <lei>N/A</lei>
        <title>Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1</title>
        <cusip>85573EAA5</cusip>
        <identifiers>
          <isin value="US85573EAA55"/>
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        <balance>2810350.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2800632.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.02700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bravo Residential Funding Trust</name>
        <lei>N/A</lei>
        <title>Bravo Residential Funding Trust, Series 2021-NQM2, Class A1</title>
        <cusip>10569EAA9</cusip>
        <identifiers>
          <isin value="US10569EAA91"/>
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        <balance>3893078.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3882973.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.97000000</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>GCAT Trust</name>
        <lei>N/A</lei>
        <title>GCAT Trust, Series 2019-NQM3, Class A1</title>
        <cusip>36167VAA2</cusip>
        <identifiers>
          <isin value="US36167VAA26"/>
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        <balance>3475023.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3508047.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.68600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Brighthouse Financial Global Funding</name>
        <lei>549300BLFX3KJ2IFOA78</lei>
        <title>Brighthouse Financial Global Funding</title>
        <cusip>10921U2B3</cusip>
        <identifiers>
          <isin value="US10921U2B33"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4033021.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.80927000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ellington Financial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Ellington Financial Mortgage Trust, Series 2020-1, Class A1</title>
        <cusip>31574PAA3</cusip>
        <identifiers>
          <isin value="US31574PAA30"/>
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        <balance>958788.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>963631.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.00600000</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</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31283G7M3</cusip>
        <identifiers>
          <isin value="US31283G7M34"/>
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        <balance>1.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1.46000000</valUSD>
        <pctVal>0.000000048920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</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>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>Danske Bank A/S</title>
        <cusip>23636AAV3</cusip>
        <identifiers>
          <isin value="US23636AAV35"/>
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        <balance>1779000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1852924.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.24400000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>3136ASXP6</cusip>
        <identifiers>
          <isin value="US3136ASXP68"/>
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        <balance>1071829.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177480.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36224UAX5</cusip>
        <identifiers>
          <isin value="US36224UAX54"/>
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        <balance>7.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7.17000000</valUSD>
        <pctVal>0.000000240245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</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>U.S. Treasury Bills</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796L80</cusip>
        <identifiers>
          <isin value="US912796L806"/>
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        <balance>4648000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4647519.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-17</maturityDt>
          <couponKind>None</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>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31371KN31</cusip>
        <identifiers>
          <isin value="US31371KN315"/>
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        <balance>171862.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199847.55000000</valUSD>
        <pctVal>0.006696312014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Westlake Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Westlake Automobile Receivables Trust, Series 2019-3A, Class C</title>
        <cusip>96042HAJ9</cusip>
        <identifiers>
          <isin value="US96042HAJ95"/>
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        <balance>3590000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3618617.33000000</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>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49000000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36224FEZ9</cusip>
        <identifiers>
          <isin value="US36224FEZ99"/>
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        <balance>150.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151.37000000</valUSD>
        <pctVal>0.000005071969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>DT Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>DT Auto Owner Trust, Series 2019-3A, Class C</title>
        <cusip>26253KAC8</cusip>
        <identifiers>
          <isin value="US26253KAC80"/>
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        <balance>2071780.45000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Nissan Motor Co. Ltd.</name>
        <lei>353800DRBDH1LUTNAY26</lei>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>5493003IB59OF448TR74</lei>
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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>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>3133T3CL0</cusip>
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          <isin value="US3133T3CL01"/>
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        <balance>265385.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>268521.42000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Galton Funding Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Galton Funding Mortgage Trust, Series 2019-H1, Class A1</title>
        <cusip>36418XAA5</cusip>
        <identifiers>
          <isin value="US36418XAA54"/>
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        <balance>110109.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111367.95000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>3136A4HF9</cusip>
        <identifiers>
          <isin value="US3136A4HF97"/>
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        <balance>72106.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72800.05000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.49200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31385YSU0</cusip>
        <identifiers>
          <isin value="US31385YSU00"/>
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        <balance>391.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Banc of America Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Mortgage Trust, Series 2004-D, Class 2A2</title>
        <cusip>05949ADG2</cusip>
        <identifiers>
          <isin value="US05949ADG22"/>
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        <balance>19216.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19819.82000000</valUSD>
        <pctVal>0.000664104707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.55104000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA, Inc.</title>
        <cusip>87264ABU8</cusip>
        <identifiers>
          <isin value="US87264ABU88"/>
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        <balance>7499000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7513060.63000000</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>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2013-K25, Class C</title>
        <cusip>30261NAG5</cusip>
        <identifiers>
          <isin value="US30261NAG51"/>
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        <balance>2362000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2413849.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.74479000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WFRBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust, Series 2012-C6, Class XA</title>
        <cusip>92936QAL2</cusip>
        <identifiers>
          <isin value="US92936QAL23"/>
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        <balance>192742.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.24035800</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Canadian Pacific Railway Co.</name>
        <lei>54930036474DURYNB481</lei>
        <title>Canadian Pacific Railway Co.</title>
        <cusip>13645RBD5</cusip>
        <identifiers>
          <isin value="US13645RBD52"/>
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        <balance>9000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8995262.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.35000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac, Series 2016-DNA2, Class M3</title>
        <cusip>3137G0JU4</cusip>
        <identifiers>
          <isin value="US3137G0JU46"/>
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        <balance>707769.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>734207.88000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.74200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36225AQF0</cusip>
        <identifiers>
          <isin value="US36225AQF02"/>
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        <balance>5499.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6003.09000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>nVent Finance S.a.r.l.</name>
        <lei>549300KO1OQ4MVFB6X02</lei>
        <title>nVent Finance S.a.r.l.</title>
        <cusip>67078AAC7</cusip>
        <identifiers>
          <isin value="US67078AAC71"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4166418.56000000</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>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Trust, Series 2021-LGCY, Class A</title>
        <cusip>12434DAA0</cusip>
        <identifiers>
          <isin value="US12434DAA00"/>
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        <balance>25000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.59600000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31388UJP6</cusip>
        <identifiers>
          <isin value="US31388UJP66"/>
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        <balance>1982.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2296.63000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31410RRM3</cusip>
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          <isin value="US31410RRM33"/>
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        <balance>132853.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>151421.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG</title>
        <cusip>902674YK0</cusip>
        <identifiers>
          <isin value="US902674YK00"/>
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        <balance>2855000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2825563.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AmeriCredit Automobile Receivables Trust, Series 2017-4, Class D</title>
        <cusip>03066FAH4</cusip>
        <identifiers>
          <isin value="US03066FAH47"/>
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        <balance>1480000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1498072.28000000</valUSD>
        <pctVal>0.050196058982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.08000000</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>Freddie Mac Structured Agency Credit Risk Debt Notes</name>
        <lei>549300D2VO9JVX6KU482</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2018-HRP1, Class M2</title>
        <cusip>3137G0VC0</cusip>
        <identifiers>
          <isin value="US3137G0VC00"/>
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        <balance>1832452.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1833136.16000000</valUSD>
        <pctVal>0.061423078204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.74200000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36206YLB5</cusip>
        <identifiers>
          <isin value="US36206YLB55"/>
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        <balance>7762.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7814.08000000</valUSD>
        <pctVal>0.000261827166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>31364HVU8</cusip>
        <identifiers>
          <isin value="US31364HVU84"/>
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        <balance>28433.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1029.60000000</valUSD>
        <pctVal>0.000034498911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</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>American Airlines Pass Through Trust</name>
        <lei>N/A</lei>
        <title>American Airlines Pass Through Trust, Series 2021-1, Class B</title>
        <cusip>02376LAA3</cusip>
        <identifiers>
          <isin value="US02376LAA35"/>
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        <balance>3254000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3296313.06000000</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>2030-07-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLT Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>COLT Mortgage Loan Trust, Class 2020-1, Class A2</title>
        <cusip>12597KAB5</cusip>
        <identifiers>
          <isin value="US12597KAB52"/>
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        <balance>647874.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>648305.40000000</valUSD>
        <pctVal>0.021722834426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.69300000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36208PT65</cusip>
        <identifiers>
          <isin value="US36208PT658"/>
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        <balance>1064.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1078.82000000</valUSD>
        <pctVal>0.000036148130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exeter Automobile Receivables Trust</name>
        <lei>549300KR7NUJOX0UJ040</lei>
        <title>Exeter Automobile Receivables Trust, Series 2019-1A, Class D</title>
        <cusip>30167DAD9</cusip>
        <identifiers>
          <isin value="US30167DAD93"/>
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        <balance>4215000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4312692.74000000</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>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.13000000</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>NXP B.V. / NXP Funding LLC</name>
        <lei>N/A</lei>
        <title>NXP B.V. / NXP Funding LLC</title>
        <cusip>62947QAV0</cusip>
        <identifiers>
          <isin value="US62947QAV05"/>
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        <balance>4387000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4615064.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AutoZone, Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AutoZone, Inc.</title>
        <cusip>053332AY8</cusip>
        <identifiers>
          <isin value="US053332AY81"/>
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        <balance>4557000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4865736.02000000</valUSD>
        <pctVal>0.163036707584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>31392RKE0</cusip>
        <identifiers>
          <isin value="US31392RKE08"/>
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        <balance>17619.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18019.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08925000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31392CE67</cusip>
        <identifiers>
          <isin value="US31392CE671"/>
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        <balance>34468.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35266.54000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.09200000</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>GoldenTree Loan Management US CLO1, Ltd.</name>
        <lei>N/A</lei>
        <title>GoldenTree Loan Management US CLO1, Ltd., Series 2021-9A, Class A</title>
        <cusip>38138JAC7</cusip>
        <identifiers>
          <isin value="US38138JAC71"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5995482.00000000</valUSD>
        <pctVal>0.200891220083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.20150000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36200DGP2</cusip>
        <identifiers>
          <isin value="US36200DGP24"/>
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        <balance>143378.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>158953.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>NextEra Energy Capital Holdings, Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Capital Holdings, Inc.</title>
        <cusip>65339KBG4</cusip>
        <identifiers>
          <isin value="US65339KBG40"/>
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        <balance>4624000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4831732.28000000</valUSD>
        <pctVal>0.161897340838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</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>LSEGA Financing PLC</name>
        <lei>2138009YFYTGEHZNNZ09</lei>
        <title>LSEGA Financing PLC</title>
        <cusip>50220PAA1</cusip>
        <identifiers>
          <isin value="US50220PAA12"/>
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        <balance>9181000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9092186.04000000</valUSD>
        <pctVal>0.304652794687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65000000</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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley, Series I</title>
        <cusip>6174468R3</cusip>
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          <isin value="US6174468R33"/>
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        <balance>2942000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2894647.66000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.86400000</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>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36207VWA0</cusip>
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          <isin value="US36207VWA06"/>
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        <balance>1886.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2057.35000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3137G0CU19"/>
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        <balance>99859.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>102327.21000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MPLX L.P.</name>
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        <title>MPLX L.P.</title>
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          <isin value="US55336VBR06"/>
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        <balance>10912000.00000000</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>
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          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Honda Finance Corp.</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corp.</title>
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          <isin value="US02665WDY49"/>
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        <balance>11201000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Toyota Motor Corp.</name>
        <lei>5493006W3QUS5LMH6R84</lei>
        <title>Toyota Motor Corp.</title>
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          <isin value="US892331AF60"/>
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        <balance>3697000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>31393JC55</cusip>
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          <isin value="US31393JC553"/>
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        <balance>2881.05000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>549300RWLR7W4OBRM426</lei>
        <title>Freddie Mac, Series 2019-HRP1, Class M2, STACR</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Hertz Vehicle Financing LLC</name>
        <lei>5493004IHDYOZ9K9WF47</lei>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
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          <isin value="US31395DUN73"/>
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        <issuerCat>USGSE</issuerCat>
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        <name>Packaging Corp. of America</name>
        <lei>549300XZP8MFZFY8TJ84</lei>
        <title>Packaging Corp. of America</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Invesco Private Government Fund</name>
