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      <regStreet1>111 EAST KILBOURN AVENUE</regStreet1>
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      <regZipOrPostalCode>53202</regZipOrPostalCode>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BP Capital Markets PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CREDIT</name>
        <lei>9ET6B8VCXWW51H8Z3M54</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust 2018-1</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2018-1</title>
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          <isin value="US26208GAF63"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Banc of America Funding Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Chase Issuance Trust</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley BAML Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GENERAL MOTORS FINL CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury</name>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>World Omni Auto Receivables Trust 2017-B</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ALLSTATE CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
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        <title>Federal National Mortgage Association</title>
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        <name>WALGREENS BOOTS</name>
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        <name>Fannie Mae</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Fannie Mae Pool</title>
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        <name>KINDER MORGAN ENER PART</name>
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        <name>MUFG BANK LTD/NY</name>
        <lei>C3GTMMZIHMY46P4OIX74</lei>
        <title>MUFG Bank Ltd/New York NY</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FIDELITY NATL INFORMATION SVCS</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>FIDELITY NATL INFORMATION SVCS</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2020-03-06</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</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>2022-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Comcast Corp</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corp</title>
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          <isin value="US20030NBR17"/>
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        <balance>1500000.00000000</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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          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828Y61</cusip>
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          <isin value="US912828Y610"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2124765.62000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Trafigura Securitisation Finance PLC</name>
        <lei>N/A</lei>
        <title>Trafigura Securitisation Finance PLC 2017-1</title>
        <cusip>892725AE2</cusip>
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          <isin value="US892725AE24"/>
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        <balance>3300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Phillips 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>Phillips 66</title>
        <cusip>718546AS3</cusip>
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          <isin value="US718546AS30"/>
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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>2021-02-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Oracle Corp</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
        <cusip>68389XBB0</cusip>
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          <isin value="US68389XBB01"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1022179.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Avis Budget Rental Car Funding AESOP LLC</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>Avis Budget Rental Car Funding AESOP LLC</title>
        <cusip>05377RCD4</cusip>
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          <isin value="US05377RCD44"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>406377.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99000000</annualizedRt>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp</title>
        <cusip>126650DC1</cusip>
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          <isin value="US126650DC17"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1524943.52000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
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      <invstOrSec>
        <name>BANK OF NY MELLON CORP</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corp/The</title>
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          <isin value="US06406RAJ68"/>
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        <balance>1500000.00000000</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>2023-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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      <invstOrSec>
        <name>REGIONS BANK</name>
        <lei>EQTWLK1G7ODGC2MGLV11</lei>
        <title>Regions Bank/Birmingham AL</title>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.29000000</annualizedRt>
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      <invstOrSec>
        <name>ENERGY TRANSFER OPERATNG</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>Energy Transfer Operating LP</title>
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        <balance>1000000.00000000</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>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
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        <name>UNITED COMM BK BLAIRSVLL</name>
        <lei>549300GVW0FV66X3U703</lei>
        <title>United Community Banks Inc/GA</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-30</maturityDt>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828Y87</cusip>
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          <isin value="US912828Y875"/>
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        <name>NISSAN MTR ACCP CP</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Slide 2018-Fun</name>
        <lei>N/A</lei>
        <title>SLIDE 2018-FUN</title>
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          <maturityDt>2031-06-15</maturityDt>
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      <invstOrSec>
        <name>Synchrony Card Issuance Trust</name>
        <lei>N/A</lei>
        <title>Synchrony Card Issuance Trust</title>
        <cusip>87166PAA9</cusip>
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        <balance>2200000.00000000</balance>
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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>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.38000000</annualizedRt>
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      <invstOrSec>
        <name>Nissan Auto Receivables Owner Trust</name>
        <lei>N/A</lei>
        <title>Nissan Auto Receivables 2018-C Owner Trust</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cantor Commercial Real Estate Lending</name>
        <lei>N/A</lei>
        <title>Cantor Commercial Real Estate Lending 2019-CF2</title>
        <cusip>12528YAA1</cusip>
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          <isin value="US12528YAA10"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hertz Vehicle Financing LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pawnee Equipment Receivables</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo Mortgage Backed Securities Trust</name>
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        <title>Wells Fargo Mortgage Backed Securities 2006-AR19 Trust</title>
        <cusip>949789AA9</cusip>
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          <isin value="US949789AA94"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Oracle Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sierra Receivables Funding Co LLC</name>
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        <title>Sierra Timeshare Conduit Receivables Funding LLC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>HUNTINGTON BANCSHARES</name>
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        <name>DELL INT LLC / EMC CORP</name>
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        <name>INDEPENDENT BANK GRP INC</name>
