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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.375 02/15/38</title>
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          <isin value="US912810PW27"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>1332031.25</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AZ2936</title>
        <cusip>3138YUHN4</cusip>
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          <isin value="US3138YUHN41"/>
          <ticker value="FNMA"/>
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        <balance>513895.81</balance>
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        <curCd>USD</curCd>
        <valUSD>526418.35</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3137FBU791"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>211396.78</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.187000000000</annualizedRt>
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      <invstOrSec>
        <name>CONNECTICUT ST</name>
        <lei>5493007GRO6CU0IKP741</lei>
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          <ticker value="CTS"/>
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        <balance>300000</balance>
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        <curCd>USD</curCd>
        <valUSD>386325</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHICAGO ILL TRAN AUTH</name>
        <lei>549300CB8XLRGIPN3E12</lei>
        <title>CHICAGO ILL TRAN AUTH REV BDS 2008</title>
        <cusip>167725AC4</cusip>
        <identifiers>
          <isin value="US167725AC49"/>
          <ticker value="CHITRN"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405276</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.899000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.5 05/15/38</title>
        <cusip>912810PX0</cusip>
        <identifiers>
          <isin value="US912810PX00"/>
          <ticker value="T"/>
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        <balance>1700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2300378.9</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>HOUSTON TEX</name>
        <lei>549300C64URYS0WQQY42</lei>
        <title>HOUSTON TEX GO BDS 2008</title>
        <cusip>442331QM9</cusip>
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          <ticker value="HOU"/>
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        <balance>265000</balance>
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        <curCd>USD</curCd>
        <valUSD>319523.75</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.290000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 6.15 05/01/37</title>
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          <isin value="US126408GK35"/>
          <ticker value="CSX"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252560.52</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.150000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Nexen Energy ULC</name>
        <lei>6Q7WW7FQZR6X22IL2I79</lei>
        <title>CNOOC 6.4 05/15/37</title>
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          <ticker value="NXY37"/>
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        <curCd>USD</curCd>
        <valUSD>534704.15</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>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2018-M4 A2</title>
        <cusip>3136B1XJ8</cusip>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>104640.78</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.045000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Republic of Korea</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA 3.875 09/11/23</title>
        <cusip>50064FAK0</cusip>
        <identifiers>
          <isin value="US50064FAK03"/>
          <ticker value="2ZQB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213014</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citibank Credit Card Issuance Trust</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CCCIT 2007-A3 A3</title>
        <cusip>17305EDT9</cusip>
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          <ticker value="C"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Reynolds American Inc.</name>
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        <title>BATSLN 7.25 06/15/37</title>
        <cusip>761713AT3</cusip>
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          <ticker value="RAI37"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS5892</title>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA1224</title>
        <cusip>36179NLD8</cusip>
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          <isin value="US36179NLD83"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
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        <title>MSBAM 2014-C14 A5</title>
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          <isin value="US61690GAF81"/>
          <ticker value="MSBAM"/>
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        <curCd>USD</curCd>
        <valUSD>212646.6</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.064000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FHMS K046 A2</title>
        <cusip>3137BJP64</cusip>
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          <isin value="US3137BJP645"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>262391.58</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Public Service Company of Oklahoma</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
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          <ticker value="T"/>
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        <issuerCat>UST</issuerCat>
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        <name>United States Treasury Bonds</name>
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          <ticker value="T"/>
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        <name>Nordstrom, Inc.</name>
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        <name>Wells Fargo Bank, National Association</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AX4413</title>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.5 11/30/24</title>
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          <ticker value="T"/>
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        <issuerCat>UST</issuerCat>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL0766</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG Q04649</title>
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        <name>Federal National Mortgage Association</name>
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        <title>FN MA2705</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3778</title>
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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AX2163</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C09066</title>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>International Finance Corporation</name>
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          <ticker value="48TS"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FR QA1132</title>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>1167224.27</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN BM5288</title>
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          <isin value="US3140J92W07"/>
          <ticker value="FNMA"/>
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        <balance>798230.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>828705.66</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cd Mtg Tr 2017-Cd3</name>
        <lei>N/A</lei>
        <title>CD 2017-CD5 A4</title>
        <cusip>12515HAZ8</cusip>
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          <isin value="US12515HAZ82"/>
          <ticker value="CD"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264672.28</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.431000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 04/30/25</title>
        <cusip>9128284M9</cusip>
        <identifiers>
          <isin value="US9128284M90"/>
          <ticker value="T"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2647363.28</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>2025-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>CALIFORNIA ST</name>
        <lei>N/A</lei>
        <title>CALIFORNIA ST GO BDS</title>
        <cusip>13063A5G5</cusip>
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          <isin value="US13063A5G50"/>
          <ticker value="CAS"/>
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        <balance>585000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>938351.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.550000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL5254</title>
        <cusip>3138EMZU8</cusip>
        <identifiers>
          <isin value="US3138EMZU85"/>
          <ticker value="FNMA"/>
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        <balance>581332.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596579.86</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG E04072</title>
        <cusip>31294NQZ5</cusip>
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          <isin value="US31294NQZ59"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>186454.53</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL0442</title>
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          <isin value="US3138EGP403"/>
          <ticker value="FNMA"/>
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        <balance>76961.98</balance>
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        <curCd>USD</curCd>
        <valUSD>86388.12</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AH8854</title>
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          <isin value="US3138AAZU83"/>
          <ticker value="FNMA"/>
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        <balance>228869.85</balance>
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        <curCd>USD</curCd>
        <valUSD>248553.06</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>METROPOLITAN TRANSN AUTH N Y</name>
        <lei>5493000TKYODLXADQD60</lei>
        <title>METROPOLITAN TRANSN AUTH N Y DEDICATED TAX FUND BONDS 2009C</title>
        <cusip>59259NZH9</cusip>
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          <isin value="US59259NZH96"/>
          <ticker value="MTATRN"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117341.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.336000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.25 05/15/39</title>
        <cusip>912810QB7</cusip>
        <identifiers>
          <isin value="US912810QB70"/>
          <ticker value="T"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2636093.76</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY RESTORATION BOND COMPANY, LLC</name>
        <lei>N/A</lei>
        <title>CNP 2009-1 A3</title>
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          <isin value="US15200NAC92"/>
          <ticker value="CNP"/>
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        <balance>70445.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72573.68</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 4.6 01/23/46</title>
        <cusip>91086QBF4</cusip>
        <identifiers>
          <isin value="US91086QBF46"/>
          <ticker value="MXLH"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>542500</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G13136</title>
        <cusip>3128MBV53</cusip>
        <identifiers>
          <isin value="US3128MBV539"/>
          <ticker value="FHLMC"/>
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        <balance>31418.12</balance>
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        <curCd>USD</curCd>
        <valUSD>32579.3</valUSD>
        <pctVal>0.0011396708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Duke Energy Indiana Inc.</name>
        <lei>6URPHM2EAWGJ2C6ISB97</lei>
        <title>DUK 6.35 08/15/38</title>
        <cusip>263901AA8</cusip>
        <identifiers>
          <isin value="US263901AA85"/>
          <ticker value="DUK/38B"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35519.61</valUSD>
        <pctVal>0.0012425271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FNA 2019-M1 A2</title>
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          <ticker value="FNMA"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Whirlpool Corporation</name>
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          <ticker value="WHR22"/>
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        <curCd>USD</curCd>
        <valUSD>105809.04</valUSD>
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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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G04459</title>
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          <isin value="US3128M6JC31"/>
          <ticker value="FHLMC"/>
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        <valUSD>79147.01</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 8.875 11/15/38</title>
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          <ticker value="D/38"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506664.26</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>2038-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.875000000000</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>SAN ANTONIO TEX</name>
        <lei>N/A</lei>
        <title>SAN ANTONIO TEX REV BDS 2009C</title>
        <cusip>796253T93</cusip>
        <identifiers>
          <isin value="US796253T935"/>
          <ticker value="SANUTL"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275270</valUSD>
        <pctVal>0.0096293412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Spectrum Management Holding Company LLC</name>
        <lei>B1WXCWLJVJXMWJX6O298</lei>
        <title>TWC 6.75 06/15/39</title>
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          <ticker value="TWC39"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164254.95</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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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>G2 AJ0789</title>
        <cusip>36182U2W6</cusip>
        <identifiers>
          <isin value="US36182U2W60"/>
          <ticker value="GNR"/>
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        <balance>2899389.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3030719.97</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>N/A</lei>
        <title>FHMS K722 A2</title>
        <cusip>3137BQBZ9</cusip>
        <identifiers>
          <isin value="US3137BQBZ96"/>
          <ticker value="FEDMFH"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252412.68</valUSD>
        <pctVal>0.0088297592</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.406000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA1200</title>
        <cusip>31418AKN7</cusip>
        <identifiers>
          <isin value="US31418AKN71"/>
          <ticker value="FNMA"/>
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        <balance>924999.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>953025.73</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Cd Commercial Mortage Trust</name>
        <lei>N/A</lei>
        <title>CD 2018-CD7 A4</title>
        <cusip>12512JAW4</cusip>
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          <isin value="US12512JAW45"/>
          <ticker value="CD"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224676.6</valUSD>
        <pctVal>0.0078595111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.279000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G04817</title>
        <cusip>3128M6VJ4</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J09148</title>
        <cusip>3128PMEV8</cusip>
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          <isin value="US3128PMEV88"/>
          <ticker value="FHLMC"/>
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        <valUSD>30986.54</valUSD>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 8.125 07/15/39</title>
        <cusip>172967EW7</cusip>
        <identifiers>
          <isin value="US172967EW71"/>
          <ticker value="C"/>
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        <balance>680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1135230.51</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 5.875 02/15/40</title>
        <cusip>097023BA2</cusip>
        <identifiers>
          <isin value="US097023BA22"/>
          <ticker value="BA"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99593.28</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.5 08/15/39</title>
        <cusip>912810QC5</cusip>
        <identifiers>
          <isin value="US912810QC53"/>
          <ticker value="T"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2718515.62</valUSD>
        <pctVal>0.0950975927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 987114</title>
        <cusip>31415RSB1</cusip>
        <identifiers>
          <isin value="US31415RSB14"/>
          <ticker value="FNMA"/>
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        <balance>4027.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4043.1</valUSD>
        <pctVal>0.0001414335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 975365</title>
        <cusip>31414TCA7</cusip>
        <identifiers>
          <isin value="US31414TCA79"/>
          <ticker value="FNMA"/>
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        <balance>16966.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17624.87</valUSD>
        <pctVal>0.0006165433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Tennessee Valley Authority</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA 5.25 09/15/39</title>
        <cusip>880591EH1</cusip>
        <identifiers>
          <isin value="US880591EH15"/>
          <ticker value="TVA39"/>
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        <balance>1650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2274139.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LOS ANGELES CALIF UNI SCH DIST</name>
        <lei>N/A</lei>
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        <cusip>544646XZ0</cusip>
        <identifiers>
          <isin value="US544646XZ09"/>
          <ticker value="LOSSCD"/>
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        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429004.35</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO1169</title>
        <cusip>3140JVJP8</cusip>
        <identifiers>
          <isin value="US3140JVJP82"/>
          <ticker value="FN"/>
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        <balance>504984.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520430.73</valUSD>
        <pctVal>0.0182054167</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 784345</title>
        <cusip>3622A2ZJ4</cusip>
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          <isin value="US3622A2ZJ43"/>
          <ticker value="GNR"/>
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        <balance>850902.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>888815.64</valUSD>
        <pctVal>0.0310920515</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Protective Life Corporation</name>
        <lei>549300ZWIT8J8Y2EXL07</lei>
        <title>PL 8.45 10/15/39</title>
        <cusip>743674AY9</cusip>
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          <ticker value="PL39"/>