        <lei>N/A</lei>
        <title>Invesco Private Government Fund</title>
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        <assetCat>STIV</assetCat>
        <issuerCat>PF</issuerCat>
        <invCountry>US</invCountry>
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        <name>British Telecommunications PLC</name>
        <lei>549300OWFMSO9NYV4H90</lei>
        <title>British Telecommunications PLC</title>
        <cusip>111021AM3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Truist Bank</name>
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        <invCountry>US</invCountry>
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        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
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        <debtSec>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-10-25</maturityDt>
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      <invstOrSec>
        <name>Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <cusip>76119CAA9</cusip>
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          <isin value="US76119CAA99"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ryder System, Inc.</name>
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      <invstOrSec>
        <name>Ginnie Mae</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Energy Transfer L.P.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>COMM Mortgage Trust</name>
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        <name>Fannie Mae Interest STRIPS</name>
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        <name>Fannie Mae REMICs</name>
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        <name>UnitedHealth Group, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Drive Auto Receivables Trust</name>
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        <name>WPP Finance 2010</name>
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        <name>Government National Mortgage Association</name>
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        <name>American Credit Acceptance Receivables Trust</name>
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        <name>Societe Generale S.A.</name>
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        <name>VMware, Inc.</name>
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        <name>Banco Bilbao Vizcaya Argentaria S.A.</name>
        <lei>K8MS7FD7N5Z2WQ51AZ71</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group, Inc.</title>
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          <isin value="US02209SBH58"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC / Charter Communications Operating Capital Corp.</name>
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          <isin value="US161175BQ65"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>BAT International Finance PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
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        <balance>4112000.00000000</balance>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
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        <balance>174210.85000000</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>
          <annualizedRt>6.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Multifamily Structured Pass Through Ctfs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Ctfs.</title>
        <cusip>3137FHQ30</cusip>
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          <isin value="US3137FHQ309"/>
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        <balance>59258580.65000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Multifamily Structured Pass Through Ctfs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Ctfs., Series K735, Class X1</title>
        <cusip>3137FMU83</cusip>
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          <isin value="US3137FMU830"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>COLT Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>COLT Mortgage Loan Trust, Class 2020-1, Class A1</title>
        <cusip>12597KAA7</cusip>
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          <isin value="US12597KAA79"/>
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        <balance>2508295.82000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.48800000</annualizedRt>
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      <invstOrSec>
        <name>New Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1</title>
        <cusip>64828EAA3</cusip>
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          <isin value="US64828EAA38"/>
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        <balance>1188499.90000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2059-09-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Vodafone Group PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>Vodafone Group PLC</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AbbVie, Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Aramark Services, Inc.</name>
        <lei>42YMHYH0XMHJEXDUB065</lei>
        <title>Aramark Services, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38380HHZ8</cusip>
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          <isin value="US38380HHZ82"/>
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        <balance>2172857.17000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2015-K721, Class B</title>
        <cusip>30288BAE5</cusip>
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          <isin value="US30288BAE56"/>
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        <balance>1150000.00000000</balance>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Reliance Standard Life Global Funding II</name>
        <lei>N/A</lei>
        <title>Reliance Standard Life Global Funding II</title>
        <cusip>75951AAL2</cusip>
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        <balance>8350000.00000000</balance>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG</title>
        <cusip>902674YA2</cusip>
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        <invCountry>CH</invCountry>
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      <invstOrSec>
        <name>Master Credit Card Trust II</name>
        <lei>549300G7G68IV2D8IM76</lei>
        <title>Master Credit Card Trust II, Series 2020-1A, Class A</title>
        <cusip>576339CF0</cusip>
        <identifiers>
          <isin value="US576339CF02"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15270186.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.99000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Connecticut Avenue Securities Trust</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust, Series 2018-R07, Class 1M2</title>
        <cusip>20753QAE9</cusip>
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          <isin value="US20753QAE98"/>
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        <balance>790492.52000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49163000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Angel Oak Mortgage Trust I LLC</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust I LLC, Series 2019-2, Class A1</title>
        <cusip>03463WAA1</cusip>
        <identifiers>
          <isin value="US03463WAA18"/>
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        <balance>1397757.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1407011.66000000</valUSD>
        <pctVal>0.047144881604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.62800000</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>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BENCHMARK Mortgage Trust, Series 2018-B1, Class XA</title>
        <cusip>08162PAY7</cusip>
        <identifiers>
          <isin value="US08162PAY79"/>
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        <balance>25868989.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>646766.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.64417800</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>Adani Green Energy Ltd.</name>
        <lei>335800ZBBU81OH211H17</lei>
        <title>Adani Green Energy Ltd.</title>
        <cusip>00653XAA5</cusip>
        <identifiers>
          <isin value="US00653XAA54"/>
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        <balance>3542000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3569388.80000000</valUSD>
        <pctVal>0.119599870533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</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>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280CW7</cusip>
        <identifiers>
          <isin value="US404280CW70"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5992056.72000000</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>2024-11-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.16200000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31402DPF1</cusip>
        <identifiers>
          <isin value="US31402DPF14"/>
        </identifiers>
        <balance>534380.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596091.95000000</valUSD>
        <pctVal>0.019973313090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36208DUE3</cusip>
        <identifiers>
          <isin value="US36208DUE39"/>
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        <balance>349.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350.47000000</valUSD>
        <pctVal>0.000011743233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Country Garden Holdings Co. Ltd.</name>
        <lei>549300MGHLPT1EFHGF84</lei>
        <title>Country Garden Holdings Co. Ltd.</title>
        <cusip>AL2949884</cusip>
        <identifiers>
          <isin value="XS1512953040"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378974.62000000</valUSD>
        <pctVal>0.012698340816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>3133TENT7</cusip>
        <identifiers>
          <isin value="US3133TENT72"/>
        </identifiers>
        <balance>9433.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>505.84000000</valUSD>
        <pctVal>0.000016949231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.60887000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36207GK65</cusip>
        <identifiers>
          <isin value="US36207GK658"/>
        </identifiers>
        <balance>2934.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3181.54000000</valUSD>
        <pctVal>0.000106604181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31391AKD0</cusip>
        <identifiers>
          <isin value="US31391AKD09"/>
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        <balance>2782.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2792.25000000</valUSD>
        <pctVal>0.000093560202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36204WPT8</cusip>
        <identifiers>
          <isin value="US36204WPT89"/>
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        <balance>186.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187.59000000</valUSD>
        <pctVal>0.000006285597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>3136AXQT5</cusip>
        <identifiers>
          <isin value="US3136AXQT58"/>
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        <balance>549007.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65218.32000000</valUSD>
        <pctVal>0.002185276826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-25</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31283GY84</cusip>
        <identifiers>
          <isin value="US31283GY846"/>
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        <balance>308.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312.13000000</valUSD>
        <pctVal>0.000010458571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WAMU Mortgage Pass-Through Certificates Trust, Series 2003-AR10, Class A7</title>
        <cusip>92922FEB0</cusip>
        <identifiers>
          <isin value="US92922FEB04"/>
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        <balance>110375.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111692.27000000</valUSD>
        <pctVal>0.003742484156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.49187200</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>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>3133TJD75</cusip>
        <identifiers>
          <isin value="US3133TJD758"/>
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        <balance>168553.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23764.90000000</valUSD>
        <pctVal>0.000796292901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.96075000</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>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>Danske Bank A/S</title>
        <cusip>23636ABA8</cusip>
        <identifiers>
          <isin value="US23636ABA88"/>
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        <balance>4972000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4905939.52000000</valUSD>
        <pctVal>0.164383810313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.97600000</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>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
        <cusip>44891AAY3</cusip>
        <identifiers>
          <isin value="US44891AAY38"/>
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        <balance>16000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16085149.60000000</valUSD>
        <pctVal>0.538966730009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31335HSB0</cusip>
        <identifiers>
          <isin value="US31335HSB05"/>
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        <balance>383.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384.22000000</valUSD>
        <pctVal>0.000012874098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Energy Transfer L.P.</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer L.P.</title>
        <cusip>29278NAP8</cusip>
        <identifiers>
          <isin value="US29278NAP87"/>
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        <balance>4079000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4211792.86000000</valUSD>
        <pctVal>0.141124968165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31383BZK6</cusip>
        <identifiers>
          <isin value="US31383BZK69"/>
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        <balance>1431.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1436.28000000</valUSD>
        <pctVal>0.000048125578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31382P3M7</cusip>
        <identifiers>
          <isin value="US31382P3M70"/>
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        <balance>331.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369.12000000</valUSD>
        <pctVal>0.000012368141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280CS6</cusip>
        <identifiers>
          <isin value="US404280CS68"/>
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        <balance>2704000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2674445.17000000</valUSD>
        <pctVal>0.089612904058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.97600000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31394B6Z2</cusip>
        <identifiers>
          <isin value="US31394B6Z28"/>
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        <balance>796585.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139744.42000000</valUSD>
        <pctVal>0.004682430375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.60800000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36203R5K1</cusip>
        <identifiers>
          <isin value="US36203R5K12"/>
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        <balance>690.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>765.10000000</valUSD>
        <pctVal>0.000025636282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust, Series 2013-6, Class A2</title>
        <cusip>81745BAB1</cusip>
        <identifiers>
          <isin value="US81745BAB18"/>
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        <balance>897604.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899922.16000000</valUSD>
        <pctVal>0.030153782582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-25</maturityDt>
          <couponKind>Variable</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>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>31397TEH1</cusip>
        <identifiers>
          <isin value="US31397TEH14"/>
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        <balance>853412.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143985.53000000</valUSD>
        <pctVal>0.004824537676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.98075000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38377VGZ3</cusip>
        <identifiers>
          <isin value="US38377VGZ31"/>
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        <balance>1293966.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189768.90000000</valUSD>
        <pctVal>0.006358605672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.56087000</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>Republic of Turkey Bond</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
        <title>Republic of Turkey Bond</title>
        <cusip>900123DB3</cusip>
        <identifiers>
          <isin value="US900123DB31"/>
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        <balance>5690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5343518.83000000</valUSD>
        <pctVal>0.179045824388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31396PVF5</cusip>
        <identifiers>
          <isin value="US31396PVF51"/>
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        <balance>899481.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1014575.85000000</valUSD>
        <pctVal>0.033995495336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Wabtec Corp.</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>Wabtec Corp.</title>
        <cusip>960386AN0</cusip>
        <identifiers>
          <isin value="US960386AN02"/>
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        <balance>3698000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3938788.58000000</valUSD>
        <pctVal>0.131977386219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36204EG92</cusip>
        <identifiers>
          <isin value="US36204EG922"/>
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        <balance>323.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>325.13000000</valUSD>
        <pctVal>0.000010894163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</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>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Trust, Series 2021-VOLT D</title>
        <cusip>05609VAL9</cusip>
        <identifiers>
          <isin value="US05609VAL99"/>
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        <balance>6464000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6439347.60000000</valUSD>
        <pctVal>0.215763869511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.73951000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>3136A1QW8</cusip>
        <identifiers>
          <isin value="US3136A1QW80"/>
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        <balance>434078.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79919.45000000</valUSD>
        <pctVal>0.002677869071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.45800000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36224PM47</cusip>
        <identifiers>
          <isin value="US36224PM478"/>
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        <balance>516.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518.36000000</valUSD>
        <pctVal>0.000017368740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31283GNK9</cusip>
        <identifiers>
          <isin value="US31283GNK93"/>
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        <balance>0.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.72000000</valUSD>
        <pctVal>0.000000024125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31397QWP9</cusip>
        <identifiers>
          <isin value="US31397QWP98"/>
        </identifiers>
        <balance>95196.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102382.35000000</valUSD>
        <pctVal>0.003430535727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-25</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392EGP9</cusip>
        <identifiers>
          <isin value="US31392EGP97"/>
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        <balance>61145.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12682.47000000</valUSD>
        <pctVal>0.000424952801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.90800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corp.</title>
        <cusip>337932AF4</cusip>
        <identifiers>
          <isin value="US337932AF44"/>
        </identifiers>
        <balance>3606000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3711583.68000000</valUSD>