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        <name>OCCIDENTAL PETROLEUM COR</name>
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        <title>Occidental Petroleum Corp</title>
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        <name>BMO Funds</name>
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        <name>KEY BANK NA</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KeyBank NA/Cleveland OH</title>
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        <name>Customers Bancorp Inc</name>
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        <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>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Drive Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Drive Auto Receivables Trust 2019-4</title>
        <cusip>26209AAF8</cusip>
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          <isin value="US26209AAF84"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2036338.20000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.51000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>9128284G2</cusip>
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          <isin value="US9128284G23"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5073437.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.38000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC Bank NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC Bank NA</title>
        <cusip>69353RFL7</cusip>
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          <isin value="US69353RFL78"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1062917.69000000</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>2023-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>38379KEU8</cusip>
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          <isin value="US38379KEU88"/>
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        <balance>1002128.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1010545.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Avis Budget Rental Car Funding AESOP LLC</name>
        <lei>IHXLB8SL0QWSSG2VG640</lei>
        <title>Avis Budget Rental Car Funding AESOP LLC</title>
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          <isin value="US05377RCA05"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1006947.40000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust 2004-10AR</title>
        <cusip>61748HFE6</cusip>
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          <isin value="US61748HFE62"/>
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        <balance>168405.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>174719.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>UBS Commercial Mortgage Trust 2017-C3</title>
        <cusip>90276GAN2</cusip>
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          <isin value="US90276GAN25"/>
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        <balance>1016122.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1020389.01000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.94000000</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>38378NHT3</cusip>
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          <isin value="US38378NHT37"/>
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        <balance>694358.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>694052.75000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MITSUBISHI UFJ FIN GRP</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group Inc</title>
        <cusip>606822BA1</cusip>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1071001.72000000</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>2023-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.76000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Americredit Automobile Receivables Trust 2018-3</title>
        <cusip>03066MAD8</cusip>
        <identifiers>
          <isin value="US03066MAD83"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>152869.77000000</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>2023-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.38000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>N/A</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AJSW7</cusip>
        <identifiers>
          <isin value="US3136AJSW75"/>
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        <balance>1389778.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1459359.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>SUMITOMO MITSUI BANK NY</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>Sumitomo Mitsui Banking Corp/New York</title>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26000000</annualizedRt>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
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          <isin value="US37045XCB01"/>
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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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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31402CU75</cusip>
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          <isin value="US31402CU757"/>
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        <balance>63636.53000000</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>
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      <invstOrSec>
        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF 2012-K21 Mortgage Trust</title>
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          <isin value="US30290TAQ58"/>
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        <balance>1000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.94000000</annualizedRt>
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      <invstOrSec>
        <name>Fanniemae-Aces</name>
        <lei>N/A</lei>
        <title>Fannie Mae-Aces</title>
        <cusip>31397UL49</cusip>
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          <isin value="US31397UL495"/>
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        <balance>1243072.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1265546.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.64000000</annualizedRt>
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        <name>Westgate Resorts</name>
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        <name>DOMINION RESOURCES</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
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        <name>Navistar Financial Dealer Note Master Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HUNTINGTON BANCSHARES</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NATIONAL AUSTRALIA BK/NY</name>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury</name>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Bank of America Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MARLIN LEASING RECEIVABLES LLC</name>
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        <name>Banc of America Funding Corporation</name>
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        <name>Citigroup Inc</name>
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        <name>Ally Master Owner Trust</name>
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        <name>TRUIST FIN CORP</name>
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        <title>Truist Financial Corp</title>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae Pool</title>
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        <name>Flagstar Bancorp Inc</name>
        <lei>549300Q22V2Y3J4R2715</lei>
        <title>Flagstar Bancorp Inc</title>
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        <name>Walmart Inc</name>
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        <name>APPLE INC</name>
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        <title>Apple Inc</title>
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        <name>CANADIAN IMPERIAL BANK</name>
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        <name>AmeriCredit Automobile Receivables Trust</name>
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        <name>Freddie Mac</name>
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        <name>Walmart Inc</name>
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        <name>TORONTO-DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank/The</title>