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        <balance>425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634907.43</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>2039-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.450000000000</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>CALIFORNIA ST</name>
        <lei>N/A</lei>
        <title>CALIFORNIA ST GO BDS</title>
        <cusip>13063A7D0</cusip>
        <identifiers>
          <isin value="US13063A7D02"/>
          <ticker value="CAS"/>
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        <balance>920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1404858.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.300000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 752757</title>
        <cusip>36230MB22</cusip>
        <identifiers>
          <isin value="US36230MB228"/>
          <ticker value="GNR"/>
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        <balance>378184.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408959.21</valUSD>
        <pctVal>0.0143059823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5081</title>
        <cusip>36202FUE4</cusip>
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          <isin value="US36202FUE41"/>
          <ticker value="GNR"/>
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        <balance>259685</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275610.22</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FNA 2017-M8 A2</title>
        <cusip>3136AW7J0</cusip>
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          <isin value="US3136AW7J01"/>
          <ticker value="FNMA"/>
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        <balance>300000</balance>
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        <curCd>USD</curCd>
        <valUSD>312946.98</valUSD>
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        <invCountry>US</invCountry>
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        <debtSec>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G61044</title>
        <cusip>31335BER3</cusip>
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          <isin value="US31335BER33"/>
          <ticker value="FHLMC"/>
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        <balance>3878997.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4069198.05</valUSD>
        <pctVal>0.1423464100</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2804</title>
        <cusip>31418CDJ0</cusip>
        <identifiers>
          <isin value="US31418CDJ09"/>
          <ticker value="FNMA"/>
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        <balance>825627.98</balance>
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        <curCd>USD</curCd>
        <valUSD>847612.72</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 934466</title>
        <cusip>31412TTX1</cusip>
        <identifiers>
          <isin value="US31412TTX18"/>
          <ticker value="FNMA"/>
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        <balance>25850.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26803.05</valUSD>
        <pctVal>0.0009376093</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Republic of Chile</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>CHILE 3.25 09/14/21</title>
        <cusip>168863AW8</cusip>
        <identifiers>
          <isin value="US168863AW86"/>
          <ticker value="CHILE"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407428</valUSD>
        <pctVal>0.0142524184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Globe Life Inc</name>
        <lei>5493001JFHKQOPP6XA71</lei>
        <title>GL 3.8 09/15/22</title>
        <cusip>891027AQ7</cusip>
        <identifiers>
          <isin value="US891027AQ76"/>
          <ticker value="TMK"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430541.34</valUSD>
        <pctVal>0.0150609563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>NEW YORK N Y CITY TRANSITIONAL FIN AUTH</name>
        <lei>5493003476LG35QAKM08</lei>
        <title>NEW YORK N Y CITY TRANSITIONAL FIN AUTH FUTURE TAX SECD BDS C-2</title>
        <cusip>64971MZG0</cusip>
        <identifiers>
          <isin value="US64971MZG04"/>
          <ticker value="NYCGEN"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372696</valUSD>
        <pctVal>0.0130374430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.767000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NEW YORK N Y CITY MUN WTR FIN AUTH</name>
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          <ticker value="NYCUTL"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG Q54891</title>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
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          <ticker value="PFE"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4322</title>
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          <isin value="US36179SYT85"/>
          <ticker value="GNR"/>
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        <valUSD>716698.1</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08792</title>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J11136</title>
        <cusip>3128PQHM6</cusip>
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          <isin value="US3128PQHM66"/>
          <ticker value="FHLMC"/>
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        <balance>26316.92</balance>
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        <curCd>USD</curCd>
        <valUSD>27448.81</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.375 11/15/39</title>
        <cusip>912810QD3</cusip>
        <identifiers>
          <isin value="US912810QD37"/>
          <ticker value="T"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2680859.38</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 930606</title>
        <cusip>31412N3P9</cusip>
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          <isin value="US31412N3P93"/>
          <ticker value="FNMA"/>
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        <balance>418178.47</balance>
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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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AC5040</title>
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          <isin value="US31417QS627"/>
          <ticker value="FNMA"/>
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        <balance>86259.75</balance>
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        <curCd>USD</curCd>
        <valUSD>89969.45</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4838</title>
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          <isin value="US36179TLT06"/>
          <ticker value="GNR"/>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Asian Development Bank</name>
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          <isin value="US045167EE95"/>
          <ticker value="ASIA"/>
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        <curCd>USD</curCd>
        <valUSD>520217.19</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PNC Funding Corp.</name>
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        <name>Burlington Northern Santa Fe LLC</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A88476</title>
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          <ticker value="FHLMC"/>
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        <name>Sempra Energy</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AC2969</title>
        <cusip>31417MJP9</cusip>
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          <isin value="US31417MJP95"/>
          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AC4861</title>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
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        <title>ABIBB 5.45 01/23/39</title>
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          <isin value="US03523TBU16"/>
          <ticker value="BUD/39A"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239102.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boston Properties Limited Partnership</name>
        <lei>BVHHEFJI6SHNOKQT2572</lei>
        <title>BXP 3.125 09/01/23</title>
        <cusip>10112RAV6</cusip>
        <identifiers>
          <isin value="US10112RAV69"/>
          <ticker value="BXP23A"/>
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        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139334.58</valUSD>
        <pctVal>0.0048741243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>FN AA8978</title>
        <cusip>31416S6Q9</cusip>
        <identifiers>
          <isin value="US31416S6Q99"/>
          <ticker value="FNMA"/>
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        <balance>100042.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109163.6</valUSD>
        <pctVal>0.0038187000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FN AA4562</title>
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          <isin value="US31416NB846"/>
          <ticker value="FNMA"/>
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        <balance>374366.3</balance>
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        <curCd>USD</curCd>
        <valUSD>411198.12</valUSD>
        <pctVal>0.0143843026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J32244</title>
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          <isin value="US31307NP573"/>
          <ticker value="FHLMC"/>
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        <balance>1723853.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1779138.61</valUSD>
        <pctVal>0.0622368316</pctVal>
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        <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>3.000000000000</annualizedRt>
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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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 BB6965</title>
        <cusip>3617AXW26</cusip>
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          <isin value="US3617AXW264"/>
          <ticker value="GNR"/>
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        <balance>448739.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469102.17</valUSD>
        <pctVal>0.0164098697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A83008</title>
        <cusip>312929KV3</cusip>
        <identifiers>
          <isin value="US312929KV32"/>
          <ticker value="FHLMC"/>
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        <balance>178132.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199352.56</valUSD>
        <pctVal>0.0069736397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G60440</title>
        <cusip>31335APZ5</cusip>
        <identifiers>
          <isin value="US31335APZ56"/>
          <ticker value="FHLMC"/>
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        <balance>2031697.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2150816.46</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>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Commercial Mortgage Trust 2015-Lc19</name>
        <lei>N/A</lei>
        <title>COMM 2015-LC19 A4</title>
        <cusip>200474BC7</cusip>
        <identifiers>
          <isin value="US200474BC73"/>
          <ticker value="COMM"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518411.55</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>2048-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.183000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0220</title>
        <cusip>36179MG53</cusip>
        <identifiers>
          <isin value="US36179MG531"/>
          <ticker value="GNR"/>
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        <balance>551696.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582890.3</valUSD>
        <pctVal>0.0203903424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN AS8960</title>
        <cusip>3138WJ5W4</cusip>
        <identifiers>
          <isin value="US3138WJ5W45"/>
          <ticker value="FNMA"/>
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        <balance>719579.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>770384.4</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q48874</title>
        <cusip>3132WN2G6</cusip>
        <identifiers>
          <isin value="US3132WN2G68"/>
          <ticker value="FHLMC"/>
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        <balance>323217.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K075 A2</title>
        <cusip>3137F4X72</cusip>
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          <isin value="US3137F4X727"/>
          <ticker value="FHLMC"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163098</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AH4450</title>
        <cusip>3138A55L2</cusip>
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          <isin value="US3138A55L24"/>
          <ticker value="FNMA"/>
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        <balance>131588.93</balance>
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        <curCd>USD</curCd>
        <valUSD>134883.16</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AC6742</title>
        <cusip>31417TP44</cusip>
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          <isin value="US31417TP445"/>
          <ticker value="FNMA"/>
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        <balance>816464.5</balance>
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        <curCd>USD</curCd>
        <valUSD>893632.17</valUSD>
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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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA0361</title>
        <cusip>31417YMK0</cusip>
        <identifiers>
          <isin value="US31417YMK00"/>
          <ticker value="FNMA"/>
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        <balance>124560.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130554.82</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>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>NEW YORK ST URBAN DEV CORP</name>
        <lei>54930039Y2EMGXN6LM88</lei>
        <title>NEW YORK ST URBAN DEV CORP INCOME TAX REV BDS 2009E</title>
        <cusip>650035TD0</cusip>
        <identifiers>
          <isin value="US650035TD05"/>
          <ticker value="NYSDEV"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121275</valUSD>
        <pctVal>0.0042423742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.770000000000</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>LOS ANGELES CALIF DEPT ARPTS</name>
        <lei>N/A</lei>
        <title>LOS ANGELES CALIF DEPT ARPTS REV BDS 2009C</title>
        <cusip>544435C32</cusip>
        <identifiers>
          <isin value="US544435C327"/>
          <ticker value="LOSAPT"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331732.5</valUSD>
        <pctVal>0.0116044808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.582000000000</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>GM FINL CON AUTO REC 2019-1</name>
        <lei>N/A</lei>
        <title>GMCAR 2019-1 A3</title>
        <cusip>36256XAD4</cusip>
        <identifiers>
          <isin value="US36256XAD49"/>
          <ticker value="GMCAR"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101373.84</valUSD>
        <pctVal>0.0035462030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.970000000000</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>Merck Sharp &amp; Dohme Corp</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 3.6 09/15/42</title>
        <cusip>589331AS6</cusip>
        <identifiers>
          <isin value="US589331AS67"/>
          <ticker value="MRK42"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26884.47</valUSD>
        <pctVal>0.0009404575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>Public Service Electric and Gas Company</name>
        <lei>549300RUHPVD434XUK18</lei>
        <title>PEG 5.375 11/01/39 MTN</title>
        <cusip>74456QAU0</cusip>
        <identifiers>
          <isin value="US74456QAU04"/>
          <ticker value="PEG/39"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>324565.91</valUSD>
        <pctVal>0.0113537831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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 MUN PWR OHIO INC</name>
        <lei>EARKGGZJJEMVD66XQ486</lei>
        <title>AMERICAN MUN PWR OHIO INC REV BDS 2009</title>
        <cusip>02765UCY8</cusip>
        <identifiers>
          <isin value="US02765UCY82"/>
          <ticker value="AMEPWR"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278498</valUSD>
        <pctVal>0.0097422612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.449000000000</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>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 5.5 12/01/39 09-C</title>
        <cusip>209111EY5</cusip>
        <identifiers>
          <isin value="US209111EY58"/>
          <ticker value="ED39"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109161.56</valUSD>
        <pctVal>0.0038186286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>DISTRICT COLUMBIA</name>
        <lei>549300HWFOZXPKGOX654</lei>
        <title>DISTRICT COLUMBIA INCOME TAX SECURED REV BDS 2009E</title>
        <cusip>25477GCY9</cusip>
        <identifiers>
          <isin value="US25477GCY98"/>
          <ticker value="DISGEN"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37157.7</valUSD>
        <pctVal>0.0012998299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.591000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4382</title>
        <cusip>36179S2P1</cusip>
        <identifiers>
          <isin value="US36179S2P10"/>
          <ticker value="GNR"/>
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        <balance>531982.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553435.34</valUSD>
        <pctVal>0.0193599655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Ubs Barclays Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>UBSCM 2017-C2 A4</title>
        <cusip>90276CAE1</cusip>
        <identifiers>
          <isin value="US90276CAE12"/>
          <ticker value="UBSCM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264779.48</valUSD>
        <pctVal>0.0092623677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.487000000000</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>Sonoco Products Company</name>
        <lei>GKOMIK4RDJGHEF0VNP11</lei>
        <title>SON 5.75 11/01/40</title>
        <cusip>835495AJ1</cusip>
        <identifiers>
          <isin value="US835495AJ18"/>
          <ticker value="SON40"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183458.35</valUSD>
        <pctVal>0.0064176374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>FNMA 7.125 01/15/30</title>
        <cusip>31359MFJ7</cusip>
        <identifiers>
          <isin value="US31359MFJ71"/>
          <ticker value="FNMA"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2172080.6</valUSD>
        <pctVal>0.0759825085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</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>FN AH0525</title>
        <cusip>3138A1SP7</cusip>
        <identifiers>
          <isin value="US3138A1SP75"/>
          <ticker value="FNMA"/>
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        <balance>915791.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>982467.72</valUSD>
        <pctVal>0.0343681362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FN AS3294</title>