        <pctVal>0.124364408719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>Freddie Mac STRIPS</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac STRIPS</title>
        <cusip>31325UP42</cusip>
        <identifiers>
          <isin value="US31325UP422"/>
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        <balance>404056.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21200.92000000</valUSD>
        <pctVal>0.000710381364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.27014200</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>Santander Retail Auto Lease Trust</name>
        <lei>N/A</lei>
        <title>Santander Retail Auto Lease Trust, Series 2019-B, Class C</title>
        <cusip>80281GAG1</cusip>
        <identifiers>
          <isin value="US80281GAG10"/>
        </identifiers>
        <balance>1555000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1572381.95000000</valUSD>
        <pctVal>0.052685960590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77000000</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>Vendee Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Vendee Mortgage Trust, Series 1995-2B, Class 2IO</title>
        <cusip>911760GA8</cusip>
        <identifiers>
          <isin value="US911760GA83"/>
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        <balance>739997.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6878.28000000</valUSD>
        <pctVal>0.000230471221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.79250000</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>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D</title>
        <cusip>03066KAH3</cusip>
        <identifiers>
          <isin value="US03066KAH32"/>
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        <balance>3700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3815597.62000000</valUSD>
        <pctVal>0.127849614297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust, Series 2020-1, Class A1</title>
        <cusip>92536PAA2</cusip>
        <identifiers>
          <isin value="US92536PAA21"/>
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        <balance>3275798.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3295059.00000000</valUSD>
        <pctVal>0.110407874255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.41700000</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>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
        <cusip>00774MAT2</cusip>
        <identifiers>
          <isin value="US00774MAT27"/>
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        <balance>19737000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19687074.07000000</valUSD>
        <pctVal>0.659656776518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.15000000</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>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31403DLW7</cusip>
        <identifiers>
          <isin value="US31403DLW73"/>
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        <balance>155748.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179753.04000000</valUSD>
        <pctVal>0.006023003241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</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>MMAF Equipment Finance LLC</name>
        <lei>N/A</lei>
        <title>MMAF Equipment Finance LLC, Series 2020-A, Class A3</title>
        <cusip>60700MAC2</cusip>
        <identifiers>
          <isin value="US60700MAC29"/>
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        <balance>5800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5751077.58000000</valUSD>
        <pctVal>0.192701936531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.97000000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36209CZ74</cusip>
        <identifiers>
          <isin value="US36209CZ743"/>
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        <balance>2977.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2988.82000000</valUSD>
        <pctVal>0.000100146693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36213GPS4</cusip>
        <identifiers>
          <isin value="US36213GPS48"/>
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        <balance>15059.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16685.10000000</valUSD>
        <pctVal>0.000559069328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA, Inc.</title>
        <cusip>87264ABR5</cusip>
        <identifiers>
          <isin value="US87264ABR59"/>
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        <balance>4337000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4290355.57000000</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>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36211KNJ9</cusip>
        <identifiers>
          <isin value="US36211KNJ96"/>
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        <balance>13056.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13108.30000000</valUSD>
        <pctVal>0.000439221130</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA</title>
        <cusip>61691NAF2</cusip>
        <identifiers>
          <isin value="US61691NAF24"/>
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        <balance>8627698.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334335.39000000</valUSD>
        <pctVal>0.011202609634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.92060000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust, Series 2017-CLS, Class B</title>
        <cusip>61691LAG4</cusip>
        <identifiers>
          <isin value="US61691LAG41"/>
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        <balance>3944000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3937963.71000000</valUSD>
        <pctVal>0.131949747217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.94000000</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>IP Lending II Ltd.</name>
        <lei>N/A</lei>
        <title>IP Lending II Ltd., Series 2021-2A, Class SNR</title>
        <cusip>44988WAA1</cusip>
        <identifiers>
          <isin value="US44988WAA18"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4940495.80000000</valUSD>
        <pctVal>0.165541691073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</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>JP Morgan Chase Commercial Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class AS</title>
        <cusip>46641BAH6</cusip>
        <identifiers>
          <isin value="US46641BAH69"/>
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        <balance>2335000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2460085.48000000</valUSD>
        <pctVal>0.082430332304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.51690000</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</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31296YGA5</cusip>
        <identifiers>
          <isin value="US31296YGA55"/>
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        <balance>55622.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63313.85000000</valUSD>
        <pctVal>0.002121463557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>CenterPoint Energy, Inc.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
        <cusip>15189TAW7</cusip>
        <identifiers>
          <isin value="US15189TAW71"/>
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        <balance>9432000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9693380.53000000</valUSD>
        <pctVal>0.324797079101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc.</title>
        <cusip>78355HKQ1</cusip>
        <identifiers>
          <isin value="US78355HKQ10"/>
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        <balance>5716000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6299615.03000000</valUSD>
        <pctVal>0.211081836194</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>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2013-K28, Class C</title>
        <cusip>30291HAG2</cusip>
        <identifiers>
          <isin value="US30291HAG20"/>
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        <balance>530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>544714.28000000</valUSD>
        <pctVal>0.018251796320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.60901500</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>MPLX L.P.</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX L.P.</title>
        <cusip>55336VBK5</cusip>
        <identifiers>
          <isin value="US55336VBK52"/>
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        <balance>5543000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5679449.98000000</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>2022-12-01</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sealed Air Corp.</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>Sealed Air Corp.</title>
        <cusip>81211KAZ3</cusip>
        <identifiers>
          <isin value="US81211KAZ30"/>
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        <balance>2815000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2746100.09000000</valUSD>
        <pctVal>0.092013852689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.57300000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36207YPK0</cusip>
        <identifiers>
          <isin value="US36207YPK00"/>
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        <balance>3670.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3684.67000000</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>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Agile Group Holdings Ltd.</name>
        <lei>549300ZRISRT38EEYY07</lei>
        <title>Agile Group Holdings Ltd.</title>
        <cusip>BP4631803</cusip>
        <identifiers>
          <isin value="XS2343627712"/>
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        <balance>413000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259157.50000000</valUSD>
        <pctVal>0.008683616491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Credit Suisse Mortgage Trust, Series 2021-NQM2, Class A1</title>
        <cusip>12662EAA1</cusip>
        <identifiers>
          <isin value="US12662EAA10"/>
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        <balance>7442310.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7407150.24000000</valUSD>
        <pctVal>0.248192130183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.17900000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31394CXB3</cusip>
        <identifiers>
          <isin value="US31394CXB35"/>
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        <balance>364312.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55766.27000000</valUSD>
        <pctVal>0.001868566033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.95800000</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>Flagstar Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Flagstar Mortgage Trust, Series 2021-8INV, Class A6</title>
        <cusip>33852HAD4</cusip>
        <identifiers>
          <isin value="US33852HAD44"/>
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        <balance>2401104.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2448393.77000000</valUSD>
        <pctVal>0.082038576998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-25</maturityDt>
          <couponKind>Variable</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36224JLB6</cusip>
        <identifiers>
          <isin value="US36224JLB60"/>
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        <balance>48.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48.88000000</valUSD>
        <pctVal>0.000001637827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</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>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>3136FCHZ2</cusip>
        <identifiers>
          <isin value="US3136FCHZ28"/>
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        <balance>144254.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24099.43000000</valUSD>
        <pctVal>0.000807502031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36208LRE9</cusip>
        <identifiers>
          <isin value="US36208LRE91"/>
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        <balance>35.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35.54000000</valUSD>
        <pctVal>0.000001190842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust, Series 2020-1, Class A1</title>
        <cusip>03464RAA1</cusip>
        <identifiers>
          <isin value="US03464RAA14"/>
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        <balance>1735771.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1742600.10000000</valUSD>
        <pctVal>0.058389477310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.15613000</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>Viatris, Inc.</name>
        <lei>254900ZZTSW7NL773X71</lei>
        <title>Viatris, Inc.</title>
        <cusip>92556VAA4</cusip>
        <identifiers>
          <isin value="US92556VAA44"/>
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        <balance>5715000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5724547.08000000</valUSD>
        <pctVal>0.191812976392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Alliant Energy Finance, LLC</name>
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        <title>Alliant Energy Finance, LLC</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OCP CLO Ltd.</name>
        <lei>N/A</lei>
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        <balance>9602000.00000000</balance>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Western Midstream Operating L.P.</name>
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        <title>Western Midstream Operating L.P.</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>U.S. Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
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          <isin value="US91282CDH16"/>
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        <balance>21957400.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21906795.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust, Inc.</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust, Inc., Series 2021-INV3, Class A3A</title>
        <cusip>17329VBA6</cusip>
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          <isin value="US17329VBA61"/>
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        <balance>6755794.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6823163.19000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
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        <balance>39476.18000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.01075000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Trust, Series 2021-VOLT, Class A</title>
        <cusip>05609VAA3</cusip>
        <identifiers>
          <isin value="US05609VAA35"/>
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        <balance>6565000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COMM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM Mortgage Trust, Series 2014-CR20, Class ASB</title>
        <cusip>12592LBG6</cusip>
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          <isin value="US12592LBG68"/>
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        <balance>422376.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>436108.65000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30500000</annualizedRt>
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      <invstOrSec>
        <name>Neuberger Berman Loan Advisers CLO 24 Ltd.</name>
        <lei>549300E610NX15ZSSH14</lei>
        <title>Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR</title>
        <cusip>64130HAL5</cusip>
        <identifiers>
          <isin value="US64130HAL50"/>
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        <balance>7455000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.14363000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp.</title>
        <cusip>31335PFM2</cusip>
        <identifiers>
          <isin value="US31335PFM23"/>
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        <balance>16964.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17134.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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      <invstOrSec>
        <name>Onslow Bay Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1</title>
        <cusip>67115DAA0</cusip>
        <identifiers>
          <isin value="US67115DAA00"/>
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        <balance>7120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7136161.69000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.95700000</annualizedRt>
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      <invstOrSec>
        <name>Athene Global Funding</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
        <cusip>04685A2S9</cusip>
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          <isin value="US04685A2S92"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4986406.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.95000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31386HVV0</cusip>
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          <isin value="US31386HVV04"/>
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        <balance>48340.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54478.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>Morgan Stanley BAML Trust</name>
        <lei>549300PFVBG5704L7K74</lei>
        <title>Morgan Stanley BAML Trust, Series 2013-C9, Class AS</title>
        <cusip>61762DAY7</cusip>
        <identifiers>
          <isin value="US61762DAY76"/>
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        <balance>2235000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2290056.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45600000</annualizedRt>
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      <invstOrSec>
        <name>Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Residential Mortgage Loan Trust, Series 2019-3, Class A1</title>
        <cusip>76119NAA5</cusip>
        <identifiers>
          <isin value="US76119NAA54"/>
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        <balance>664792.65000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.63300000</annualizedRt>
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      <invstOrSec>
        <name>Oneok Partners LP</name>
        <lei>T4DHW82NMF6BXJT50795</lei>
        <title>Oneok Partners LP</title>
        <cusip>68268NAP8</cusip>
        <identifiers>
          <isin value="US68268NAP87"/>
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        <balance>4160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4567595.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</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>Santander Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust, Series 2019-2, Class D</title>
        <cusip>80286GAG6</cusip>
        <identifiers>
          <isin value="US80286GAG64"/>
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        <balance>2675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2735444.84000000</valUSD>
        <pctVal>0.091656826153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</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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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
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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>Pernod Ricard S.A.</name>
        <lei>52990097YFPX9J0H5D87</lei>
        <title>Pernod Ricard S.A.</title>
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          <isin value="US714264AH16"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Air Lease Corp.</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corp.</title>
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          <isin value="US00914AAM45"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac STRIPS</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac STRIPS</title>
        <cusip>31282YCU1</cusip>
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          <isin value="US31282YCU10"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust, Series 2019-3, Class D</title>
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          <isin value="US26209WAG87"/>
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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>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.18000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hilton Grand Vacations Trust</name>
        <lei>N/A</lei>
        <title>Hilton Grand Vacations Trust, Series 2019 AA, Class A</title>
        <cusip>43284HAA7</cusip>
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          <isin value="US43284HAA77"/>
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        <curCd>USD</curCd>
        <valUSD>2384697.67000000</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>2033-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.34000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