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        <name>World Financial Network Credit Card Master Trust</name>
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        <title>World Financial Network Credit Card Master Trust</title>
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        <name>EXXON MOBIL CORPORATION</name>
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        <name>MB Financial Bank NA</name>
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        <name>AmeriCredit Automobile Receivables Trust</name>
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        <name>General Dynamics Corp</name>
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        <name>CVS Health Corp</name>
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        <name>BMO Institutional Prime Money Market Fund</name>
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        <name>John Deere Capital Corp</name>
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        <title>John Deere Capital Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN HONDA FINANCE</name>
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        <name>Drive Auto Receivables Trust</name>
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        <name>FREMF Mortgage Trust</name>
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        <name>United States Treasury</name>
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        <name>SCHLUMBERGER HOLDINGS</name>
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        <name>Chase Mortgage Finance Corporation</name>
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        <name>NISSAN MTR ACCP CP</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>Microsoft Corp</name>
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        <name>BANCORP SOUTH</name>
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        <name>Anthem Inc</name>
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        <name>UnitedHealth Group Inc</name>
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        <name>AbbVie Inc</name>
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        <name>Fifth Third Bancorp</name>
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      <invstOrSec>
        <name>World Financial Network Credit Card Master Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-29</maturityDt>
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      <invstOrSec>
        <name>Chase Issuance Trust</name>
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          <isin value="US161571HE71"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Toyota Motor Credit Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Comcast Corp</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-15</maturityDt>
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      <invstOrSec>
        <name>GM Financial Automobile Leasing Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Capital One NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Chesapeake Funding II LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Westlake Automobile Receivables Trust 2017-2</name>
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        <name>GOLDMAN SACHS GROUP INC</name>
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        <name>RYDER SYSTEM INC</name>
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        <name>Apple Inc</name>
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        <name>DUPONT DE NEMOURS INC</name>
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        <name>MITSUBISHI UFJ FIN GRP</name>
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        <invCountry>JP</invCountry>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>STERLING BANCORP/DE</name>
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        <name>United Technologies Corp</name>
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        <title>United Technologies Corp</title>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SUMITOMO MITSUI BANK NY</name>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>TWDC Enterprises 18 Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN BANK</name>
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        <title>Federal Home Loan Banks</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KEY BANK NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>N/A</lei>
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          <maturityDt>2040-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
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        <title>AmeriCredit Automobile Receivables Trust 2017-1</title>
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        <name>GENERAL MOTORS FINL CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PNC Bank NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC Bank NA</title>
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        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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        <issuerCat>UST</issuerCat>
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          <maturityDt>2023-11-15</maturityDt>
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        <name>AmeriCredit Automobile Receivables Trust</name>
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        <title>Americredit Automobile Receivables Trust 2018-2</title>
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        <name>Ally Master Owner Trust</name>
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        <name>Colgate-Palmolive Co</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
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        <name>Royal Bank of Canada</name>
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        <invCountry>CA</invCountry>
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        <name>WF-RBS Commercial Mortgage Trust</name>
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        <name>Union Pacific Corp</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp</title>
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        <name>United States Treasury</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PNC FINANCIAL SERVICES</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GM Financial Securitized Term Auto Receivables Tr</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-17</maturityDt>
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      <invstOrSec>
        <name>Ford Motor Credit Co LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-28</maturityDt>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-16</maturityDt>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CREDIT</name>
        <lei>9ET6B8VCXWW51H8Z3M54</lei>
        <title>American Express Credit Corp</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-03</maturityDt>
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          <annualizedRt>2.70000000</annualizedRt>
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        <name>AON CORP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-15</maturityDt>
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          <annualizedRt>2.20000000</annualizedRt>
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        <name>Cabela's Master Credit Card Trust</name>
        <lei>549300XS4BMJOXLZFV07</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-17</maturityDt>
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          <annualizedRt>2.25000000</annualizedRt>
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      <invstOrSec>
        <name>Intel Corp</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-29</maturityDt>
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      <invstOrSec>
        <name>Enterprise Fleet Financing LLC</name>
        <lei>N/A</lei>
        <title>Enterprise Fleet Financing 2019-2 LLC</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-20</maturityDt>
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          <annualizedRt>2.29000000</annualizedRt>
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        <name>AMERICAN ELECTRIC POWER</name>
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        <title>American Electric Power Co Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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          <maturityDt>2022-01-20</maturityDt>
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        <name>AT&amp;T Inc</name>