        <cusip>3138WCUU5</cusip>
        <identifiers>
          <isin value="US3138WCUU56"/>
          <ticker value="FNMA"/>
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        <balance>1751253.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1855576.85</valUSD>
        <pctVal>0.0649107514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>MASSACHUSETTS ST SCH BLDG AUTH</name>
        <lei>N/A</lei>
        <title>MASSACHUSETTS ST SCH BLDG AUTH SALES TAX BDS 2009B</title>
        <cusip>576000KV4</cusip>
        <identifiers>
          <isin value="US576000KV42"/>
          <ticker value="MASEDU"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132009</valUSD>
        <pctVal>0.0046178650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.715000000000</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>Berkshire Hathaway Finance Corporation</name>
        <lei>549300RLHFT5RU20WM87</lei>
        <title>BRK 5.75 01/15/40</title>
        <cusip>084664BL4</cusip>
        <identifiers>
          <isin value="US084664BL47"/>
          <ticker value="BRK.B/40"/>
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        <balance>255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350002.49</valUSD>
        <pctVal>0.0122435913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC 2.75 06/19/23 *</title>
        <cusip>3137EAEN5</cusip>
        <identifiers>
          <isin value="US3137EAEN50"/>
          <ticker value="FHLMC"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1038598.4</valUSD>
        <pctVal>0.0363316683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>FN MA2895</title>
        <cusip>31418CGD0</cusip>
        <identifiers>
          <isin value="US31418CGD02"/>
          <ticker value="FNMA"/>
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        <balance>629299.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>644519.52</valUSD>
        <pctVal>0.0225462213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Travelers Companies, Inc.</name>
        <lei>549300Y650407RU8B149</lei>
        <title>TRV 5.35 11/01/40</title>
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        <curCd>USD</curCd>
        <valUSD>13125.63</valUSD>
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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>Oglethorpe Power Corporation Membership</name>
        <lei>3EERXCUSWMS9GV5D9M98</lei>
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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>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G60361</title>
        <cusip>31335AMJ4</cusip>
        <identifiers>
          <isin value="US31335AMJ42"/>
          <ticker value="FHLMC"/>
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        <balance>1189226.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1247850.38</valUSD>
        <pctVal>0.0436516040</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K042 A2</title>
        <cusip>3137BFXT3</cusip>
        <identifiers>
          <isin value="US3137BFXT34"/>
          <ticker value="FEDMFH"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204916.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.670000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GRUPO TELEVISA S A B</name>
        <lei>549300O4AF0C816ILN62</lei>
        <title>TELVIS 6.625 01/15/40</title>
        <cusip>40049JAZ0</cusip>
        <identifiers>
          <isin value="US40049JAZ03"/>
          <ticker value="TV40"/>
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        <balance>570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>710928.82</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>UTX 5.7 04/15/40</title>
        <cusip>913017BS7</cusip>
        <identifiers>
          <isin value="US913017BS77"/>
          <ticker value="UTX40"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>673247.03</valUSD>
        <pctVal>0.0235511510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</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>Gs Mortgage Securities Trust 2015-Gc32</name>
        <lei>549300WZ62L3Y22NOZ64</lei>
        <title>GSMS 2017-GS8 A4</title>
        <cusip>36254KAL6</cusip>
        <identifiers>
          <isin value="US36254KAL61"/>
          <ticker value="GSMS"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211486.6</valUSD>
        <pctVal>0.0073981059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.469000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V60886</title>
        <cusip>3132KE6X8</cusip>
        <identifiers>
          <isin value="US3132KE6X83"/>
          <ticker value="FHLMC"/>
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        <balance>227880.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231494.31</valUSD>
        <pctVal>0.0080980045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Japan Bank for International Cooperation</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC 1.875 04/20/21 DTC</title>
        <cusip>471048AS7</cusip>
        <identifiers>
          <isin value="US471048AS70"/>
          <ticker value="JBIC"/>
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        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>800288.76</valUSD>
        <pctVal>0.0279952537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</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>FN MA0976</title>
        <cusip>31418ACN6</cusip>
        <identifiers>
          <isin value="US31418ACN63"/>
          <ticker value="FNMA"/>
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        <balance>474186.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495905.12</valUSD>
        <pctVal>0.0173474755</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>3.500000000000</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>
        <name>Republic of Panama</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 4.5 05/15/47</title>
        <cusip>698299BG8</cusip>
        <identifiers>
          <isin value="US698299BG85"/>
          <ticker value="RPMC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>297125</valUSD>
        <pctVal>0.0103938605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Nordic Investment Bank</name>
        <lei>213800HYL1S7VAXG6Z48</lei>
        <title>NIB 2.25 05/21/24</title>
        <cusip>65562QBL8</cusip>
        <identifiers>
          <isin value="US65562QBL86"/>
          <ticker value="NIB"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1020192.9</valUSD>
        <pctVal>0.0356878174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>FN 969632</title>
        <cusip>31414LVZ8</cusip>
        <identifiers>
          <isin value="US31414LVZ83"/>
          <ticker value="FNMA"/>
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        <balance>17650.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19591.23</valUSD>
        <pctVal>0.0006853294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>FN 881818</title>
        <cusip>31409XVK2</cusip>
        <identifiers>
          <isin value="US31409XVK26"/>
          <ticker value="FNMA"/>
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        <balance>86175.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99382.55</valUSD>
        <pctVal>0.0034765448</pctVal>
        <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>6.500000000000</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>NEW JERSEY ST TRANSN TR FD AUTH</name>
        <lei>549300YUVD5TEXR6L889</lei>
        <title>NEW JERSEY ST TRANSN TR FD AUTH TRANSPORTATION SYSTEM BDS 2010</title>
        <cusip>646136XR7</cusip>
        <identifiers>
          <isin value="US646136XR74"/>
          <ticker value="NJSTRN"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263986</valUSD>
        <pctVal>0.0092346106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.561000000000</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>Simon Property Group, L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 6.75 02/01/40</title>
        <cusip>828807CE5</cusip>
        <identifiers>
          <isin value="US828807CE50"/>
          <ticker value="SPG39"/>
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        <balance>690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1012276.82</valUSD>
        <pctVal>0.0354109015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>SAN DIEGO CNTY CALIF WTR AUTH</name>
        <lei>N/A</lei>
        <title>SAN DIEGO CNTY CALIF WTR AUTH WATER REV BDS 2010B</title>
        <cusip>79741TAR5</cusip>
        <identifiers>
          <isin value="US79741TAR59"/>
          <ticker value="SDGWTR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141902</valUSD>
        <pctVal>0.0049639364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States Treasury Notes</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Hydro Quebec</name>
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        <name>PPL Electric Utilities Corporation</name>
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        <name>Illinois Tool Works Inc.</name>
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        <name>NBCUniversal Media LLC</name>
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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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 687900</title>
        <cusip>36296DGH5</cusip>
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          <isin value="US36296DGH52"/>
          <ticker value="GNR"/>
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        <balance>112932.95</balance>
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        <curCd>USD</curCd>
        <valUSD>124084.8</valUSD>
        <pctVal>0.0043406651</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4243</title>
        <cusip>36202EWC9</cusip>
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          <isin value="US36202EWC91"/>
          <ticker value="GNR"/>
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        <balance>39729.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43888.22</valUSD>
        <pctVal>0.0015352732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C03821</title>
        <cusip>31292LG66</cusip>
        <identifiers>
          <isin value="US31292LG661"/>
          <ticker value="FHLMC"/>
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        <balance>1035738.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1093718.25</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Commercial Mortgage Trust</name>
        <lei>9J6MBOOO7BECTDTUZW19</lei>
        <title>COMM 2013-CR9 A4</title>
        <cusip>12625UBF9</cusip>
        <identifiers>
          <isin value="US12625UBF93"/>
          <ticker value="COMM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211823.22</valUSD>
        <pctVal>0.0074098814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.221795800000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 4.85 02/01/44</title>
        <cusip>46625HJU5</cusip>
        <identifiers>
          <isin value="US46625HJU59"/>
          <ticker value="JPM"/>
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        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274910.4</valUSD>
        <pctVal>0.0096167618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</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>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 4.45 02/15/44</title>
        <cusip>927804FR0</cusip>
        <identifiers>
          <isin value="US927804FR06"/>
          <ticker value="D/44"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87137.63</valUSD>
        <pctVal>0.0030481998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>GN 700918</title>
        <cusip>36296TVK6</cusip>
        <identifiers>
          <isin value="US36296TVK68"/>
          <ticker value="GNR"/>
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        <balance>104526.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117337.5</valUSD>
        <pctVal>0.0041046348</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 700972</title>
        <cusip>36296TW90</cusip>
        <identifiers>
          <isin value="US36296TW907"/>
          <ticker value="GNR"/>
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        <balance>21299.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23761.91</valUSD>
        <pctVal>0.0008312258</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q20550</title>
        <cusip>3132JMTF6</cusip>
        <identifiers>
          <isin value="US3132JMTF67"/>
          <ticker value="FHLMC"/>
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        <balance>1056002.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1087820.5</valUSD>
        <pctVal>0.0380535282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0826</title>
        <cusip>36179M4K3</cusip>
        <identifiers>
          <isin value="US36179M4K32"/>
          <ticker value="GNR"/>
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        <balance>144584.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148861.06</valUSD>
        <pctVal>0.0052073743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 4 02/12/55</title>
        <cusip>594918BE3</cusip>
        <identifiers>
          <isin value="US594918BE30"/>
          <ticker value="MSFT"/>
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        <balance>465000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>551380.42</valUSD>
        <pctVal>0.0192880814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3.119 05/04/26 *</title>
        <cusip>10373QAT7</cusip>
        <identifiers>
          <isin value="US10373QAT76"/>
          <ticker value="BP/26A"/>
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        <balance>535000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>559068.66</valUSD>
        <pctVal>0.0195570271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.119000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 699277</title>
        <cusip>36296R2J5</cusip>
        <identifiers>
          <isin value="US36296R2J53"/>
          <ticker value="GNR"/>
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        <balance>7661.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8511.13</valUSD>
        <pctVal>0.0002977316</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 782433</title>
        <cusip>36241KV21</cusip>
        <identifiers>
          <isin value="US36241KV219"/>
          <ticker value="GNR"/>
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        <balance>96422.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110138.8</valUSD>
        <pctVal>0.0038528139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Oneok Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>OKE 4.55 07/15/28</title>
        <cusip>682680AU7</cusip>
        <identifiers>
          <isin value="US682680AU71"/>
          <ticker value="OKE28B"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38504.5</valUSD>
        <pctVal>0.0013469429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</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>AIG 4.375 01/15/55</title>
        <cusip>026874DB0</cusip>
        <identifiers>
          <isin value="US026874DB02"/>
          <ticker value="AIG55"/>
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        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115300.99</valUSD>
        <pctVal>0.0040333947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0852</title>
        <cusip>36179M5M8</cusip>
        <identifiers>
          <isin value="US36179M5M88"/>
          <ticker value="GNR"/>
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        <balance>900033.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>945569.52</valUSD>
        <pctVal>0.0330773840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FNA 2014-M3 A2</title>
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          <ticker value="FNMA"/>
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        <balance>271024.6</balance>
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        <curCd>USD</curCd>
        <valUSD>283499.16</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Floating</couponKind>
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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>Bank 2018-Bnk10</name>
        <lei>N/A</lei>
        <title>BANK 2018-BN11 A3</title>
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          <isin value="US06540TAD28"/>
          <ticker value="BANK"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220872.94</valUSD>
        <pctVal>0.0077264536</pctVal>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.046000000000</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>National Australia Bank Limited New York Branch</name>
        <lei>N/A</lei>
        <title>NAB 3 01/20/23</title>
        <cusip>63254AAE8</cusip>
        <identifiers>
          <isin value="US63254AAE82"/>
          <ticker value="NAB"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1024979.49</valUSD>
        <pctVal>0.0358552592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4425</title>
        <cusip>36202E4J5</cusip>
        <identifiers>
          <isin value="US36202E4J57"/>
          <ticker value="GNR"/>
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        <balance>100119.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113503.1</valUSD>
        <pctVal>0.0039705020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 782498</title>
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        <identifiers>
          <isin value="US36241KX371"/>
          <ticker value="GNR"/>
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        <balance>44780.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51202.63</valUSD>
        <pctVal>0.0017911418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>FN 880505</title>
        <cusip>31409WGN5</cusip>
        <identifiers>
          <isin value="US31409WGN56"/>
          <ticker value="FNMA"/>
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        <balance>1897.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1923.41</valUSD>
        <pctVal>0.0000672837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>FN 923166</title>
        <cusip>31412ETX4</cusip>
        <identifiers>
          <isin value="US31412ETX49"/>
          <ticker value="FNMA"/>
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        <balance>5846.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6100.39</valUSD>
        <pctVal>0.0002134004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>J. B. Hunt Transport Services, Inc.</name>
        <lei>549300XCD1MPI1C5GK90</lei>
        <title>JBHT 3.85 03/15/24</title>
        <cusip>445658CD7</cusip>
        <identifiers>
          <isin value="US445658CD70"/>
          <ticker value="JBHT"/>
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        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100209.51</valUSD>
        <pctVal>0.0035054730</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>3.850000000000</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>CA, Inc.</name>
        <lei>Y7ET3D9SDOFUZ515FE28</lei>
        <title>CA 4.5 08/15/23</title>
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        <identifiers>
          <isin value="US12673PAE51"/>
          <ticker value="CA23"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262885.43</valUSD>
        <pctVal>0.0091961111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 745754</title>
        <cusip>31403DQF9</cusip>
        <identifiers>
          <isin value="US31403DQF95"/>
          <ticker value="FNMA"/>