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          <isin value="US31371KSD45"/>
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        <balance>21940.16000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>Energy Transfer L.P.</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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          <isin value="US29278NAL73"/>
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        <curCd>USD</curCd>
        <valUSD>3016657.70000000</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>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>USAA Capital Corp.</name>
        <lei>5493007XLF4LU3U2W757</lei>
        <title>USAA Capital Corp.</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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        <name>Goldman Sachs Group, Inc. (The)</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>United Airlines Pass Through Trust</name>
        <lei>N/A</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>T-Mobile USA, Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust 2021-7</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust 2021-7, Series 2021-7, Class A1</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>1.97800000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31403DWC9</cusip>
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          <isin value="US31403DWC90"/>
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        <balance>50065.47000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <name>Triton Container International Ltd.</name>
        <lei>549300O4LZFLCX53XZ54</lei>
        <title>Triton Container International Ltd.</title>
        <cusip>89680YAB1</cusip>
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        <balance>8984000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.15000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac STRIPS</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac STRIPS</title>
        <cusip>31282YCE7</cusip>
        <identifiers>
          <isin value="US31282YCE77"/>
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        <balance>17547.98000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36206FLF7</cusip>
        <identifiers>
          <isin value="US36206FLF70"/>
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        <balance>1538.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1544.64000000</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>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31390NRM6</cusip>
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        <balance>39846.28000000</balance>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Freddie Mac STRIPS</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <balance>1953.28000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2025-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
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      <invstOrSec>
        <name>Santander Retail Auto Lease Trust</name>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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      <invstOrSec>
        <name>Motel Trust</name>
        <lei>N/A</lei>
        <title>Motel Trust</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Delta Air Lines, Inc. / SkyMiles IP Ltd.</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>Penske Truck Leasing Co. L.P. / PTL Finance Corp.</name>
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        <balance>4335000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.20000000</annualizedRt>
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        <name>PPM CLO 3 Ltd.</name>
        <lei>549300UEAJV6RALDS969</lei>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
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        <identifiers>
          <isin value="US31410KQD99"/>
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        <balance>400567.37000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>Tennessee Gas Pipeline Co. LLC</name>
        <lei>OP63ORXB4ZHLAWFS1Q36</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <name>MFRA Trust</name>
        <lei>N/A</lei>
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          <isin value="US55284FAC14"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Phillips 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>Phillips 66</title>
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        <balance>776000.00000000</balance>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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        <name>Credit Suisse AG</name>
        <lei>549300D0YARF5HYP1809</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Goldman Sachs Group, Inc. (The)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <name>NBN Co. Ltd.</name>
        <lei>2549007CRZ2NT7S96A24</lei>
        <title>NBN Co. Ltd.</title>
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        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Fresenius Medical Care US Finance III, Inc.</name>
        <lei>5299006ZHLMXOOUVTU44</lei>
        <title>Fresenius Medical Care US Finance III, Inc.</title>
        <cusip>35805BAC2</cusip>
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        <balance>2121000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2026-12-01</maturityDt>
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          <annualizedRt>1.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada</title>
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          <isin value="US78016EZP59"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7981597.36000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57337000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>31339W2H8</cusip>
        <identifiers>
          <isin value="US31339W2H82"/>
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        <balance>129505.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149993.48000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust, Inc.</name>
        <lei>549300R1KUK063S4I339</lei>
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          <isin value="US17307GLB22"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.85196600</annualizedRt>
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      <invstOrSec>
        <name>Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Equitable Financial Life Global Funding</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>Equitable Financial Life Global Funding</title>
        <cusip>29449WAC1</cusip>
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          <isin value="US29449WAC10"/>
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        <balance>6667000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6617855.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co., Series V</title>
        <cusip>48127FAA1</cusip>
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          <isin value="US48127FAA12"/>
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        <balance>1390000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1379330.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.45088000</annualizedRt>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust, Series 2020-3, Class A1</title>
        <cusip>03465LAA3</cusip>
        <identifiers>
          <isin value="US03465LAA35"/>
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        <balance>5023518.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5053841.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.69100000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31395D7F0</cusip>
        <identifiers>
          <isin value="US31395D7F08"/>
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        <balance>39252.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61432.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>23.86186200</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36201LSK1</cusip>
        <identifiers>
          <isin value="US36201LSK16"/>
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        <balance>39627.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43902.56000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>NextEra Energy Operating Partners L.P.</name>
        <lei>549300KJEC5IUVJWR786</lei>
        <title>NextEra Energy Operating Partners L.P.</title>
        <cusip>65342QAC6</cusip>
        <identifiers>
          <isin value="US65342QAC69"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393063.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>Hercules Capital, Inc.</name>
        <lei>549300UJ5OC256GR2B73</lei>
        <title>Hercules Capital, Inc.</title>
        <cusip>427096AH5</cusip>
        <identifiers>
          <isin value="US427096AH50"/>
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        <balance>2144000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2116452.02000000</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>2026-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fiserv, Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>Fiserv, Inc.</title>
        <cusip>337738AQ1</cusip>
        <identifiers>
          <isin value="US337738AQ13"/>
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        <balance>3699000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3886659.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rogers Communications, Inc.</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>Rogers Communications, Inc.</title>
        <cusip>775109BE0</cusip>
        <identifiers>
          <isin value="US775109BE00"/>
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        <balance>11973000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12794617.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31403J7C4</cusip>
        <identifiers>
          <isin value="US31403J7C42"/>
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        <balance>3335.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3721.39000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>CCG Receivables Trust</name>
        <lei>N/A</lei>
        <title>CCG Receivables Trust, Series 2019-1, Class C</title>
        <cusip>12510GAD4</cusip>
        <identifiers>
          <isin value="US12510GAD43"/>
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        <balance>555000.00000000</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>2026-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MMAF Equipment Finance LLC</name>
        <lei>N/A</lei>
        <title>MMAF Equipment Finance LLC, Series 2020-A, Class A2</title>
        <cusip>60700MAB4</cusip>
        <identifiers>
          <isin value="US60700MAB46"/>
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        <balance>3699377.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3703639.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.74000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VEON Holdings B.V.</name>
        <lei>5493000XDKGUH5NQGE22</lei>
        <title>VEON Holdings B.V.</title>
        <cusip>92334VAA3</cusip>
        <identifiers>
          <isin value="US92334VAA35"/>
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        <balance>3001000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3068237.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-09</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="309437.00000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36224JMS8</cusip>
        <identifiers>
          <isin value="US36224JMS86"/>
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        <balance>108.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109.30000000</valUSD>
        <pctVal>0.000003662326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Microchip Technology, Inc.</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc.</title>
        <cusip>595017AP9</cusip>
        <identifiers>
          <isin value="US595017AP92"/>
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        <balance>3694000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3868862.21000000</valUSD>
        <pctVal>0.129634356287</pctVal>
        <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>4.33300000</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>Saudi Arabian Oil Co.</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>Saudi Arabian Oil Co.</title>
        <cusip>80414L2A2</cusip>
        <identifiers>
          <isin value="US80414L2A26"/>
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        <balance>14633000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14759019.40000000</valUSD>
        <pctVal>0.494531951643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2017-K724, Class B</title>
        <cusip>30295XAS7</cusip>
        <identifiers>
          <isin value="US30295XAS71"/>
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        <balance>1395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1448971.71000000</valUSD>
        <pctVal>0.048550841231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25613000</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>Berry Global, Inc.</name>
        <lei>549300AP2Q7ERHX6RI89</lei>
        <title>Berry Global, Inc.</title>
        <cusip>08576PAF8</cusip>
        <identifiers>
          <isin value="US08576PAF80"/>
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        <balance>9251000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9020465.08000000</valUSD>
        <pctVal>0.302249633247</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>1.65000000</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>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust, Series 2020-SFR1, Class A</title>
        <cusip>74331CAA6</cusip>
        <identifiers>
          <isin value="US74331CAA62"/>
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        <balance>5005000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4986007.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.73200000</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>Federal Home Loan Mortgage Corp., ARM</title>
        <cusip>3128QGFN7</cusip>
        <identifiers>
          <isin value="US3128QGFN76"/>
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        <balance>18179.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18966.71000000</valUSD>
        <pctVal>0.000635519464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.83600000</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>GCAT</name>
        <lei>N/A</lei>
        <title>GCAT, Series 2020-NQM2, Class A1</title>
        <cusip>36166RAA2</cusip>
        <identifiers>
          <isin value="US36166RAA23"/>
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        <balance>1458129.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1463099.44000000</valUSD>
        <pctVal>0.049024220505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.55500000</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>Invesco Private Prime Fund</name>
        <lei>N/A</lei>
        <title>Invesco Private Prime Fund</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2487474"/>
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        <balance>64508256.33000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64527608.02000000</valUSD>
        <pctVal>2.162133070235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>PF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="64527608.02000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392ERQ5</cusip>
        <identifiers>
          <isin value="US31392ERQ51"/>
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        <balance>69157.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15025.64000000</valUSD>
        <pctVal>0.000503465634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.90800000</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>Motel Trust</name>
        <lei>N/A</lei>
        <title>Motel Trust</title>
        <cusip>61977KAE6</cusip>
        <identifiers>
          <isin value="US61977KAE64"/>
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        <balance>780000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>780063.26000000</valUSD>
        <pctVal>0.026137658330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.28950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61772BAA1</cusip>
        <identifiers>
          <isin value="US61772BAA17"/>
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        <balance>8036000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8016850.37000000</valUSD>
        <pctVal>0.268621413933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.73100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="438977.12000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2013-K30, Class C</title>
        <cusip>30291KAQ3</cusip>
        <identifiers>
          <isin value="US30291KAQ31"/>
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        <balance>917000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>945784.08000000</valUSD>
        <pctVal>0.031690482561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.66652500</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>KNDL Mortgage Trust</name>
        <lei>N/A</lei>
        <title>KNDL Mortgage Trust, Series 2019-KNSQ, Class A</title>
        <cusip>482598AA7</cusip>
        <identifiers>
          <isin value="US482598AA71"/>
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        <balance>7750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7756089.95000000</valUSD>
        <pctVal>0.259884088240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.88900000</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>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Credit Suisse Mortgage Trust, Series 2020-AFC1, Class A1</title>
        <cusip>12597MAA3</cusip>
        <identifiers>
          <isin value="US12597MAA36"/>
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        <balance>6785566.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6816358.16000000</valUSD>
        <pctVal>0.228396400370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.24000000</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>F&amp;G Global Funding</name>
        <lei>6354009CCUKJIZ7KFX73</lei>
        <title>F&amp;G Global Funding</title>
        <cusip>30321L2B7</cusip>
        <identifiers>
          <isin value="US30321L2B72"/>
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        <balance>7710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7613001.57000000</valUSD>
        <pctVal>0.255089611459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="343387.73000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bear Stearns Adjustable Rate Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1</title>
        <cusip>07387AEG6</cusip>
        <identifiers>
          <isin value="US07387AEG67"/>
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        <balance>138288.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141323.73000000</valUSD>
        <pctVal>0.004735348475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.75613000</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>Sino-Ocean Land Treasure IV Ltd.</name>
        <lei>213800EAGXDYG9QWS896</lei>
        <title>Sino-Ocean Land Treasure IV Ltd.</title>
        <cusip>AW8945916</cusip>
        <identifiers>
          <isin value="XS1901718509"/>
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        <balance>807000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799071.96000000</valUSD>
        <pctVal>0.026774584758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Trust, Series 2021-VOLT, Class B</title>
        <cusip>05609VAG0</cusip>
        <identifiers>
          <isin value="US05609VAG05"/>
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        <balance>11325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11262386.34000000</valUSD>
        <pctVal>0.377369915028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.03951000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31384A6E3</cusip>
        <identifiers>
          <isin value="US31384A6E34"/>
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        <balance>40380.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41503.92000000</valUSD>
        <pctVal>0.001390676033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GA Global Funding Trust</name>
        <lei>54930029I8ROQ4OROZ88</lei>
        <title>GA Global Funding Trust</title>
        <cusip>36143L2A2</cusip>
        <identifiers>
          <isin value="US36143L2A26"/>
        </identifiers>
        <balance>1387000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1386121.22000000</valUSD>
        <pctVal>0.046444903523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1263142.13000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCP CLO Ltd.</name>
        <lei>254900M77QLN2EBJHE11</lei>
        <title>OCP CLO Ltd., Series 2017-13A, Class A1AR</title>
        <cusip>67097LAH9</cusip>
        <identifiers>
          <isin value="US67097LAH96"/>
        </identifiers>
        <balance>5145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5152604.31000000</valUSD>