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        <name>CATERPILLAR FINL SERVICE</name>
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        <title>Caterpillar Financial Services Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>WF-RBS Commercial Mortgage Trust</name>
        <lei>549300O5GNH0TNJ6B119</lei>
        <title>WFRBS Commercial Mortgage Trust 2013-C18</title>
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      <invstOrSec>
        <name>Synchrony Card Issuance Trust</name>
        <lei>N/A</lei>
        <title>Synchrony Card Funding LLC</title>
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        <name>CAPITAL ONE FINANCIAL CO</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp</title>
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        <balance>500000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Oracle Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MMAF Equipment Finance LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IBM Credit LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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      <invstOrSec>
        <name>TRUIST BANK</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRUIST BANK</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Mortgage Trust 2017-3</title>
        <cusip>46647SAJ9</cusip>
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        <balance>689002.82000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>Equinor ASA</title>
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        <invCountry>NO</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MIZUHO BANK LTD/NY</name>
        <lei>RB0PEZSDGCO3JS6CEU02</lei>
        <title>Mizuho Bank Ltd/New York NY</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>N/A</lei>
        <title>Fannie Mae REMICS</title>
        <cusip>3136AKFG3</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>CAPITAL ONE FINANCIAL CO</name>
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        <title>Capital One Financial Corp</title>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
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        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>Chase Mortgage Finance Corporation</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>HOME BANCSHARES INC</name>
        <lei>N/A</lei>
        <title>Home BancShares Inc/AR</title>
        <cusip>436893AA9</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>NY COMMUNITY BANCORP INC</name>
        <lei>529900HVXOTLY61GL030</lei>
        <title>New York Community Bancorp Inc</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>Freddie Mac REMICS</title>
        <cusip>3137A47K7</cusip>
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        <balance>497366.87000000</balance>
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        <valUSD>524529.42000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AmeriCredit Automobile Receivables Trust 2017-1</title>
        <cusip>03065FAG7</cusip>
        <identifiers>
          <isin value="US03065FAG72"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1534952.70000000</valUSD>
        <pctVal>0.536542469685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828Y20</cusip>
        <identifiers>
          <isin value="US912828Y206"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1022089.84000000</valUSD>
        <pctVal>0.357271339367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912828WN6</cusip>
        <identifiers>
          <isin value="US912828WN60"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1517929.68000000</valUSD>
        <pctVal>0.530592075779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PACCAR Financial Corp</name>
        <lei>PH3S12DWZBHHQKVYZ297</lei>
        <title>PACCAR Financial Corp</title>
        <cusip>69371RP83</cusip>
        <identifiers>
          <isin value="US69371RP831"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>618727.27000000</valUSD>
        <pctVal>0.216276017826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>John Deere Capital Corp</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corp</title>
        <cusip>24422ETG4</cusip>
        <identifiers>
          <isin value="US24422ETG43"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>784351.83000000</valUSD>
        <pctVal>0.274170056165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corp</title>
        <cusip>02665WDH1</cusip>
        <identifiers>
          <isin value="US02665WDH16"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660047.82000000</valUSD>
        <pctVal>0.230719609440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>9128284W7</cusip>
        <identifiers>
          <isin value="US9128284W72"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2051289.06000000</valUSD>
        <pctVal>0.717027761371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Express Co</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co</title>
        <cusip>025816BW8</cusip>
        <identifiers>
          <isin value="US025816BW85"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1069774.86000000</valUSD>
        <pctVal>0.373939630447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
        <cusip>949746SL6</cusip>
        <identifiers>
          <isin value="US949746SL69"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1015315.90000000</valUSD>
        <pctVal>0.354903509728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.91000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CATERPILLAR FINL SERVICE</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>Caterpillar Financial Services Corp</title>
        <cusip>14913Q2L2</cusip>
        <identifiers>
          <isin value="US14913Q2L24"/>
        </identifiers>
        <balance>2110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2249453.97000000</valUSD>
        <pctVal>0.786296273825</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>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="142856.31862000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust 2011-GC3</title>
        <cusip>36248FAG7</cusip>
        <identifiers>
          <isin value="US36248FAG72"/>
        </identifiers>
        <balance>687276.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697687.24000000</valUSD>
        <pctVal>0.243876462654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>5493000QSGFCHIR1BT31</lei>
        <title>FREMF 2013-K26 Mortgage Trust</title>
        <cusip>30261QAJ2</cusip>
        <identifiers>
          <isin value="US30261QAJ22"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1312857.63000000</valUSD>
        <pctVal>0.458909173648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
        <cusip>38141GRD8</cusip>
        <identifiers>
          <isin value="US38141GRD87"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1055321.62000000</valUSD>
        <pctVal>0.368887502727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.63000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1053210.97676000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daimler Trucks Retail Trust</name>
        <lei>N/A</lei>
        <title>Daimler Trucks Retail Trust 2018-1</title>
        <cusip>233864AC1</cusip>
        <identifiers>
          <isin value="US233864AC16"/>
        </identifiers>
        <balance>827895.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>830415.77000000</valUSD>
        <pctVal>0.290271698992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Credit Floorplan Master Owner Trust</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>Ford Credit Floorplan Master Owner Trust A</title>
        <cusip>34528QHB3</cusip>
        <identifiers>
          <isin value="US34528QHB32"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1306493.63000000</valUSD>
        <pctVal>0.456684638470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON COMMUNICATIONS</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343VDX9</cusip>
        <identifiers>
          <isin value="US92343VDX91"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>760033.85000000</valUSD>
        <pctVal>0.265669710163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.89000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-03-16</ncom:dateSigned>
      <ncom:nameOfApplicant>BMO FUNDS, INC.</ncom:nameOfApplicant>
      <ncom:signature>Timothy Bonin</ncom:signature>
      <ncom:signerName>Timothy Bonin</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