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        <balance>243432.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268329.27</valUSD>
        <pctVal>0.0093865444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 796250</title>
        <cusip>31405QTF5</cusip>
        <identifiers>
          <isin value="US31405QTF53"/>
          <ticker value="FNMA"/>
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        <balance>42407.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47375.01</valUSD>
        <pctVal>0.0016572461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5175</title>
        <cusip>36202FXC5</cusip>
        <identifiers>
          <isin value="US36202FXC57"/>
          <ticker value="GNR"/>
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        <balance>146410.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158169.19</valUSD>
        <pctVal>0.0055329861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL2243</title>
        <cusip>3138EJP51</cusip>
        <identifiers>
          <isin value="US3138EJP514"/>
          <ticker value="FNMA"/>
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        <balance>1082437.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1161019.48</valUSD>
        <pctVal>0.0406141340</pctVal>
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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>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 793666</title>
        <cusip>31405MW37</cusip>
        <identifiers>
          <isin value="US31405MW375"/>
          <ticker value="FNMA"/>
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        <balance>54860.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60121.14</valUSD>
        <pctVal>0.0021031241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 828523</title>
        <cusip>31407EPG2</cusip>
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          <isin value="US31407EPG25"/>
          <ticker value="FNMA"/>
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        <balance>36242.57</balance>
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        <curCd>USD</curCd>
        <valUSD>39897.77</valUSD>
        <pctVal>0.0013956815</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q45095</title>
        <cusip>3132WJUV1</cusip>
        <identifiers>
          <isin value="US3132WJUV13"/>
          <ticker value="FHLMC"/>
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        <balance>2657334.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2761597.29</valUSD>
        <pctVal>0.0966046516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BE3171</title>
        <cusip>3140FNQZ0</cusip>
        <identifiers>
          <isin value="US3140FNQZ02"/>
          <ticker value="FNMA"/>
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        <balance>714544.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>724570.01</valUSD>
        <pctVal>0.0253465028</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>2.500000000000</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>GN 698336</title>
        <cusip>36296QY94</cusip>
        <identifiers>
          <isin value="US36296QY941"/>
          <ticker value="GNR"/>
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        <balance>302408.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328976.07</valUSD>
        <pctVal>0.0115080569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>G2 4559</title>
        <cusip>36202FB47</cusip>
        <identifiers>
          <isin value="US36202FB478"/>
          <ticker value="GNR"/>
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        <balance>210703.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232751.06</valUSD>
        <pctVal>0.0081419674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WILLIAMS PARTNERS L.P.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 3.6 03/15/22</title>
        <cusip>96949LAA3</cusip>
        <identifiers>
          <isin value="US96949LAA35"/>
          <ticker value="WMB/22A"/>
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        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>822602.45</valUSD>
        <pctVal>0.0287758188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>ICE 4.25 09/21/48</title>
        <cusip>45866FAH7</cusip>
        <identifiers>
          <isin value="US45866FAH73"/>
          <ticker value="ICE48"/>
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        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1133093.5</valUSD>
        <pctVal>0.0396372430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>G2 MA2892</title>
        <cusip>36179RF95</cusip>
        <identifiers>
          <isin value="US36179RF953"/>
          <ticker value="GNR"/>
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        <balance>404253.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421469.73</valUSD>
        <pctVal>0.0147436183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 Panama</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 3.875 03/17/28</title>
        <cusip>698299BF0</cusip>
        <identifiers>
          <isin value="US698299BF03"/>
          <ticker value="RPMA"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545000</valUSD>
        <pctVal>0.0190648851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>FN 790406</title>
        <cusip>31405JDK7</cusip>
        <identifiers>
          <isin value="US31405JDK79"/>
          <ticker value="FNMA"/>
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        <balance>47005.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53840</valUSD>
        <pctVal>0.0018834008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>FN 840577</title>
        <cusip>31407T2J8</cusip>
        <identifiers>
          <isin value="US31407T2J81"/>
          <ticker value="FNMA"/>
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        <balance>1770.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1828.65</valUSD>
        <pctVal>0.0000639688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0318</title>
        <cusip>36179MK74</cusip>
        <identifiers>
          <isin value="US36179MK749"/>
          <ticker value="GNR"/>
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        <balance>1027750.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1085756.7</valUSD>
        <pctVal>0.0379813335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN AL9582</title>
        <cusip>3138ERUG3</cusip>
        <identifiers>
          <isin value="US3138ERUG34"/>
          <ticker value="FNMA"/>
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        <balance>961373.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>991634.36</valUSD>
        <pctVal>0.0346887985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FN AS8483</title>
        <cusip>3138WJM96</cusip>
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          <isin value="US3138WJM968"/>
          <ticker value="FNMA"/>
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        <balance>1176493.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1204973.5</valUSD>
        <pctVal>0.0421517089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FN MA2489</title>
        <cusip>31418BXT8</cusip>
        <identifiers>
          <isin value="US31418BXT87"/>
          <ticker value="FNMA"/>
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        <balance>1076954.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1091396.68</valUSD>
        <pctVal>0.0381786282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Broadcom Corporation/Broadcom Cayman Finance Ltd</name>
        <lei>KFFV4ZWM9DJH1ND3BD89</lei>
        <title>AVGO 3.125 01/15/25</title>
        <cusip>11134LAP4</cusip>
        <identifiers>
          <isin value="US11134LAP40"/>
          <ticker value="AVGO"/>
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        <balance>255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258107.77</valUSD>
        <pctVal>0.0090289816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Benchmark Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B5 A2</title>
        <cusip>08160BAB0</cusip>
        <identifiers>
          <isin value="US08160BAB09"/>
          <ticker value="BMARK"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105666.6</valUSD>
        <pctVal>0.0036963699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.076500000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AA6149</title>
        <cusip>36178DZN4</cusip>
        <identifiers>
          <isin value="US36178DZN47"/>
          <ticker value="GNR"/>
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        <balance>1079984.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1112754.68</valUSD>
        <pctVal>0.0389257618</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Comm 2006-C8 Mtg</name>
        <lei>N/A</lei>
        <title>COMM 2012-CR2 A4</title>
        <cusip>12624KAD8</cusip>
        <identifiers>
          <isin value="US12624KAD81"/>
          <ticker value="COMM"/>
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        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342192.42</valUSD>
        <pctVal>0.0119703838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.147000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 717175</title>
        <cusip>3620A2XC5</cusip>
        <identifiers>
          <isin value="US3620A2XC53"/>
          <ticker value="GNR"/>
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        <balance>278574.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304690.63</valUSD>
        <pctVal>0.0106585172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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          <isin value="US36241K2R88"/>
          <ticker value="GNR"/>
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        <valUSD>63245.64</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AE0981</title>
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          <ticker value="FNMA"/>
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        <balance>677228.42</balance>
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        <curCd>USD</curCd>
        <valUSD>713753.9</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>412903.17</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3245</title>
        <cusip>36179RTA7</cusip>
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          <isin value="US36179RTA76"/>
          <ticker value="GNR"/>
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        <balance>2004335.46</balance>
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        <curCd>USD</curCd>
        <valUSD>2111716.69</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3244</title>
        <cusip>36179RS91</cusip>
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          <isin value="US36179RS915"/>
          <ticker value="GNR"/>
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        <balance>894892.75</balance>
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        <curCd>USD</curCd>
        <valUSD>932991.5</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB2693</title>
        <cusip>31416X7F1</cusip>
        <identifiers>
          <isin value="US31416X7F18"/>
          <ticker value="FNMA"/>
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        <balance>360289.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396131.27</valUSD>
        <pctVal>0.0138572425</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AI9555</title>
        <cusip>3138APTM0</cusip>
        <identifiers>
          <isin value="US3138APTM01"/>
          <ticker value="FNMA"/>
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        <balance>470507.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504648.75</valUSD>
        <pctVal>0.0176533403</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-UBS5 A4</title>
        <cusip>12592KBC7</cusip>
        <identifiers>
          <isin value="US12592KBC71"/>
          <ticker value="COMM"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>526864.05</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>2047-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.838000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL5785</title>
        <cusip>3138ENNB1</cusip>
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          <isin value="US3138ENNB16"/>
          <ticker value="FNMA"/>
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        <valUSD>1656737.04</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 2.125 04/13/26</title>
        <cusip>298785HD1</cusip>
        <identifiers>
          <isin value="US298785HD17"/>
          <ticker value="E2BG"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1519316.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J30435</title>
        <cusip>31307LPU6</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>507951.98</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
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        <title>NSC 5.1 08/01/18</title>
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        <curCd>USD</curCd>
        <valUSD>118272.42</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>United Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>UTX 4.125 11/16/28</title>
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          <ticker value="UTX28A"/>
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        <curCd>USD</curCd>
        <valUSD>843820.53</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>U.S. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
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        <cusip>91159HHP8</cusip>
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          <isin value="US91159HHP82"/>
          <ticker value="USB22B"/>
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        <balance>115000</balance>
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        <curCd>USD</curCd>
        <valUSD>116823.91</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBK 3.875 02/08/22</title>
        <cusip>21685WDD6</cusip>
        <identifiers>
          <isin value="US21685WDD65"/>
          <ticker value="RABOBK"/>
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        <balance>1750000</balance>
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        <curCd>USD</curCd>
        <valUSD>1822606.47</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 863759</title>
        <cusip>31408XTQ3</cusip>
        <identifiers>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>158.57</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 745826</title>
        <cusip>31403DSP5</cusip>
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        <balance>104441.96</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>549300DT2BKPLXAJ4C66</lei>
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          <isin value="US94989CAX92"/>
          <ticker value="WFCM"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103595.07</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Quebec (Province Of)</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Arizona Public Service Company</name>
        <lei>YG6VT0TPHRH4TFVAQV64</lei>
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          <isin value="US040555CX04"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283521.84</valUSD>
        <pctVal>0.0099180024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BA Credit Card Trust</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BACCT 2018-A3 A3</title>
        <cusip>05522RDA3</cusip>
        <identifiers>
          <isin value="US05522RDA32"/>
          <ticker value="MBNAS"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203755</valUSD>
        <pctVal>0.0071276434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K054 A2</title>
        <cusip>3137BNGT5</cusip>
        <identifiers>
          <isin value="US3137BNGT50"/>
          <ticker value="FHLMC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257377.23</valUSD>
        <pctVal>0.0090034263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.745000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J23813</title>
        <cusip>31307CGW2</cusip>
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          <isin value="US31307CGW29"/>
          <ticker value="FHLMC"/>
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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>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 817795</title>
        <cusip>31406RRQ0</cusip>
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          <isin value="US31406RRQ01"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>23299.39</valUSD>
        <pctVal>0.0008150462</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AA5970</title>
        <cusip>36178DT35</cusip>
        <identifiers>
          <isin value="US36178DT352"/>
          <ticker value="GNR"/>
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        <balance>1093435.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1128506.22</valUSD>
        <pctVal>0.0394767733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 2.25 06/24/21 GDIF</title>
        <cusip>459058DT7</cusip>
        <identifiers>
          <isin value="US459058DT78"/>
          <ticker value="IBRD"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504358.37</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3 02/19/25 MTN</title>
        <cusip>94974BGH7</cusip>
        <identifiers>
          <isin value="US94974BGH78"/>
          <ticker value="WFC25"/>
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        <balance>655000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675909.49</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>2025-02-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91370</title>
        <cusip>3128P7QX4</cusip>
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          <isin value="US3128P7QX47"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>182196.54</valUSD>
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        <issuerCat>USGSE</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR QA0127</title>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB8787</title>
        <cusip>31417FXR4</cusip>
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          <isin value="US31417FXR45"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS6262</title>
        <cusip>3138WF5Y8</cusip>
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          <isin value="US3138WF5Y82"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08785</title>
        <cusip>3128MJ2T6</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q57433</title>
        <cusip>3132Y1HK7</cusip>
        <identifiers>
          <isin value="US3132Y1HK76"/>
          <ticker value="FHLMC"/>
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        <balance>784327.12</balance>
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        <curCd>USD</curCd>
        <valUSD>817328.74</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 256792</title>
        <cusip>31371NF91</cusip>
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          <isin value="US31371NF919"/>
          <ticker value="FNMA"/>
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        <balance>9400.88</balance>
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        <valUSD>9632.57</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>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>Federal National Mortgage Association</name>
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        <title>FNA 2012-M17 A2</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Berkshire Hathaway Energy Company</name>