        <pctVal>0.172648832311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08375000</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</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31283GLF2</cusip>
        <identifiers>
          <isin value="US31283GLF27"/>
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        <balance>0.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.70000000</valUSD>
        <pctVal>0.000000023454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</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>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>Fifth Third Bancorp</title>
        <cusip>316773CZ1</cusip>
        <identifiers>
          <isin value="US316773CZ10"/>
        </identifiers>
        <balance>4194000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4244275.95000000</valUSD>
        <pctVal>0.142213382337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Moody's Corp.</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>Moody's Corp.</title>
        <cusip>615369AK1</cusip>
        <identifiers>
          <isin value="US615369AK14"/>
        </identifiers>
        <balance>6101000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6225629.21000000</valUSD>
        <pctVal>0.208602785861</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>2.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31400DMD1</cusip>
        <identifiers>
          <isin value="US31400DMD11"/>
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        <balance>21437.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22564.76000000</valUSD>
        <pctVal>0.000756079689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>31392MHL9</cusip>
        <identifiers>
          <isin value="US31392MHL90"/>
        </identifiers>
        <balance>98152.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113085.13000000</valUSD>
        <pctVal>0.003789154856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2013-K29, Class C</title>
        <cusip>30291JAL7</cusip>
        <identifiers>
          <isin value="US30291JAL70"/>
        </identifiers>
        <balance>1915000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1972624.46000000</valUSD>
        <pctVal>0.066096926741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.59408400</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>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36208WEG4</cusip>
        <identifiers>
          <isin value="US36208WEG42"/>
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        <balance>635.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>695.83000000</valUSD>
        <pctVal>0.000023315245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Country Garden Holdings Co. Ltd.</name>
        <lei>549300MGHLPT1EFHGF84</lei>
        <title>Country Garden Holdings Co. Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2240971742"/>
        </identifiers>
        <balance>1903000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1702853.88000000</valUSD>
        <pctVal>0.057057696708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-22</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31383S2A7</cusip>
        <identifiers>
          <isin value="US31383S2A77"/>
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        <balance>231.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231.87000000</valUSD>
        <pctVal>0.000007769291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Co.</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Co., Series F</title>
        <cusip>233331BG1</cusip>
        <identifiers>
          <isin value="US233331BG16"/>
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        <balance>4413000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4339380.83000000</valUSD>
        <pctVal>0.145400071144</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>1.05000000</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>American International Group, Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>American International Group, Inc.</title>
        <cusip>026874DQ7</cusip>
        <identifiers>
          <isin value="US026874DQ70"/>
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        <balance>1586000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1641938.97000000</valUSD>
        <pctVal>0.055016614675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</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>Life Financial Services Trust</name>
        <lei>N/A</lei>
        <title>Life Financial Services Trust, Series 2021-BMR, Class A</title>
        <cusip>53218CAA8</cusip>
        <identifiers>
          <isin value="US53218CAA80"/>
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        <balance>7380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7374234.74000000</valUSD>
        <pctVal>0.247089227204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.79000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac, Series 2018-HQA1, Class M2, STACR</title>
        <cusip>3137G0UD9</cusip>
        <identifiers>
          <isin value="US3137G0UD91"/>
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        <balance>1178909.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1191852.55000000</valUSD>
        <pctVal>0.039935523604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.39200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>UBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>UBS Commercial Mortgage Trust, Series 2017-C5, Class XA</title>
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          <isin value="US90276TAH77"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2050-11-15</maturityDt>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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          <isin value="US36209ASX99"/>
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        <balance>975.21000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
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          <isin value="US31410GVK65"/>
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        <balance>174815.37000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
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      <invstOrSec>
        <name>Country Garden Holdings Co. Ltd.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>U.S. Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2026-11-30</maturityDt>
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        <name>Williams Cos., Inc. (The)</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Cos., Inc. (The)</title>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392DRP9</cusip>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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        <name>Steel Dynamics, Inc.</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>Steel Dynamics, Inc.</title>
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        <name>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31380JE82</cusip>
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        <name>Capital Lease Funding Securitization L.P.</name>
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        <cusip>140281AK2</cusip>
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        <curCd>USD</curCd>
        <valUSD>200.38000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31403DA33</cusip>
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        <balance>312839.26000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>Marvell Technology, Inc.</name>
        <lei>N/A</lei>
        <title>Marvell Technology, Inc.</title>
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        <name>Becton Dickinson And Co.</name>
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        <name>Credit Suisse Group AG</name>
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        <name>EQT Corp.</name>
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        <name>Humana Inc.</name>
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        <name>Freddie Mac REMICs</name>
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        <name>United Airlines, Inc.</name>
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        <name>Ford Motor Credit Co. LLC</name>
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        <name>Countrywide Home Loans</name>
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        <name>CF Industries, Inc.</name>
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        <name>Dell Equipment Finance Trust</name>
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        <name>Cantor Fitzgerald, L.P.</name>
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        <name>Citigroup Commercial Mortgage Trust</name>
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        <name>Protective Life Global Funding</name>
        <lei>635400EVYITCJYWL2I50</lei>
        <title>Protective Life Global Funding</title>
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        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Textainer Marine Containers Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>MFRA Trust</name>
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        <name>New Residential Mortgage Loan Trust</name>
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      <invstOrSec>
        <name>Bunge Ltd Finance Corp.</name>
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        <name>Comcast Corp.</name>
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        <name>Berry Global, Inc.</name>
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        <name>Credit Suisse AG</name>
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        <title>Credit Suisse AG</title>
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        <name>Freddie Mac REMICs</name>
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        <name>Stellantis Finance US, Inc.</name>
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        <name>Lennar Corp.</name>
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        <name>Deutsche Bank Aktiengesellschaft</name>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Microchip Technology, Inc.</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc.</title>
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          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Viatris, Inc.</name>
        <lei>254900ZZTSW7NL773X71</lei>
        <title>Viatris, Inc.</title>
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          <isin value="US92556VAB27"/>
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        <balance>3401000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3395787.12000000</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>2025-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Canadian Natural Resources Ltd.</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>Canadian Natural Resources Ltd.</title>
        <cusip>136385AW1</cusip>
        <identifiers>
          <isin value="US136385AW17"/>
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        <balance>3836000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3912820.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31406EPY4</cusip>
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          <isin value="US31406EPY40"/>
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        <balance>24137.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26910.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31411YAD5</cusip>
        <identifiers>
          <isin value="US31411YAD58"/>
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        <balance>70.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73.35000000</valUSD>
        <pctVal>0.000002457745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Truist Bank</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>Truist Bank</title>
        <cusip>86787EBC0</cusip>
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          <isin value="US86787EBC03"/>
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        <balance>3144000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3298676.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</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>Energy Transfer L.P.</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer L.P.</title>
        <cusip>29278NAM5</cusip>
        <identifiers>
          <isin value="US29278NAM56"/>
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        <balance>3787000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4083045.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE Energy Co.</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Co., Series C</title>
        <cusip>233331AW7</cusip>
        <identifiers>
          <isin value="US233331AW74"/>
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        <balance>4809000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4970091.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.52900000</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>Sumitomo Mitsui Trust Bank Ltd.</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>Sumitomo Mitsui Trust Bank Ltd.</title>
        <cusip>86563VAW9</cusip>
        <identifiers>
          <isin value="US86563VAW90"/>
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        <balance>7666000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7575145.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.80000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>Danske Bank A/S</title>
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          <isin value="US23636AAQ40"/>
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        <balance>5898000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5949723.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.17413000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC</name>
        <lei>N/A</lei>
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        <cusip>85208NAD2</cusip>
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          <isin value="US85208NAD21"/>
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        <balance>10746750.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11222508.62000000</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>2025-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.73800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PNC Bank NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC Bank NA</title>
        <cusip>69353RFR4</cusip>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8000524.96000000</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>2022-12-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.54600000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31297BTP7</cusip>
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          <isin value="US31297BTP75"/>
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        <balance>83157.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90194.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Leidos, Inc.</name>
        <lei>5493006I78VIN6J1BQ95</lei>
        <title>Leidos, Inc.</title>
        <cusip>52532XAD7</cusip>
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          <isin value="US52532XAD75"/>
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        <balance>1227000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1310564.84000000</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>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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        <name>Logan Group Co. Ltd.</name>
        <lei>549300NJ0E6Q0S1VOG90</lei>
        <title>Logan Group Co. Ltd.</title>
        <cusip>N/A</cusip>
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        <balance>1059000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>942510.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>POSCO</name>
        <lei>988400E5HRVX81AYLM04</lei>
        <title>POSCO</title>
        <cusip>693483AG4</cusip>
        <identifiers>
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        <balance>5021000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5098580.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31410FV77</cusip>
        <identifiers>
          <isin value="US31410FV777"/>
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        <balance>309450.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>352329.19000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Penske Truck Leasing Co., L.P. / PTL Finance Corp.</name>
        <lei>N/A</lei>
        <title>Penske Truck Leasing Co., L.P. / PTL Finance Corp.</title>
        <cusip>709599BF0</cusip>
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        <balance>5542000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5845038.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</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>GA Global Funding Trust</name>
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      <invstOrSec>
        <name>United Airlines Pass Through Trust</name>
        <lei>N/A</lei>
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          <isin value="US90931GAA76"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Blackstone Private Credit Fund</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-15</maturityDt>
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      <invstOrSec>
        <name>Mizuho Financial Group Cayman 3 Ltd.</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GA Global Funding Trust</name>
        <lei>54930029I8ROQ4OROZ88</lei>
        <title>GA Global Funding Trust</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DT Auto Owner Trust</name>
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          <isin value="US23343DAG43"/>
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      <invstOrSec>
        <name>COLT 2021-5 Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citigroup, Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-30</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Santander Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
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        <name>Freddie Mac</name>
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        <title>Freddie Mac</title>
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        <name>Synovus Financial Corp.</name>
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        <name>Ford Motor Credit Co. LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
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        <name>Bayview MSR Opportunity Master Fund Trust</name>
        <lei>N/A</lei>
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        <name>WFRBS Commercial Mortgage Trust</name>
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        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
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        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
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        <name>Freddie Mac</name>
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        <name>WAMU Mortgage Pass-Through Certificates Trust</name>
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        <name>Georgia-Pacific LLC</name>
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        <name>Fannie Mae</name>
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        <name>Progress Residential Trust</name>
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        <name>Freddie Mac</name>
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        <name>Boeing Co. (The)</name>
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        <name>Blackstone Private Credit Fund</name>
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        <name>Harley-Davidson Financial Services, Inc.</name>
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        <name>National Securities Clearing Corp.</name>
        <lei>549300RYC9NELN2ICA34</lei>
        <title>National Securities Clearing Corp.</title>
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        <name>MVW Owner Trust</name>
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      <invstOrSec>
        <name>Citigroup, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>East Ohio Gas Co. (The)</name>
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        <name>Freddie Mac</name>
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        <name>National Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae</name>
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        <title>Ginnie Mae</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mello Mortgage Capital Acceptance Trust</name>
        <lei>N/A</lei>
        <title>Mello Mortgage Capital Acceptance Trust, Series 2021-INV3, Class A4</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>CarMax Auto Owner Trust, Series 2018-3, Class A3</title>
        <cusip>14313FAD1</cusip>
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          <isin value="US14313FAD15"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Country Garden Holdings Co. Ltd.</name>
        <lei>549300MGHLPT1EFHGF84</lei>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
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        <balance>127487.73000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>AES Corp. (The)</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp. (The)</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Banco del Estado de Chile</name>
        <lei>5493004R4EJC0W0XVQ72</lei>
        <title>Banco del Estado de Chile</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31384WPS3</cusip>
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        <balance>45279.42000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>38375JSQ9</cusip>
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          <isin value="US38375JSQ93"/>
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        <balance>828715.02000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>VeriSign, Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign, Inc.</title>
        <cusip>92343EAL6</cusip>
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        <balance>583000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>World Financial Network Credit Card Master Trust</name>
        <lei>549300RSY3BGZS85SD04</lei>
        <title>World Financial Network Credit Card Master Trust, Series 2019-C, Class A</title>
        <cusip>981464HF0</cusip>
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        <balance>3130000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.21000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
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          <isin value="US03066MAF32"/>
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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>Cigna Corp.</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp.</title>
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          <isin value="US125523AF71"/>
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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>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Zaxby's Funding LLC</name>
        <lei>N/A</lei>
        <title>Zaxby's Funding LLC, Series 2021-1A, Class A2</title>
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          <isin value="US98920MAA09"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Sirius XM Radio, Inc.</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio, Inc.</title>
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          <isin value="US82967NBL10"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enbridge, Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge, Inc.</title>
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          <isin value="US29250NAQ88"/>
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        <balance>4622000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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      <invstOrSec>
        <name>Star Trust</name>
        <lei>N/A</lei>
        <title>Star Trust, Series 2021-SFR1, Class A</title>
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          <isin value="US85521DAA00"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Boeing Co. (The)</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>Boeing Co. (The)</title>
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          <isin value="US097023CZ63"/>
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        <balance>14400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14603892.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co.</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
        <cusip>95000U2T9</cusip>
        <identifiers>
          <isin value="US95000U2T91"/>
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        <balance>1749000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1732807.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.80500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Logan Group Co. Ltd.</name>
        <lei>549300NJ0E6Q0S1VOG90</lei>
        <title>Logan Group Co. Ltd.</title>
        <cusip>AX3064588</cusip>
        <identifiers>
          <isin value="XS1954961295"/>
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        <balance>470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462950.00000000</valUSD>
        <pctVal>0.015512112343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392EHB9</cusip>
        <identifiers>
          <isin value="US31392EHB92"/>
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        <balance>33815.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6987.60000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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        <balance>41.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>AT&amp;T, Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
        <cusip>00206RMH2</cusip>
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        <balance>4711000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.68923000</annualizedRt>
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      <invstOrSec>
        <name>EQT Corp.</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT Corp.</title>
        <cusip>26884LAM1</cusip>
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          <isin value="US26884LAM19"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2001860.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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        <name>Netflix, Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
        <cusip>64110LAG1</cusip>
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          <isin value="US64110LAG14"/>
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        <balance>6120000.00000000</balance>
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        <valUSD>6685702.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>3133TSMQ3</cusip>
        <identifiers>
          <isin value="US3133TSMQ39"/>
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        <balance>151169.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20190.08000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>GLP Capital L.P. / GLP Financing II, Inc.</name>
        <lei>N/A</lei>
        <title>GLP Capital L.P. / GLP Financing II, Inc.</title>
        <cusip>361841AN9</cusip>
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          <isin value="US361841AN93"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
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      <invstOrSec>
        <name>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class AAB</title>
        <cusip>17322MAX4</cusip>
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          <isin value="US17322MAX48"/>
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        <balance>511137.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>527328.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.47700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>3137B93W3</cusip>
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          <isin value="US3137B93W33"/>
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        <balance>881773.52000000</balance>
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        <curCd>USD</curCd>
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        <name>Santander Drive Auto Receivables Trust</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Southwestern Electric Power Co.</name>
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        <name>Office Properties Income Trust</name>
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        <name>Principal Life Global Funding II</name>
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        <name>Welltower, Inc.</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
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        <name>Santander Holdings USA, Inc.</name>
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        <name>Turkey Government International Bond</name>
        <lei>5493000PCHOG3B6S3Q85</lei>
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        <invCountry>TR</invCountry>
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        <name>Federal National Mortgage Association</name>
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        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <name>Macquarie Group Ltd.</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>Macquarie Group Ltd.</title>
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        <name>Citigroup, Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>Fox Corp.</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corp.</title>
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        <name>Invesco Liquid Assets Portfolio</name>
        <lei>549300DC1W0JSX3QRC47</lei>
        <title>Invesco Liquid Assets Portfolio, Institutional Class</title>
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        <name>CD Commercial Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>Freddie Mac REMICs</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GS Mortgage Securities Trust</name>
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        <name>Citizens Financial Group, Inc.</name>
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        <name>CCG Receivables Trust</name>
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        <name>Fannie Mae REMICs</name>
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        <title>Fannie Mae REMICs, IO</title>
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        <name>Interpublic Group of Cos., Inc. (The)</name>
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        <name>Tencent Holdings Ltd.</name>
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        <name>World Financial Network Credit Card Master Trust</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>GS Mortgage Securities Trust</name>
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        <name>Flagstar Mortgage Trust</name>
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        <name>Freddie Mac</name>
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        <title>Freddie Mac</title>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
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        <name>NatWest Markets PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NatWest Markets PLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royalty Pharma PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.20000000</annualizedRt>
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      <invstOrSec>
        <name>COLT Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>COLT Mortgage Loan Trust</title>
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          <isin value="US19688JAA51"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2065-03-25</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392DCP5</cusip>
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          <isin value="US31392DCP50"/>
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        <balance>64592.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11018.13000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust, Series 2021-2, Class A1</title>
        <cusip>92538FAA2</cusip>
        <identifiers>
          <isin value="US92538FAA21"/>
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        <balance>2692124.61000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2066-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.03100000</annualizedRt>
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      <invstOrSec>
        <name>Swiss Re America Holding Corp.</name>
        <lei>549300TFNR7TTQPWQU29</lei>
        <title>Swiss Re America Holding Corp.</title>
        <cusip>36158FAA8</cusip>
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          <isin value="US36158FAA84"/>
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        <balance>6108000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Athene Global Funding</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
        <cusip>04685A2U4</cusip>
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          <isin value="US04685A2U49"/>
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        <balance>3086000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3048344.81000000</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>2026-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.45000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Simon Property Group L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>Simon Property Group L.P.</title>
        <cusip>828807CV7</cusip>
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          <isin value="US828807CV75"/>
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        <balance>1689000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1808516.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31375VUR2</cusip>
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          <isin value="US31375VUR22"/>
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        <balance>60.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60.77000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Equitable Holdings, Inc.</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>Equitable Holdings, Inc.</title>
        <cusip>054561AC9</cusip>
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          <isin value="US054561AC95"/>
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        <balance>3004000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3124860.62000000</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>2023-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
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      <invstOrSec>
        <name>PNC Financial Services Group, Inc. (The)</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC Financial Services Group, Inc. (The)</title>
        <cusip>693475AV7</cusip>
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          <isin value="US693475AV76"/>
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        <balance>3545000.00000000</balance>
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        <valUSD>3725040.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>World Financial Network Credit Card Master Trust</name>
        <lei>549300RSY3BGZS85SD04</lei>
        <title>World Financial Network Credit Card Master Trust, Series 2019-B, Class A</title>
        <cusip>981464HC7</cusip>
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          <isin value="US981464HC74"/>
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        <balance>3665000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3706481.94000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49000000</annualizedRt>
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      <invstOrSec>
        <name>Goldentree Loan Management US Clo 2 Ltd.</name>
        <lei>549300UYD6YMBA6XSE43</lei>
        <title>Goldentree Loan Management US Clo 2 Ltd., Series 2017-2A, Class AR</title>
        <cusip>38136MAU2</cusip>
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          <isin value="US38136MAU27"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <name>Goldman Sachs Group, Inc. (The)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-27</maturityDt>
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      <invstOrSec>
        <name>Citigroup, Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>American Credit Acceptance Receivables Trust</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Receivables Trust, Series 2019-3, Class C</title>
        <cusip>02529NAE7</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.76000000</annualizedRt>
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        <name>Citizens Bank N.A.</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>Citizens Bank N.A.</title>
        <cusip>17401QAL5</cusip>
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        <balance>3881000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Agile Group Holdings Ltd.</name>
        <lei>549300ZRISRT38EEYY07</lei>
        <title>Agile Group Holdings Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2243343204"/>
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        <balance>1650000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-13</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>Federal National Mortgage Association</title>
        <cusip>313615SS6</cusip>
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          <isin value="US313615SS69"/>
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        <balance>1648.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1837.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>3136AB5N9</cusip>
        <identifiers>
          <isin value="US3136AB5N92"/>
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        <balance>262573.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41824.85000000</valUSD>
        <pctVal>0.001401429467</pctVal>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>AT&amp;T, Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
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          <isin value="US00206RGD89"/>
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        <balance>2732000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2786006.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.29413000</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>Santander Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust, Series 2019-3, Class D</title>
        <cusip>80286HAG4</cusip>
        <identifiers>
          <isin value="US80286HAG48"/>
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        <balance>2230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2265064.07000000</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>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.68000000</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>British Airways Pass Through Trust</name>
        <lei>635400GSHSFIWYIDXC76</lei>
        <title>British Airways Pass Through Trust, Series 2019-1, Class A</title>
        <cusip>11043XAB9</cusip>
        <identifiers>
          <isin value="US11043XAB91"/>
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        <balance>932732.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>927216.42000000</valUSD>
        <pctVal>0.031068334104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</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>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>3136AYAT0</cusip>
        <identifiers>
          <isin value="US3136AYAT06"/>
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        <balance>6342174.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1117367.50000000</valUSD>
        <pctVal>0.037439745521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.00000000</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>Air Lease Corp.</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>Air Lease Corp.</title>
        <cusip>00914AAF9</cusip>
        <identifiers>
          <isin value="US00914AAF93"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4062976.72000000</valUSD>
        <pctVal>0.136138570752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Banco Bilbao Vizcaya Argentaria S.A.</name>
        <lei>K8MS7FD7N5Z2WQ51AZ71</lei>
        <title>Banco Bilbao Vizcaya Argentaria S.A.</title>
        <cusip>05946KAJ0</cusip>
        <identifiers>
          <isin value="US05946KAJ07"/>
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        <balance>6895000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6763905.92000000</valUSD>
        <pctVal>0.226638877874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</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>Coca-Cola Europacific Partners PLC</name>
        <lei>549300LTH67W4GWMRF57</lei>
        <title>Coca-Cola Europacific Partners PLC</title>
        <cusip>19123MAF0</cusip>
        <identifiers>
          <isin value="US19123MAF05"/>
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        <balance>4196000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4131943.78000000</valUSD>
        <pctVal>0.138449456987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36205YBQ4</cusip>
        <identifiers>
          <isin value="US36205YBQ44"/>
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        <balance>20668.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22310.00000000</valUSD>
        <pctVal>0.000747543420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>31395LMA6</cusip>
        <identifiers>
          <isin value="US31395LMA60"/>
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        <balance>450153.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63940.55000000</valUSD>
        <pctVal>0.002142462457</pctVal>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp.</title>
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          <isin value="US3128MJA916"/>
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        <balance>6084.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6214.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Credit Suisse AG</name>
        <lei>549300D0YARF5HYP1809</lei>
        <title>Credit Suisse AG</title>