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        <name>Analog Devices Inc.</name>
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        <name>United States Treasury Notes</name>
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        <cusip>912828RR3</cusip>
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        <name>United States Treasury Notes</name>
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          <ticker value="T"/>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Wells Fargo Commercial Mortgage Trust</name>
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        <name>Federal National Mortgage Association</name>
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        <name>United States Treasury Notes</name>
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        <name>American Honda Finance Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FN ZN1506</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FN AS6332</title>
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        <name>Federal National Mortgage Association</name>
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        <title>FN MA2512</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G16774</title>
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          <isin value="US3128MFXB99"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>777356.9</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS5324</title>
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          <ticker value="FNMA"/>
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        <balance>742508.73</balance>
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        <curCd>USD</curCd>
        <valUSD>752470.25</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
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          <ticker value="T46"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135809.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Interstate Power &amp; Light Company</name>
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          <isin value="US461070AK05"/>
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        <balance>50000</balance>
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        <curCd>USD</curCd>
        <valUSD>56938.02</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Magellan Midstream Partners LP</name>
        <lei>MZF5TI8NFVZZNUSKDL39</lei>
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          <isin value="US559080AG18"/>
          <ticker value="MMP43"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23421.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Caterpillar Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
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        <curCd>USD</curCd>
        <valUSD>472789.09</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5398</title>
        <cusip>36179T7K5</cusip>
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          <isin value="US36179T7K59"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AA4482</title>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>371949.06</valUSD>
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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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 995879</title>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FN ZM5659</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AD0119</title>
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          <isin value="US31418MDZ23"/>
          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 928584</title>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3182</title>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>2025924.45</valUSD>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3057</title>
        <cusip>31418CMF8</cusip>
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          <isin value="US31418CMF85"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>1905369.48</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K721 A2</title>
        <cusip>3137BM6P6</cusip>
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          <isin value="US3137BM6P68"/>
          <ticker value="FHLMC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255269.15</valUSD>
        <pctVal>0.0089296826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.090000000000</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>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CGCMT 2012-GC8 A4</title>
        <cusip>17318UAD6</cusip>
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          <isin value="US17318UAD63"/>
          <ticker value="CGCMT"/>
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        <curCd>USD</curCd>
        <valUSD>389850.05</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMCC 2019-COR5 A4</title>
        <cusip>46591EAT4</cusip>
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          <isin value="US46591EAT47"/>
          <ticker value="JPMCC"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>211419.28</valUSD>
        <pctVal>0.0073957510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.386100000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4778</title>
        <cusip>36179TJX4</cusip>
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          <isin value="US36179TJX46"/>
          <ticker value="GNR"/>
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        <balance>2330850.89</balance>
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        <curCd>USD</curCd>
        <valUSD>2409854.38</valUSD>
        <pctVal>0.0843001779</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 3.4 05/15/24</title>
        <cusip>717081DM2</cusip>
        <identifiers>
          <isin value="US717081DM28"/>
          <ticker value="PFE24"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158710.47</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>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NTRCN 7.125 05/23/36</title>
        <cusip>67077MAP3</cusip>
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          <isin value="US67077MAP32"/>
          <ticker value="NTRCN"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>130535.17</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>2036-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AC6118</title>
        <cusip>31417SYQ7</cusip>
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          <isin value="US31417SYQ73"/>
          <ticker value="FNMA"/>
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        <balance>204218.15</balance>
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        <curCd>USD</curCd>
        <valUSD>221620.1</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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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>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AC2947</title>
        <cusip>31417MHZ9</cusip>
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          <isin value="US31417MHZ95"/>
          <ticker value="FNMA"/>
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        <balance>359662.18</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387193.19</valUSD>
        <pctVal>0.0135445756</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Manitoba (Province of)</name>
        <lei>5493003QILFOB3JRKE30</lei>
        <title>MP 2.1 09/06/22</title>
        <cusip>563469TX3</cusip>
        <identifiers>
          <isin value="US563469TX35"/>
          <ticker value="MP"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100750.54</valUSD>
        <pctVal>0.0035243990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</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>Kohls Corporation</name>
        <lei>549300JF6LPRTRJ0FH50</lei>
        <title>KSS 3.25 02/01/23</title>
        <cusip>500255AS3</cusip>
        <identifiers>
          <isin value="US500255AS33"/>
          <ticker value="KSS23"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101515.63</valUSD>
        <pctVal>0.0035511630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NTRCN 3.15 10/01/22</title>
        <cusip>67077MAJ7</cusip>
        <identifiers>
          <isin value="US67077MAJ71"/>
          <ticker value="N7TB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204353.69</valUSD>
        <pctVal>0.0071485865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRU 3.5 05/15/24 MTN</title>
        <cusip>74432QBZ7</cusip>
        <identifiers>
          <isin value="US74432QBZ72"/>
          <ticker value="PRU24"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90459.09</valUSD>
        <pctVal>0.0031643893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Florida Power &amp; Light Company</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 5.69 03/01/40</title>
        <cusip>341081FC6</cusip>
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          <isin value="US341081FC68"/>
          <ticker value="NEE"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40781.57</valUSD>
        <pctVal>0.0014265981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.690000000000</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>CLARK CNTY NEV ARPT DEPT OF AVIATION</name>
        <lei>N/A</lei>
        <title>CLARK CNTY NEV ARPT DEPT OF AVIATION ARPT SYS REV BDS SR SERIES 2010C</title>
        <cusip>18085PMT8</cusip>
        <identifiers>
          <isin value="US18085PMT83"/>
          <ticker value="CLAAPT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315132</valUSD>
        <pctVal>0.0110237713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.820000000000</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>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SRE 2.875 10/01/22</title>
        <cusip>816851AT6</cusip>
        <identifiers>
          <isin value="US816851AT63"/>
          <ticker value="SRE22"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61138.84</valUSD>
        <pctVal>0.0021387247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>Spectrum Management Holding Company LLC</name>
        <lei>B1WXCWLJVJXMWJX6O298</lei>
        <title>TWC 5.5 09/01/41</title>
        <cusip>88732JBB3</cusip>
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          <ticker value="TWC41"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83783.04</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>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NTRCN 6.125 01/15/41</title>
        <cusip>67077MAQ1</cusip>
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          <isin value="US67077MAQ15"/>
          <ticker value="N7TD"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>123343.61</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>2041-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NTRCN 5.875 12/01/36</title>
        <cusip>67077MAF5</cusip>
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          <ticker value="NTRCN"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59497.81</valUSD>
        <pctVal>0.0020813191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>4154296.86</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EAST BAY CALIF MUN UTIL DIST</name>
        <lei>N/A</lei>
        <title>EAST BAY CALIF MUN UTIL DIST REV BDS 2010B</title>
        <cusip>271014TU6</cusip>
        <identifiers>
          <isin value="US271014TU61"/>
          <ticker value="EBYWTR"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>411735</valUSD>
        <pctVal>0.0144030835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.874000000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 3.25 09/23/22</title>
        <cusip>46625HJE1</cusip>
        <identifiers>
          <isin value="US46625HJE18"/>
          <ticker value="JPM22A"/>
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        <balance>210000</balance>
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        <curCd>USD</curCd>
        <valUSD>217275.66</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3.5 03/08/22 MTN</title>
        <cusip>94974BFC9</cusip>
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          <ticker value="WFC"/>
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        <balance>1500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1549070.16</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>LOS ANGELES CALIF UNI SCH DIST</name>
        <lei>N/A</lei>
        <title>LOS ANGELES CALIF UNI SCH DIST GO BDS 2010 RY</title>
        <cusip>544646ZR6</cusip>
        <identifiers>
          <isin value="US544646ZR64"/>
          <ticker value="LOSSCD"/>
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        <balance>290000</balance>
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        <curCd>USD</curCd>
        <valUSD>399799.8</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A90749</title>
        <cusip>312938ZN6</cusip>
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          <isin value="US312938ZN67"/>
          <ticker value="FHLMC"/>
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        <balance>573973.38</balance>
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        <curCd>USD</curCd>
        <valUSD>623771.14</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08788</title>
        <cusip>3128MJ2W9</cusip>
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          <isin value="US3128MJ2W99"/>
          <ticker value="FHLMC"/>
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        <balance>2276075.46</balance>
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        <curCd>USD</curCd>
        <valUSD>2364980.58</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3058</title>
        <cusip>31418CMG6</cusip>
        <identifiers>
          <isin value="US31418CMG68"/>
          <ticker value="FNMA"/>
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        <balance>678464.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>710364.52</valUSD>
        <pctVal>0.0248495743</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Southwestern Electric Power Company</name>
        <lei>R64UBJHEC74EB3HGQ410</lei>
        <title>AEP 6.2 03/15/40</title>
        <cusip>845437BL5</cusip>
        <identifiers>
          <isin value="US845437BL54"/>
          <ticker value="AEP/40"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263556.19</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AD0639</title>
        <cusip>31418MV90</cusip>
        <identifiers>
          <isin value="US31418MV909"/>
          <ticker value="FNMA"/>
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        <balance>55326.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62897.26</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Barrick North America Finance LLC</name>
        <lei>N/A</lei>
        <title>ABXCN 5.7 05/30/41</title>
        <cusip>06849RAG7</cusip>
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          <isin value="US06849RAG74"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>616759.59</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>2041-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Newmont Goldcorp Corporation</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>NEM 4.875 03/15/42</title>
        <cusip>651639AP1</cusip>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>175639.47</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>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 3.45 05/15/24 GMTN</title>
        <cusip>36962G7K4</cusip>
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          <ticker value="GE/24"/>
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        <curCd>USD</curCd>
        <valUSD>539774.84</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK 3.25 05/16/27 MTN</title>
        <cusip>06406RAD9</cusip>
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          <isin value="US06406RAD98"/>
          <ticker value="BK27"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>525668.51</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>2027-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
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      <invstOrSec>
        <name>GEORGIA MUN ELEC AUTH</name>
        <lei>JA0WNILDDF2KUPS83B16</lei>
        <title>GEORGIA MUN ELEC AUTH ELEC AUTHORITY BDS 2010-A</title>
        <cusip>626207YF5</cusip>
        <identifiers>
          <isin value="US626207YF57"/>
          <ticker value="MELPWR"/>
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        <balance>69000</balance>
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        <valUSD>92907.12</valUSD>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.637000000000</annualizedRt>
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      <invstOrSec>
        <name>GEORGIA MUN ELEC AUTH</name>
        <lei>JA0WNILDDF2KUPS83B16</lei>
        <title>GEORGIA MUN ELEC AUTH ELEC BDS 2010-A</title>
        <cusip>626207YM0</cusip>
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          <ticker value="MELPWR"/>
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        <valUSD>137741</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2057-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.655000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA0711</title>
        <cusip>31417YYH4</cusip>
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          <isin value="US31417YYH43"/>
          <ticker value="FNMA"/>
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        <balance>210514.55</balance>
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        <curCd>USD</curCd>
        <valUSD>216543.94</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <curCd>USD</curCd>
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        <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>Hasbro Inc</name>
        <lei>549300NUB6D2R1ITYR45</lei>
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          <ticker value="HASA"/>
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        <curCd>USD</curCd>
        <valUSD>35438.89</valUSD>
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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>Northern States Power Company</name>
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        <title>XEL 4.125 05/15/44</title>
        <cusip>665772CL1</cusip>
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          <ticker value="XEL/44A"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>229584.28</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>2044-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0088</title>
        <cusip>36179MCZ1</cusip>
        <identifiers>
          <isin value="US36179MCZ14"/>
          <ticker value="GNR"/>
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        <balance>1058780.56</balance>
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        <curCd>USD</curCd>
        <valUSD>1118862.4</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 2.5 11/25/24 GDIF</title>
        <cusip>459058DX8</cusip>
        <identifiers>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>620376.53</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Eastman Chemical Company</name>
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        <title>EMN 4.65 10/15/44</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>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
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        <title>JPM 3.625 05/13/24</title>
        <cusip>46625HJX9</cusip>