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          <isin value="US22550L2B68"/>
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        <balance>2795000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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      <invstOrSec>
        <name>Macquarie Group Ltd.</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>Macquarie Group Ltd.</title>
        <cusip>55608JBA5</cusip>
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          <isin value="US55608JBA51"/>
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        <balance>7143000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7091122.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.20100000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>31393FG91</cusip>
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          <isin value="US31393FG917"/>
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        <balance>58796.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9205.17000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldentree Loan Management US CLO 5 Ltd.</name>
        <lei>549300O473GD3F35WC55</lei>
        <title>Goldentree Loan Management US CLO 5 Ltd., Series 2019-5A, Class AR</title>
        <cusip>38138DAN6</cusip>
        <identifiers>
          <isin value="US38138DAN66"/>
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        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7000518.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.20150000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nasdaq, Inc.</name>
        <lei>549300L8X1Q78ERXFD06</lei>
        <title>Nasdaq, Inc.</title>
        <cusip>63111XAC5</cusip>
        <identifiers>
          <isin value="US63111XAC56"/>
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        <balance>2273000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2268391.15000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Oceanview Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Oceanview Mortgage Trust, Series 2021-3, Class A5</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
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        <balance>1622000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-23</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>31339MXK9</cusip>
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        <balance>11893.14000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Equitable Financial Life Global Funding</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>Equitable Financial Life Global Funding</title>
        <cusip>29449WAJ6</cusip>
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          <isin value="US29449WAJ62"/>
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        <balance>8571000.00000000</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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          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Shire Acquisitions Investments Ireland Dac</name>
        <lei>549300XK5HGW68R8K327</lei>
        <title>Shire Acquisitions Investments Ireland Dac</title>
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          <isin value="US82481LAC37"/>
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        <balance>3791000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citigroup, Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc., Series V</title>
        <cusip>172967MK4</cusip>
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          <isin value="US172967MK42"/>
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        <balance>3790000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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      <invstOrSec>
        <name>Phillips 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>Phillips 66</title>
        <cusip>718546AZ7</cusip>
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        <balance>3024000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Triton Container International Ltd.</name>
        <lei>549300O4LZFLCX53XZ54</lei>
        <title>Triton Container International Ltd.</title>
        <cusip>89680YAD7</cusip>
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          <isin value="US89680YAD76"/>
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        <balance>2000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.80000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392BJ98</cusip>
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        <balance>53407.71000000</balance>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.00800000</annualizedRt>
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      <invstOrSec>
        <name>Kia Corp.</name>
        <lei>988400V8MJK9N7OI5X76</lei>
        <title>Kia Corp.</title>
        <cusip>49374JAA1</cusip>
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        <balance>1064000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Textron, Inc.</name>
        <lei>3PPKBHUG1HD6BO7RNR87</lei>
        <title>Textron, Inc.</title>
        <cusip>883203BU4</cusip>
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        <balance>4114000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
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      <invstOrSec>
        <name>Med Trust 2021-MDLN</name>
        <lei>N/A</lei>
        <title>Med Trust 2021-MDLN, Series 2021-MDLN, Class B</title>
        <cusip>58403YAK2</cusip>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Corp Andina de Fomento</name>
        <lei>UKZ46SXGNYCZK0UOZE76</lei>
        <title>Corp Andina de Fomento</title>
        <cusip>219868CE4</cusip>
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        <balance>8704000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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      <invstOrSec>
        <name>Dryden 93 CLO Ltd.</name>
        <lei>5493009K6Z2DW3X76185</lei>
        <title>Dryden 93 CLO Ltd., Series 2021-93A, Class A1A</title>
        <cusip>26190TAA9</cusip>
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          <isin value="US26190TAA97"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.24</annualizedRt>
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      <invstOrSec>
        <name>DuPont de Nemours, Inc.</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DuPont de Nemours, Inc.</title>
        <cusip>26078JAB6</cusip>
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        <balance>3049000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Connecticut Avenue Securities Trust</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust, Series 2019-R02, Class 1M2</title>
        <cusip>20753KAB8</cusip>
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        <balance>325445.09000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-08-25</maturityDt>
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      <invstOrSec>
        <name>Oracle Corp.</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp.</title>
        <cusip>68389XBT1</cusip>
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          <isin value="US68389XBT19"/>
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        <balance>3455000.00000000</balance>
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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>2.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Brighthouse Financial Global Funding</name>
        <lei>549300BLFX3KJ2IFOA78</lei>
        <title>Brighthouse Financial Global Funding</title>
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          <isin value="US10921U2A59"/>
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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>Gray Oak Pipeline LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
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          <isin value="US31392EHP88"/>
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        <balance>42583.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8939.33000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.00800000</annualizedRt>
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      <invstOrSec>
        <name>Microchip Technology, Inc.</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc.</title>
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          <isin value="US595017AX27"/>
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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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          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CarMax Auto Owner Trust</name>
        <lei>N/A</lei>
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        <balance>1170000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Multifamily Structured Pass Through Ctfs.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Multifamily Structured Pass Through Ctfs.</title>
        <cusip>3137FLN59</cusip>
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          <isin value="US3137FLN597"/>
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        <balance>27530210.42000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.78513500</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VeriSign, Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign, Inc.</title>
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          <isin value="US92343EAH53"/>
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        <balance>1858000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2057121.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Santander Retail Auto Lease Trust</name>
        <lei>N/A</lei>
        <title>Santander Retail Auto Lease Trust, Series 2019-C, Class C</title>
        <cusip>80284NAG3</cusip>
        <identifiers>
          <isin value="US80284NAG34"/>
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        <balance>2845000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2879971.59000000</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>2023-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.39000000</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>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>3128M6FN3</cusip>
        <identifiers>
          <isin value="US3128M6FN32"/>
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        <balance>371012.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423203.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31390YX29</cusip>
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          <isin value="US31390YX299"/>
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        <balance>12580.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12633.35000000</valUSD>
        <pctVal>0.000423306932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>3136FAA83</cusip>
        <identifiers>
          <isin value="US3136FAA839"/>
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        <balance>212043.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34825.14000000</valUSD>
        <pctVal>0.001166889478</pctVal>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31394CKG6</cusip>
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          <isin value="US31394CKG68"/>
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        <balance>43188.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6787.12000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Exelon Generation Co. LLC</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>Exelon Generation Co. LLC</title>
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        <balance>4676000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4917633.56000000</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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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31394DXZ8</cusip>
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        <balance>170607.81000000</balance>
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        <valUSD>24392.84000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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          <isin value="US36208SWJ76"/>
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        <balance>1654.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1660.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAT Capital Corp.</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corp.</title>
        <cusip>05526DAZ8</cusip>
        <identifiers>
          <isin value="US05526DAZ87"/>
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        <balance>4899000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5104631.70000000</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>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Agile Group Holdings Ltd.</name>
        <lei>549300ZRISRT38EEYY07</lei>
        <title>Agile Group Holdings Ltd.</title>
        <cusip>BK1999766</cusip>
        <identifiers>
          <isin value="XS2194361494"/>
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        <balance>202000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136855.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>3128LXNJ5</cusip>
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          <isin value="US3128LXNJ50"/>
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        <name>Black Hills Corp.</name>
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        <name>BBVA USA</name>
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        <name>Bayview MSR Opportunity Master Fund Trust</name>
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        <name>Expedia Group, Inc.</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander S.A.</name>
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        <title>Banco Santander S.A.</title>
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        <balance>10200000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-30</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
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        <balance>20424.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22957.90000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Hyundai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>Hyundai Capital America</title>
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          <isin value="US44891AAM99"/>
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        <balance>6011000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6056602.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31403DCQ0</cusip>
        <identifiers>
          <isin value="US31403DCQ07"/>
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        <balance>328005.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370333.54000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36225BYP7</cusip>
        <identifiers>
          <isin value="US36225BYP74"/>
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        <balance>30810.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35686.83000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
        <cusip>06738EBQ7</cusip>
        <identifiers>
          <isin value="US06738EBQ70"/>
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        <balance>4270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4242757.36000000</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>2024-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.00700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>N/A</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31393YKN4</cusip>
        <identifiers>
          <isin value="US31393YKN49"/>
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        <balance>60881.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61065.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.54200000</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>Federation des caisses Desjardins du Quebec</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>Federation des caisses Desjardins du Quebec</title>
        <cusip>31429KAD5</cusip>
        <identifiers>
          <isin value="US31429KAD54"/>
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        <balance>4334000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4417328.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31292GY42</cusip>
        <identifiers>
          <isin value="US31292GY425"/>
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        <balance>20519.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22935.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36201YWY8</cusip>
        <identifiers>
          <isin value="US36201YWY84"/>
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        <balance>55825.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61861.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31391ANA3</cusip>
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          <isin value="US31391ANA33"/>
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        <balance>23292.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25964.78000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36224FZK9</cusip>
        <identifiers>
          <isin value="US36224FZK91"/>
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        <balance>36.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
        <cusip>3136FCWD4</cusip>
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          <isin value="US3136FCWD41"/>
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        <balance>89307.58000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Apollo Management Holdings L.P.</name>
        <lei>5493006XQW0V5K38YM64</lei>
        <title>Apollo Management Holdings L.P.</title>
        <cusip>03765HAE1</cusip>
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          <isin value="US03765HAE18"/>
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        <balance>2475000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust I LLC</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust I LLC, Series 2018-3, Class A1</title>
        <cusip>03464NAA0</cusip>
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          <isin value="US03464NAA00"/>
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        <balance>1109122.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1115473.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-25</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31395DUU1</cusip>
        <identifiers>
          <isin value="US31395DUU17"/>
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        <balance>71235.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>107605.40000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FS KKR Capital Corp.</name>
        <lei>549300TYRSI1T21B1360</lei>
        <title>FS KKR Capital Corp.</title>
        <cusip>302635AJ6</cusip>
        <identifiers>
          <isin value="US302635AJ69"/>
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        <balance>4929000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4850222.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>EQT Midstream Partners L.P.</name>
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      <invstOrSec>
        <name>GS Mortgage-Backed Securities Trust</name>
        <lei>N/A</lei>
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        <name>Meituan</name>
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        <name>Conagra Brands, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Square, Inc.</name>
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        <name>Intercontinental Exchange, Inc.</name>
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        <name>Morgan Stanley</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Truist Bank</name>
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        <name>American Tower Corp.</name>
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        <name>Hyundai Capital America</name>
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        <name>Golub Capital Partners CLO 35(B) Ltd.</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>Blackstone Secured Lending Fund</name>
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        <name>Skandinaviska Enskilda Banken AB</name>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
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          <isin value="US225401AT54"/>
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        <balance>9600000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-02</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
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          <isin value="US3137FGV772"/>
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        <balance>642720.72000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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        <identifiers>
          <isin value="US36204CW642"/>
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        <balance>564.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>566.49000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>Synchrony Financial</title>