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          <ticker value="JPM24B"/>
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        <curCd>USD</curCd>
        <valUSD>530055.98</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08537</title>
        <cusip>3128MJS35</cusip>
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          <ticker value="FHLMC"/>
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        <balance>2018422.21</balance>
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        <curCd>USD</curCd>
        <valUSD>2079700.03</valUSD>
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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>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Wf-Rbs Com Mg Tst</name>
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        <title>WFRBS 2014-C25 A5</title>
        <cusip>92939LAE6</cusip>
        <identifiers>
          <isin value="US92939LAE65"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>263931.05</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.631000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>HNDA 1.7 09/09/21 GMTN</title>
        <cusip>02665WBG5</cusip>
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          <ticker value="HMC/21A"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499211.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.700000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 2.375 05/13/21 GMTN</title>
        <cusip>298785HQ2</cusip>
        <identifiers>
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          <ticker value="EIB"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2524043.23</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Hasbro Inc</name>
        <lei>549300NUB6D2R1ITYR45</lei>
        <title>HAS 6.35 03/15/40</title>
        <cusip>418056AS6</cusip>
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          <isin value="US418056AS62"/>
          <ticker value="HAS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289376.88</valUSD>
        <pctVal>0.0101228201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.350000000000</annualizedRt>
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      <invstOrSec>
        <name>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 5.5 03/15/40</title>
        <cusip>842400FP3</cusip>
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          <ticker value="EIX"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185255.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3467</title>
        <cusip>31418CZ98</cusip>
        <identifiers>
          <isin value="US31418CZ984"/>
          <ticker value="FNMA"/>
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        <balance>582394.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606627.5</valUSD>
        <pctVal>0.0212207039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CGCMT 2018-B2 A4</title>
        <cusip>17327FAD8</cusip>
        <identifiers>
          <isin value="US17327FAD87"/>
          <ticker value="UBSC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109953.23</valUSD>
        <pctVal>0.0038463224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.009000000000</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>Digital Realty Trust, L.P.</name>
        <lei>CD4SPTZ3YBTHY0C1AH38</lei>
        <title>DLR 3.625 10/01/22</title>
        <cusip>25389JAK2</cusip>
        <identifiers>
          <isin value="US25389JAK25"/>
          <ticker value="DLR22"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258490.4</valUSD>
        <pctVal>0.0090423666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NI 4.8 02/15/44</title>
        <cusip>65473QBC6</cusip>
        <identifiers>
          <isin value="US65473QBC69"/>
          <ticker value="NI/44"/>
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        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>674619.11</valUSD>
        <pctVal>0.0235991483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Dbjpm Mtg Tr 2017-C6</name>
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        <name>The Boeing Company</name>
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        <name>Italy (Republic Of)</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Baltimore Gas &amp; Electric Company</name>
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        <name>Benchmark Mortgage Trust</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18681</title>
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          <ticker value="FHLMC"/>
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        <name>GEORGIA MUN ELEC AUTH</name>
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      <invstOrSec>
        <name>Amgen Inc.</name>
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          <couponKind>Fixed</couponKind>
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        <name>KLA Corporation</name>
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      <invstOrSec>
        <name>Coca-Cola European Partners plc</name>
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          <ticker value="CCE"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 5.5 03/25/40</title>
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        <name>CALIFORNIA ST</name>
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        <title>CALIFORNIA ST GO BDS</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC 2.375 02/16/21</title>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
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          <ticker value="BAC"/>
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        <valUSD>176728.73</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>McCormick &amp; Company, Incorporated</name>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162546.57</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 2.498 03/03/22</title>
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        <curCd>USD</curCd>
        <valUSD>554130.18</valUSD>
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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>GS MORTGAGE SECURITIES TRUST</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>HNDA 2.65 02/12/21 GMTN</title>
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          <ticker value="HNDA"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252291.85</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A84432</title>
        <cusip>3129304R8</cusip>
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          <isin value="US3129304R87"/>
          <ticker value="FHLMC"/>
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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>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AD0585</title>
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          <isin value="US31418MUK60"/>
          <ticker value="FNMA"/>
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        <balance>387845.03</balance>
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        <curCd>USD</curCd>
        <valUSD>426773.14</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>UBS Cml Mtg Tr</name>
        <lei>N/A</lei>
        <title>UBSCM 2018-C8 A4</title>
        <cusip>90276VAE9</cusip>
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          <ticker value="LBUBS"/>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>164449.73</valUSD>
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        <assetCat>ABS-O</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J17932</title>
        <cusip>3128PXY59</cusip>
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          <isin value="US3128PXY597"/>
          <ticker value="FHLMC"/>
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        <balance>316811.39</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>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AH5573</title>
        <cusip>3138A7FP8</cusip>
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          <ticker value="FNMA"/>
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        <balance>740860.76</balance>
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        <curCd>USD</curCd>
        <valUSD>794605.68</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91485</title>
        <cusip>3128P7UJ0</cusip>
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          <isin value="US3128P7UJ07"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC 6.75 03/15/31</title>
        <cusip>3134A4AA2</cusip>
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          <ticker value="FHLMC"/>
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        <balance>1200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1738929.66</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Georgia-Pacific LLC</name>
        <lei>L2EVHWFHVAQK72TMH265</lei>
        <title>GP 8 01/15/24</title>
        <cusip>373298CF3</cusip>
        <identifiers>
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          <ticker value="GP"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>607683.54</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Healthpeak Properties Inc</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>PEAK 4.25 11/15/23</title>
        <cusip>40414LAJ8</cusip>
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          <ticker value="PEAK23"/>
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        <balance>43000</balance>
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        <curCd>USD</curCd>
        <valUSD>45889.23</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>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>LNC 4.85 06/24/21</title>
        <cusip>534187BB4</cusip>
        <identifiers>
          <isin value="US534187BB41"/>
          <ticker value="LNC21"/>
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        <balance>94000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97808.91</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 5 07/15/35</title>
        <cusip>50077LAL0</cusip>
        <identifiers>
          <isin value="US50077LAL09"/>
          <ticker value="KHC"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555527.24</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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 5.2 07/15/45</title>
        <cusip>50077LAM8</cusip>
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          <ticker value="KHC"/>
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        <balance>670000</balance>
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        <curCd>USD</curCd>
        <valUSD>727586.14</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>2045-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</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>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 6.75 09/27/34 MTNA</title>
        <cusip>91086QAS7</cusip>
        <identifiers>
          <isin value="US91086QAS75"/>
          <ticker value="MEX"/>
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        <balance>750000</balance>
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        <curCd>USD</curCd>
        <valUSD>1027500</valUSD>
        <pctVal>0.0359434302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 3 02/09/24</title>
        <cusip>037833CG3</cusip>
        <identifiers>
          <isin value="US037833CG39"/>
          <ticker value="AAPL"/>
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        <balance>1320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1370896.41</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>2024-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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          <isin value="US46625HLL23"/>
          <ticker value="JPM45"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>636429.23</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Emerson Electric Co.</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
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        <identifiers>
          <isin value="US291011BF04"/>
          <ticker value="EMR21"/>
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        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315270.22</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</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>FN AO4136</title>
        <cusip>3138LUS22</cusip>
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          <isin value="US3138LUS221"/>
          <ticker value="FNMA"/>
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        <balance>813115.33</balance>
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        <curCd>USD</curCd>
        <valUSD>857087.49</valUSD>
        <pctVal>0.0299821551</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>GS Mortgage Securities Trust</name>
        <lei>549300WZ62L3Y22NOZ64</lei>
        <title>GSMS 2018-GS9 A4</title>
        <cusip>36255NAT2</cusip>
        <identifiers>
          <isin value="US36255NAT28"/>
          <ticker value="GSMS"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164469.98</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>2051-03-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.992000000000</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>Wells Fargo Commercial Mortgage Trust</name>
        <lei>549300RVQJTKIK3XGD11</lei>
        <title>WFCM 2018-C43 A4</title>
        <cusip>95001LAU6</cusip>
        <identifiers>
          <isin value="US95001LAU61"/>
          <ticker value="WFCM"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164661.78</valUSD>
        <pctVal>0.0057601063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.012000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2018-M3 A2</title>
        <cusip>3136B1LF9</cusip>
        <identifiers>
          <isin value="US3136B1LF92"/>
          <ticker value="FNMA"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105116.34</valUSD>
        <pctVal>0.0036771210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.090000000000</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>ALLY AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>ALLYA 2019-4 A3</title>
        <cusip>02007TAC9</cusip>
        <identifiers>
          <isin value="US02007TAC99"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99828.22</valUSD>
        <pctVal>0.0034921350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.840000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.7 03/01/57</title>
        <cusip>00206RDT6</cusip>
        <identifiers>
          <isin value="US00206RDT68"/>
          <ticker value="T57"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83932.79</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>2057-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OREGON ST DEPT TRANSN</name>
        <lei>549300R5SUGZRD8KP359</lei>
        <title>OREGON ST DEPT TRANSN SUB LIEN REV BDS 2010</title>
        <cusip>68607DNL5</cusip>
        <identifiers>
          <isin value="US68607DNL54"/>
          <ticker value="ORSTRN"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266498</valUSD>
        <pctVal>0.0093224840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G05733</title>
        <cusip>3128M7V29</cusip>
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          <isin value="US3128M7V296"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>271942.99</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AC9581</title>
        <cusip>31417WUF6</cusip>
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          <isin value="US31417WUF66"/>
          <ticker value="FNMA"/>
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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>5.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 932741</title>
        <cusip>31412RHS9</cusip>
        <identifiers>
          <isin value="US31412RHS94"/>
          <ticker value="FNMA"/>
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        <balance>294624.46</balance>
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        <curCd>USD</curCd>
        <valUSD>322917.96</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 3.75 09/12/46</title>
        <cusip>822582BY7</cusip>
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          <ticker value="RDS/46"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252937.36</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX 2.25 09/15/26</title>
        <cusip>872540AQ2</cusip>
        <identifiers>
          <isin value="US872540AQ25"/>
          <ticker value="TJX"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502456.91</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>2.250000000000</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>Toyota Auto Receivables 2017-D</name>
        <lei>N/A</lei>
        <title>TAOT 2017-D A4</title>
        <cusip>89238KAE2</cusip>
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          <isin value="US89238KAE29"/>
          <ticker value="TAOT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100231.95</valUSD>
        <pctVal>0.0035062580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.120000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>South Carolina Electric &amp; Gas Company</name>
        <lei>3QRVFYR22IUIEOORTK28</lei>
        <title>SCG 5.1 06/01/65</title>
        <cusip>837004CJ7</cusip>
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          <isin value="US837004CJ73"/>
          <ticker value="D/65"/>
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        <balance>50000</balance>
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        <curCd>USD</curCd>
        <valUSD>65040.14</valUSD>
        <pctVal>0.0022751978</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2065-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.75 05/22/25</title>
        <cusip>38148LAE6</cusip>
        <identifiers>
          <isin value="US38148LAE65"/>
          <ticker value="GS25NZ"/>
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        <balance>2690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2855578.13</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 2.625 02/15/23</title>
        <cusip>68389XBR5</cusip>
        <identifiers>
          <isin value="US68389XBR52"/>
          <ticker value="ORCL23B"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66381.34</valUSD>
        <pctVal>0.0023221149</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Idex Corporation</name>
        <lei>549300U5Y5EL6PHYLF13</lei>
        <title>IEX 4.2 12/15/21</title>
        <cusip>45167RAF1</cusip>
        <identifiers>
          <isin value="US45167RAF10"/>
          <ticker value="IEX21"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205759.58</valUSD>
        <pctVal>0.0071977665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Sunoco Logistics Partners Operations L.P.</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>ETP 4.95 01/15/43</title>
        <cusip>86765BAM1</cusip>
        <identifiers>
          <isin value="US86765BAM19"/>
          <ticker value="SXL43"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>990447.93</valUSD>
        <pctVal>0.0346472955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Southern Copper Corporation</name>
        <lei>2549007U6NAP46Q9TU15</lei>
        <title>SCCO 6.75 04/16/40</title>
        <cusip>84265VAE5</cusip>
        <identifiers>
          <isin value="US84265VAE56"/>
          <ticker value="SCCO/40"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120189.12</valUSD>
        <pctVal>0.0042043886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
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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>
        <name>METROPOLITAN GOVT NASHVILLE &amp; DAVIDSON CNTY TENN</name>
        <lei>N/A</lei>
        <title>METROPOLITAN GOVT NASHVILLE &amp; DAVIDSON CNTY TENN TOURISM TAX REV BDS 2010</title>
        <cusip>592125AM0</cusip>
        <identifiers>
          <isin value="US592125AM00"/>
          <ticker value="METFAC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142867</valUSD>
        <pctVal>0.0049976935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.731000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Water Capital Corp</name>
        <lei>5IDHQUFVC8Q2KIBBFF06</lei>
        <title>AWK 3.4 03/01/25</title>
        <cusip>03040WAL9</cusip>
        <identifiers>
          <isin value="US03040WAL90"/>
          <ticker value="AWK/25"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36706.19</valUSD>
        <pctVal>0.0012840354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>Exelon Generation Company, LLC</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>EXC 5.75 10/01/41</title>
        <cusip>30161MAJ2</cusip>
        <identifiers>
          <isin value="US30161MAJ27"/>
          <ticker value="EXC"/>
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        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496689.73</valUSD>
        <pctVal>0.0173749223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 4.3 01/27/45</title>
        <cusip>61747YDY8</cusip>
        <identifiers>
          <isin value="US61747YDY86"/>
          <ticker value="DWDY"/>
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        <balance>1095000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1288065.31</valUSD>
        <pctVal>0.0450583802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Laboratory Corp of America Holdings</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>LH 4.7 02/01/45</title>
        <cusip>50540RAS1</cusip>
        <identifiers>
          <isin value="US50540RAS13"/>
          <ticker value="LH45"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337797.86</valUSD>
        <pctVal>0.0118166558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</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>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>KMB 3.2 07/30/46</title>
        <cusip>494368BV4</cusip>
        <identifiers>
          <isin value="US494368BV45"/>
          <ticker value="KMB46"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126204.32</valUSD>
        <pctVal>0.0044148089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>FiServ Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISV 4.4 07/01/49</title>
        <cusip>337738AV0</cusip>
        <identifiers>
          <isin value="US337738AV08"/>
          <ticker value="FISV"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567641.72</valUSD>
        <pctVal>0.0198569251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Healthpeak Properties Inc</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>PEAK 3.875 08/15/24</title>
        <cusip>40414LAL3</cusip>
        <identifiers>
          <isin value="US40414LAL36"/>
          <ticker value="PEAK24A"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244701.01</valUSD>
        <pctVal>0.0085599939</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>3.875000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.375 02/15/25</title>
        <cusip>20030NBL4</cusip>
        <identifiers>
          <isin value="US20030NBL47"/>
          <ticker value="CMCSA"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153011.79</valUSD>
        <pctVal>0.0053525728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G05870</title>
        <cusip>3128M72B1</cusip>
        <identifiers>
          <isin value="US3128M72B15"/>
          <ticker value="FHLMC"/>
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        <balance>423562.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>460894.64</valUSD>
        <pctVal>0.0161227585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 4.375 05/15/40</title>
        <cusip>912810QH4</cusip>
        <identifiers>
          <isin value="US912810QH41"/>
          <ticker value="T"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1344882.81</valUSD>
        <pctVal>0.0470459382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31418TD79</cusip>
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          <isin value="US31418TD795"/>
          <ticker value="FNMA"/>
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        <balance>294749.06</balance>
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        <curCd>USD</curCd>
        <valUSD>324370.74</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON ST</name>
        <lei>549300X3TODFMUKLQ364</lei>
        <title>WASHINGTON ST MOTOR VEHICLE FUEL TAX GO BDS 2010F</title>
        <cusip>93974CRE2</cusip>
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          <ticker value="WAS"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>127655</valUSD>
        <pctVal>0.0044655558</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.140000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
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          <ticker value="HD22"/>
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        <curCd>USD</curCd>
        <valUSD>25507.85</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>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kreditanstalt Fur Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
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          <isin value="US500769FK50"/>
          <ticker value="KFW"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1012830.52</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
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      <invstOrSec>
        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GIS 5.4 06/15/40</title>
        <cusip>370334BJ2</cusip>
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          <isin value="US370334BJ28"/>
          <ticker value="GIS40"/>
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        <balance>70000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.0030307444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>Discovery Communications, LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCA 6.35 06/01/40</title>
        <cusip>25470DAD1</cusip>
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          <ticker value="DISCA"/>
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        <balance>195000</balance>
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        <curCd>USD</curCd>
        <valUSD>248131.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRPCN 6.1 06/01/40</title>
        <cusip>893526DJ9</cusip>
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          <ticker value="TRP/40"/>
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        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496490.18</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>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB1048</title>
        <cusip>31416WEW8</cusip>
        <identifiers>
          <isin value="US31416WEW82"/>
          <ticker value="FNMA"/>
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        <balance>526310.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>571583.72</valUSD>
        <pctVal>0.0199948220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Discover Bank</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DFS 3.2 08/09/21 BKNT</title>
        <cusip>25466AAF8</cusip>
        <identifiers>
          <isin value="US25466AAF84"/>
          <ticker value="DFS/21"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254395.12</valUSD>
        <pctVal>0.0088991078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 3.95 07/15/25</title>
        <cusip>50077LAK2</cusip>
        <identifiers>
          <isin value="US50077LAK26"/>
          <ticker value="KHC"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148246.59</valUSD>
        <pctVal>0.0051858793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K056 A2</title>
        <cusip>3137BQYS0</cusip>
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          <isin value="US3137BQYS07"/>
          <ticker value="FEDMFH"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407114.68</valUSD>
        <pctVal>0.0142414580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.525000000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Province of Saskatchewan</name>
        <lei>549300FKDIB7OJMBSP83</lei>
        <title>SCDA 8.5 07/15/22</title>
        <cusip>803854FA1</cusip>
        <identifiers>
          <isin value="US803854FA15"/>
          <ticker value="SCDA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231472</valUSD>
        <pctVal>0.0080972240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Florida Power &amp; Light Company</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 4.125 02/01/42</title>
        <cusip>341081FF9</cusip>
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          <isin value="US341081FF99"/>
          <ticker value="NEE/42"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286539.73</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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      <invstOrSec>
        <name>ERP Operating Limited Partnership</name>
        <lei>DX5HQV5MLU50FEWZ5072</lei>
        <title>EQR 4.625 12/15/21</title>
        <cusip>26884AAZ6</cusip>
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          <isin value="US26884AAZ66"/>
          <ticker value="EQR/21"/>
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        <balance>111000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115973.81</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>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Republic of Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLOM 4.375 07/12/21</title>
        <cusip>195325BN4</cusip>
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          <ticker value="COLOM"/>
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        <curCd>USD</curCd>
        <valUSD>1031260</valUSD>
        <pctVal>0.0360749605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Illinois Tool Works Inc.</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>ITW 3.375 09/15/21</title>
        <cusip>452308AP4</cusip>
        <identifiers>
          <isin value="US452308AP45"/>
          <ticker value="ITW21"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256189.11</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nevada Power Company</name>
        <lei>MJZFGXRJ52U8U4MKJ519</lei>
        <title>BRKHEC 6.65 04/01/36 N</title>
        <cusip>641423BP2</cusip>
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          <ticker value="BRK.B/36C"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>138547.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 3.625 08/21/42</title>
        <cusip>822582AT9</cusip>
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          <ticker value="RDS/42"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>213960.07</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG 3.535 07/26/21</title>
        <cusip>606822AW4</cusip>
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          <ticker value="MUFG"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1023531.91</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.535000000000</annualizedRt>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V4.271 07/23/29 MTN</title>
        <cusip>06051GHM4</cusip>
        <identifiers>
          <isin value="US06051GHM42"/>
          <ticker value="NCBZ"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1111514.92</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>2029-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.271000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A91942</title>
        <cusip>312940EP0</cusip>
        <identifiers>
          <isin value="US312940EP09"/>
          <ticker value="FHLMC"/>
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        <balance>244754.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265938.4</valUSD>
        <pctVal>0.0093029083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 5.7 06/15/40</title>
        <cusip>209111FA6</cusip>
        <identifiers>
          <isin value="US209111FA63"/>
          <ticker value="ED"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592649.24</valUSD>
        <pctVal>0.0207317242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</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>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2016-A5 A5</title>
        <cusip>14041NFG1</cusip>
        <identifiers>
          <isin value="US14041NFG16"/>
          <ticker value="COMET"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99690.84</valUSD>
        <pctVal>0.0034873292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.660000000000</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>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 4 01/22/25 MTN</title>
        <cusip>06051GFM6</cusip>
        <identifiers>
          <isin value="US06051GFM69"/>
          <ticker value="NCBR"/>
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        <balance>1595000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1701381.32</valUSD>
        <pctVal>0.0595167696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Duke Energy Florida, LLC</name>
        <lei>7MOHLM3DKE63RX2ZCN83</lei>
        <title>DUK 3.4 10/01/46</title>
        <cusip>26444HAA9</cusip>
        <identifiers>
          <isin value="US26444HAA95"/>
          <ticker value="DUK/46A"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295502.9</valUSD>
        <pctVal>0.0103371171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>Kreditanstalt Fur Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 2.875 04/03/28</title>
        <cusip>500769HS6</cusip>
        <identifiers>
          <isin value="US500769HS68"/>
          <ticker value="KFW"/>
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        <balance>1215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1299664.94</valUSD>
        <pctVal>0.0454641519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>Halliburton Company</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HAL 4.75 08/01/43</title>
        <cusip>406216BE0</cusip>
        <identifiers>
          <isin value="US406216BE02"/>
          <ticker value="HAL43"/>
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        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16680.71</valUSD>
        <pctVal>0.0005835153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>The Estee Lauder Companies Inc.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>EL 4.375 06/15/45</title>
        <cusip>29736RAG5</cusip>
        <identifiers>
          <isin value="US29736RAG56"/>
          <ticker value="EL45"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177104.57</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>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.625 01/22/23</title>
        <cusip>38141GRD8</cusip>
        <identifiers>
          <isin value="US38141GRD87"/>
          <ticker value="GS"/>
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        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338496.86</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>2023-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>Vodafone Group plc</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 3.75 01/16/24</title>
        <cusip>92857WBH2</cusip>
        <identifiers>
          <isin value="US92857WBH25"/>
          <ticker value="VOD"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444278.76</valUSD>
        <pctVal>0.0155415111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 2.5 08/01/22</title>
        <cusip>025816BM0</cusip>
        <identifiers>
          <isin value="US025816BM04"/>
          <ticker value="AEC4"/>
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        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328882.81</valUSD>
        <pctVal>0.0115047945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.500000000000</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>CenterPoint Energy Resources Corp.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CNP 5.85 01/15/41</title>
        <cusip>15189WAH3</cusip>
        <identifiers>
          <isin value="US15189WAH34"/>
          <ticker value="CNP"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63751.29</valUSD>
        <pctVal>0.0022301120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 2.625 08/15/26</title>
        <cusip>92343VDD3</cusip>
        <identifiers>
          <isin value="US92343VDD38"/>
          <ticker value="VZ26A"/>
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        <balance>1635000</balance>
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        <curCd>USD</curCd>
        <valUSD>1660499.93</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>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>International Lease Finance Corporation</name>
        <lei>N/A</lei>
        <title>AER 5.875 08/15/22</title>
        <cusip>459745GN9</cusip>
        <identifiers>
          <isin value="US459745GN96"/>
          <ticker value="AER/22"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>272380.21</valUSD>
        <pctVal>0.0095282521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
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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>Capital One Multi Asset Execution Trust</name>
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        <title>COMET 2017-A3 A3</title>
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          <ticker value="COMET"/>
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        <curCd>USD</curCd>
        <valUSD>202530.86</valUSD>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.430000000000</annualizedRt>
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      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>INTNED 3.15 03/29/22</title>
        <cusip>456837AG8</cusip>
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          <ticker value="ING22"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>511227.37</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G05167</title>
        <cusip>3128M7CC8</cusip>
        <identifiers>
          <isin value="US3128M7CC86"/>
          <ticker value="FHLMC"/>
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        <balance>139513.78</balance>
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        <curCd>USD</curCd>
        <valUSD>151587.97</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>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NEW YORK N Y</name>
        <lei>549300ABYZD2SFD5JB29</lei>
        <title>NEW YORK N Y GO BDS 2010H</title>
        <cusip>64966HYV6</cusip>
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          <isin value="US64966HYV67"/>
          <ticker value="NYC"/>
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        <balance>85000</balance>
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        <curCd>USD</curCd>
        <valUSD>115305.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.846000000000</annualizedRt>
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      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 4.375 06/01/46</title>
        <cusip>50077LAB2</cusip>
        <identifiers>
          <isin value="US50077LAB27"/>