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        <balance>3179000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3385746.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc. (The)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc. (The)</title>
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          <isin value="US38141GXM13"/>
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        <balance>5384000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5238013.16000000</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>2026-12-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.09300000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNH Equipment Trust</name>
        <lei>N/A</lei>
        <title>CNH Equipment Trust, Series 2017-C, Class B</title>
        <cusip>18978CAE3</cusip>
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          <isin value="US18978CAE30"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750676.95000000</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>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.54000000</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>Federal Home Loan Mortgage Corp.</title>
        <cusip>31288D6S3</cusip>
        <identifiers>
          <isin value="US31288D6S35"/>
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        <balance>122774.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132089.61000000</valUSD>
        <pctVal>0.004425939884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>36206JK45</cusip>
        <identifiers>
          <isin value="US36206JK456"/>
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        <balance>912.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>984.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC</title>
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        <balance>3515000.00000000</balance>
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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>2023-11-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.90700000</annualizedRt>
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      <invstOrSec>
        <name>ONEOK, Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK, Inc.</title>
        <cusip>682680BD4</cusip>
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          <isin value="US682680BD48"/>
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        <balance>3715000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadcom, Inc.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom, Inc.</title>
        <cusip>11135FAN1</cusip>
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          <isin value="US11135FAN15"/>
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        <balance>11771000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12518422.72000000</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>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45900000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs, IO</title>
        <cusip>31398LPG7</cusip>
        <identifiers>
          <isin value="US31398LPG76"/>
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        <balance>165922.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26919.11000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31397M4E4</cusip>
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          <isin value="US31397M4E41"/>
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        <balance>679.16000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AbbVie, Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
        <cusip>00287YCV9</cusip>
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          <isin value="US00287YCV92"/>
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        <balance>7600000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Southern Co. (The)</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Co. (The)</title>
        <cusip>842587DJ3</cusip>
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        <balance>3069000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3041379.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>3136APZR6</cusip>
        <identifiers>
          <isin value="US3136APZR67"/>
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        <balance>3822649.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>469583.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KNDL Mortgage Trust</name>
        <lei>N/A</lei>
        <title>KNDL Mortgage Trust, Series 2019-KNSQ, Class C</title>
        <cusip>482598AJ8</cusip>
        <identifiers>
          <isin value="US482598AJ80"/>
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        <balance>4250000.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Hanesbrands, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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        <balance>176.53000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>Sumitomo Mitsui Trust Bank Ltd.</name>
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        <title>Sumitomo Mitsui Trust Bank Ltd.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Interest STRIPS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Interest STRIPS, IO</title>
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          <isin value="US3136FANS54"/>
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        <balance>63609.58000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2032-07-25</maturityDt>
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      <invstOrSec>
        <name>Onslow Bay Financial LLC Trust</name>
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          <isin value="US67448QAC50"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mylan, Inc.</name>
        <lei>30ZMPDNA1RHIBH89C294</lei>
        <title>Mylan, Inc.</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>3133TDPP5</cusip>
        <identifiers>
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        <balance>327027.89000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs</title>
        <cusip>31393T4V5</cusip>
        <identifiers>
          <isin value="US31393T4V51"/>
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        <balance>37723.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37928.96000000</valUSD>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.49200000</annualizedRt>
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      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors Trust</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A</title>
        <cusip>59020UL52</cusip>
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        <balance>542346.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>548004.67000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.15222200</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association, ARM</title>
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        <balance>17209.16000000</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Newell Brands, Inc.</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>Newell Brands, Inc.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.35000000</annualizedRt>
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      <invstOrSec>
        <name>Hyatt Hotels Corp.</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>Hyatt Hotels Corp.</title>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust, Series 2018-5, Class C</title>
        <cusip>26208MAF3</cusip>
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          <isin value="US26208MAF32"/>
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        <balance>712837.37000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.99000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Structured Agency Credit Risk Debt Notes</name>
        <lei>549300BL200YC56BUV20</lei>
        <title>Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2018-DNA3, Class M1</title>
        <cusip>35563WAA2</cusip>
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        <balance>2125.76000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.84200000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <balance>30090.06000000</balance>
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          <annualizedRt>8.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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          <isin value="US36203LGC00"/>
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        <balance>2.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2.18000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust, Series 2018-3, Class D</title>
        <cusip>26208KAG5</cusip>
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          <isin value="US26208KAG58"/>
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        <balance>1324591.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1344272.76000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-09-16</maturityDt>
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          <annualizedRt>4.30000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Chase Home Lending Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Chase Home Lending Mortgage Trust</title>
        <cusip>16158RAR7</cusip>
        <identifiers>
          <isin value="US16158RAR75"/>
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        <balance>150729.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>152530.02000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Exelon Corp.</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corp.</title>
        <cusip>30161NAW1</cusip>
        <identifiers>
          <isin value="US30161NAW11"/>
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        <balance>7373000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.49700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NRG Energy, Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc.</title>
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        <identifiers>
          <isin value="US629377CK62"/>
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        <balance>3926000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4102440.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp.</title>
        <cusip>31283NA36</cusip>
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          <isin value="US31283NA362"/>
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        <balance>18042.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18219.26000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac REMICs</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICs</title>
        <cusip>3133TM7G5</cusip>
        <identifiers>
          <isin value="US3133TM7G51"/>
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        <balance>54587.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31375W6C0</cusip>
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          <isin value="US31375W6C04"/>
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        <balance>410.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>412.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Credit Acceptance Receivables Trust</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Receivables Trust, Series 2018-3, Class D</title>
        <cusip>02530AAG7</cusip>
        <identifiers>
          <isin value="US02530AAG76"/>
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        <balance>113823.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114422.43000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Visio Trust</name>
        <lei>N/A</lei>
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        <cusip>92837MAA5</cusip>
        <identifiers>
          <isin value="US92837MAA53"/>
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        <balance>2845130.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2839825.19000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.31200000</annualizedRt>
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      <invstOrSec>
        <name>Hyatt Hotels Corp.</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>Hyatt Hotels Corp.</title>
        <cusip>448579AL6</cusip>
        <identifiers>
          <isin value="US448579AL64"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15009197.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
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        <cusip>29379VBM4</cusip>
        <identifiers>
          <isin value="US29379VBM46"/>
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        <balance>5002000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MFA 2021-INV2 Trust</name>
        <lei>N/A</lei>
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        <cusip>552732AA7</cusip>
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        <balance>8957495.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8920155.68000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>First Niagara Financial Group, Inc.</name>
        <lei>W4U8KD36H4XNDYC19F59</lei>
        <title>First Niagara Financial Group, Inc.</title>
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          <isin value="US33582VAC28"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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      <invstOrSec>
        <name>Coterra Energy, Inc.</name>
        <lei>FCNMH6O7VWU7LHXMK351</lei>
        <title>Coterra Energy, Inc.</title>
        <cusip>127097AB9</cusip>
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        <balance>3694000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp., ARM</title>
        <cusip>3128LU4Z6</cusip>
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        <balance>6970.95000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>Bear Stearns Adjustable Rate Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Bear Stearns Adjustable Rate Mortgage Trust, Series 2003-6, Class 1A3</title>
        <cusip>07384MWZ1</cusip>
        <identifiers>
          <isin value="US07384MWZ12"/>
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        <balance>22212.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23042.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.42916400</annualizedRt>
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      <invstOrSec>
        <name>Saudi Arabian Oil Co.</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>Saudi Arabian Oil Co.</title>
        <cusip>80414L2C8</cusip>
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          <isin value="US80414L2C81"/>
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        <balance>7791000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8067152.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae</title>
        <cusip>31402RHV4</cusip>
        <identifiers>
          <isin value="US31402RHV42"/>
        </identifiers>
        <balance>228746.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255144.46000000</valUSD>
        <pctVal>0.008549151155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>Athene Global Funding</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
        <cusip>04685A2K6</cusip>
        <identifiers>
          <isin value="US04685A2K66"/>
        </identifiers>
        <balance>5573000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5835617.82000000</valUSD>
        <pctVal>0.195534634880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="961967.85000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chase Home Lending Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3</title>
        <cusip>16159GAC3</cusip>
        <identifiers>
          <isin value="US16159GAC33"/>
        </identifiers>
        <balance>2628359.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2677991.08000000</valUSD>
        <pctVal>0.089731717222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</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>American Credit Acceptance Receivables Trust</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Receivables Trust, Series 2019-2, Class D</title>
        <cusip>02530DAD8</cusip>
        <identifiers>
          <isin value="US02530DAD84"/>
        </identifiers>
        <balance>1935000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1976561.48000000</valUSD>
        <pctVal>0.066228844868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.41000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac</title>
        <cusip>31287PHP1</cusip>
        <identifiers>
          <isin value="US31287PHP18"/>
        </identifiers>
        <balance>22067.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25948.92000000</valUSD>
        <pctVal>0.000869473079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>Equitable Financial Life Global Funding</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>Equitable Financial Life Global Funding</title>
        <cusip>29449WAH0</cusip>
        <identifiers>
          <isin value="US29449WAH07"/>
        </identifiers>
        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10017024.90000000</valUSD>
        <pctVal>0.335641463649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43800200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>6174468W2</cusip>
        <identifiers>
          <isin value="US6174468W28"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9963678.40000000</valUSD>
        <pctVal>0.333853977093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.52900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>31392DAG7</cusip>
        <identifiers>
          <isin value="US31392DAG79"/>
        </identifiers>
        <balance>33038.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6638.39000000</valUSD>
        <pctVal>0.000222433203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.70800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254BV1</cusip>
        <identifiers>
          <isin value="US853254BV15"/>
        </identifiers>
        <balance>2523000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2529269.00000000</valUSD>
        <pctVal>0.084748471487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.31900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae REMICs</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICs, IO</title>
        <cusip>3136AAQJ7</cusip>
        <identifiers>
          <isin value="US3136AAQJ73"/>
        </identifiers>
        <balance>730285.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146354.40000000</valUSD>
        <pctVal>0.004903911642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.05800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lehman Structured Securities Corp.</name>
        <lei>N/A</lei>
        <title>Lehman Structured Securities Corp., Series 2002-GE1, Class A</title>
        <cusip>52518RBE5</cusip>
        <identifiers>
          <isin value="US52518RBE53"/>
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        <balance>21126.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8496.11000000</valUSD>
        <pctVal>0.000284680014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00000000</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>Leidos, Inc.</name>
        <lei>5493006I78VIN6J1BQ95</lei>
        <title>Leidos, Inc.</title>
        <cusip>52532XAB1</cusip>
        <identifiers>
          <isin value="US52532XAB10"/>
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        <balance>3077000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3167962.00000000</valUSD>
        <pctVal>0.106149222257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hyatt Hotels Corp.</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>Hyatt Hotels Corp.</title>
        <cusip>448579AM4</cusip>
        <identifiers>
          <isin value="US448579AM48"/>
        </identifiers>
        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10021161.70000000</valUSD>
        <pctVal>0.335780075824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.09924200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc. (The)</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc. (The)</title>
        <cusip>38141GXN9</cusip>
        <identifiers>
          <isin value="US38141GXN95"/>
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        <balance>11447000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11434037.88000000</valUSD>
        <pctVal>0.383121460491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.83923400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westlake Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Westlake Automobile Receivables Trust, Series 2019-2A, Class C</title>
        <cusip>96041LAE2</cusip>
        <identifiers>
          <isin value="US96041LAE20"/>
        </identifiers>
        <balance>2467471.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2481979.51000000</valUSD>
        <pctVal>0.083163937776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.84000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-12-30</ncom:dateSigned>
      <ncom:nameOfApplicant>AIM Investment Securities Funds (Invesco Investment Securities Funds)</ncom:nameOfApplicant>
      <ncom:signature>Sheri Morris</ncom:signature>
      <ncom:signerName>Sheri Morris</ncom:signerName>
      <ncom:title>President</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