          <ticker value="KHC"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39430.78</valUSD>
        <pctVal>0.0013793455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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      <invstOrSec>
        <name>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 3.95 02/15/27</title>
        <cusip>29379VBL6</cusip>
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          <isin value="US29379VBL62"/>
          <ticker value="EPD/27"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>539805.76</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>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AD7859</title>
        <cusip>31418VWV0</cusip>
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          <isin value="US31418VWV07"/>
          <ticker value="FNMA"/>
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        <balance>190625.23</balance>
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        <curCd>USD</curCd>
        <valUSD>208636.5</valUSD>
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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>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 890234</title>
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        <curCd>USD</curCd>
        <valUSD>82064.7</valUSD>
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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>
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        <securityLending>
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      <invstOrSec>
        <name>American Express Credit Account Master Trust</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
        <title>AMXCA 2018-6 A</title>
        <cusip>02582JJF8</cusip>
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          <isin value="US02582JJF84"/>
          <ticker value="AMXCA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203633.12</valUSD>
        <pctVal>0.0071233799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.060000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 2.35 02/10/22</title>
        <cusip>58933YAQ8</cusip>
        <identifiers>
          <isin value="US58933YAQ89"/>
          <ticker value="MRK22A"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1009992.43</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>2022-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Merck &amp; Co., Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MRK 2.75 02/10/25</title>
        <cusip>58933YAR6</cusip>
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          <ticker value="MRK25"/>
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        <balance>805000</balance>
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        <curCd>USD</curCd>
        <valUSD>835271.59</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 3.75 02/12/45</title>
        <cusip>594918BD5</cusip>
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          <isin value="US594918BD56"/>
          <ticker value="MSFT"/>
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        <balance>145000</balance>
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        <curCd>USD</curCd>
        <valUSD>164899.63</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG 3.287 07/25/27</title>
        <cusip>606822AR5</cusip>
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          <isin value="US606822AR58"/>
          <ticker value="MUFG27A"/>
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        <curCd>USD</curCd>
        <valUSD>781839.07</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.287000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 3.4 08/01/24</title>
        <cusip>126408HB2</cusip>
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          <isin value="US126408HB27"/>
          <ticker value="CSX24"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>528077.26</valUSD>
        <pctVal>0.0184729033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F032617</cusip>
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          <isin value="US01F0326177"/>
          <ticker value="FNMA"/>
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        <balance>4000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4114843.72</valUSD>
        <pctVal>0.1439431613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan Finance Organization for Municipalities</name>
        <lei>5493007YYYNZ4NMEOD64</lei>
        <title>JFM 4 01/13/21 DTC</title>
        <cusip>471068AA4</cusip>
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          <isin value="US471068AA42"/>
          <ticker value="45ZU"/>
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        <curCd>USD</curCd>
        <valUSD>510549.26</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>The Interpublic Group of Companies, Inc.</name>
        <lei>5493008IUOJ5VWTRC333</lei>
        <title>IPG 4.2 04/15/24</title>
        <cusip>460690BL3</cusip>
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          <isin value="US460690BL39"/>
          <ticker value="IPG24"/>
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        <curCd>USD</curCd>
        <valUSD>161507.29</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
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      <invstOrSec>
        <name>Rogers Communications Inc.</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>RCICN 5.45 10/01/43</title>
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          <ticker value="RCI43A"/>
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        <balance>130000</balance>
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        <curCd>USD</curCd>
        <valUSD>164286.73</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-10-01</maturityDt>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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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>2025-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FedEx Corporation</name>
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          <ticker value="FDX28"/>
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        <balance>780000</balance>
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        <curCd>USD</curCd>
        <valUSD>802749.71</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>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
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        <name>Great Plains Energy Inc.</name>
        <lei>5493001U44U18AGEVX50</lei>
        <title>EVRG 5.292 06/15/22</title>
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        <curCd>USD</curCd>
        <valUSD>233829.6</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 4.7 04/15/48</title>
        <cusip>55336VAN0</cusip>
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          <ticker value="MPLX48"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1018938.41</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>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
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      <invstOrSec>
        <name>Chase Issuance Trust</name>
        <lei>5493008SHVCX2Y068L12</lei>
        <title>CHAIT 2014-A2 A2</title>
        <cusip>161571GK4</cusip>
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          <ticker value="CHAIT"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151654.67</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.770000000000</annualizedRt>
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        <name>BA Credit Card Trust</name>
        <lei>N/A</lei>
        <title>BACCT 2018-A1 A1</title>
        <cusip>05522RCY2</cusip>
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          <isin value="US05522RCY27"/>
          <ticker value="MBNAS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252463.28</valUSD>
        <pctVal>0.0088315292</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
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      <invstOrSec>
        <name>Massachusetts Institute of Technology</name>
        <lei>DLZO3A31IADZ27B62557</lei>
        <title>MASSIN 4.678 07/01/14</title>
        <cusip>575718AB7</cusip>
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          <ticker value="MASSIN"/>
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        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19344.57</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>2114-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.678000000000</annualizedRt>
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      <invstOrSec>
        <name>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 4.4 10/15/44</title>
        <cusip>595620AN5</cusip>
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        <curCd>USD</curCd>
        <valUSD>177006.42</valUSD>
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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>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUK 3.75 04/15/24</title>
        <cusip>26441CAN5</cusip>
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          <ticker value="DUK24"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105991.49</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>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Sunoco Logistics Partners Operations L.P.</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>ETP 5.3 04/01/44</title>
        <cusip>86765BAP4</cusip>
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          <ticker value="ETE/44"/>
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        <curCd>USD</curCd>
        <valUSD>15964.87</valUSD>
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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>5.300000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91354</title>
        <cusip>3128P7QF3</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>351620.49</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB2092</title>
        <cusip>31416XKE9</cusip>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TD AMERITRADE Holding Corporation</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
        <title>AMTD 3.625 04/01/25</title>
        <cusip>87236YAD0</cusip>
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          <ticker value="AMTD25"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>266050.77</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NTRCN 5.625 12/01/40</title>
        <cusip>67077MAG3</cusip>
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          <ticker value="NTRCN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>290548.73</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FNMA"/>
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        <balance>510666.65</balance>
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        <curCd>USD</curCd>
        <valUSD>565993.45</valUSD>
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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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C03457</title>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AH5614</title>
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          <ticker value="FNMA"/>
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        <balance>232192.25</balance>
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        <curCd>USD</curCd>
        <valUSD>240573.34</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 3.5 10/15/24</title>
        <cusip>595620AM7</cusip>
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          <ticker value="BRK.B/24A"/>
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        <curCd>USD</curCd>
        <valUSD>106034.92</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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        <name>Atmos Energy Corporation</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATO 4.125 10/15/44</title>
        <cusip>049560AM7</cusip>
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          <ticker value="ATO"/>
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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>2044-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NTRCN 3 04/01/25</title>
        <cusip>67077MAD0</cusip>
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          <isin value="US67077MAD02"/>
          <ticker value="NTRCN"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183701.85</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Aercap Ireland Capital DAC</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 3.95 02/01/22</title>
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          <isin value="US00772BAR24"/>
          <ticker value="AER/22B"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>258310.92</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA0667</title>
        <cusip>31417YW52</cusip>
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          <isin value="US31417YW524"/>
          <ticker value="FNMA"/>
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        <balance>331598.94</balance>
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        <curCd>USD</curCd>
        <valUSD>353164.31</valUSD>
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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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A96296</title>
        <cusip>3129447H8</cusip>
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          <isin value="US3129447H87"/>
          <ticker value="FHLMC"/>
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        <balance>417194.06</balance>
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        <curCd>USD</curCd>
        <valUSD>447749.62</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>NetApp Inc.</name>
        <lei>QTX3D84DZDD5JYOCYH15</lei>
        <title>NTAP 3.3 09/29/24</title>
        <cusip>64110DAF1</cusip>
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          <ticker value="NTAP"/>
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        <balance>160000</balance>
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        <curCd>USD</curCd>
        <valUSD>165521.34</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Synchrony Credit Card Master Note Trust</name>
        <lei>549300G1V1M796QIYC04</lei>
        <title>SYNCT 2018-1 A</title>
        <cusip>87165LBZ3</cusip>
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          <isin value="US87165LBZ31"/>
          <ticker value="GEMNT"/>
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        <balance>100000</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>
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          <couponKind>Fixed</couponKind>
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        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 2.44 08/16/29</title>
        <cusip>30231GBE1</cusip>
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          <ticker value="XOM29"/>
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        <balance>965000</balance>
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        <valUSD>974396.6</valUSD>
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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>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABT 4.75 04/15/43</title>
        <cusip>002824BN9</cusip>
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          <isin value="US002824BN93"/>
          <ticker value="ABT43"/>
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        <balance>650000</balance>
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        <curCd>USD</curCd>
        <valUSD>818789.84</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>2043-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Oneok Partners Lp</name>
        <lei>T4DHW82NMF6BXJT50795</lei>
        <title>OKE 4.9 03/15/25</title>
        <cusip>68268NAP8</cusip>
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          <isin value="US68268NAP87"/>
          <ticker value="OKE"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44057</valUSD>
        <pctVal>0.0015411773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>Barclays Dryrock Issuance Trust</name>
        <lei>213800R4G3N2G68CHU37</lei>
        <title>DROCK 2019-1 A</title>
        <cusip>06742LAR4</cusip>
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          <ticker value="DROCK"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99877.25</valUSD>
        <pctVal>0.0034938501</pctVal>
        <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>1.960000000000</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>Union Electric Company</name>
        <lei>QMPJLLDULY5C1M8PNY21</lei>
        <title>AEE 4 04/01/48</title>
        <cusip>906548CN0</cusip>
        <identifiers>
          <isin value="US906548CN08"/>
          <ticker value="AEE/48"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277469.31</valUSD>
        <pctVal>0.0097062762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 4.875 12/09/45 MTN</title>
        <cusip>58013MFA7</cusip>
        <identifiers>
          <isin value="US58013MFA71"/>
          <ticker value="MCD45A"/>
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        <balance>542000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653439.42</valUSD>
        <pctVal>0.0228582523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Discover Card Execution Note Trust</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DCENT 2018-A1 A1</title>
        <cusip>254683CD5</cusip>
        <identifiers>
          <isin value="US254683CD59"/>
          <ticker value="DCENT"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205722.3</valUSD>
        <pctVal>0.0071964624</pctVal>
        <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>3.030000000000</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>The Progressive Corporation</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>PGR 4.2 03/15/48</title>
        <cusip>743315AT0</cusip>
        <identifiers>
          <isin value="US743315AT02"/>
          <ticker value="PGR48"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585451.72</valUSD>
        <pctVal>0.0204799446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Ford Credit Floorplan Master Owner Trust A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORDF 2018-2 A</title>
        <cusip>34528QGD0</cusip>
        <identifiers>
          <isin value="US34528QGD07"/>
          <ticker value="FORDF"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51504.32</valUSD>
        <pctVal>0.0018016953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.170000000000</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>Ford Credit Floorplan Master Owner Trust A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORDF 2018-1 A1</title>
        <cusip>34528QFY5</cusip>
        <identifiers>
          <isin value="US34528QFY52"/>
          <ticker value="FORDF"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50521.79</valUSD>
        <pctVal>0.0017673250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</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>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>NUE 4.4 05/01/48</title>
        <cusip>670346AQ8</cusip>
        <identifiers>
          <isin value="US670346AQ86"/>
          <ticker value="NUE"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1134604.11</valUSD>
        <pctVal>0.0396900863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.75 01/13/25</title>
        <cusip>037833DF4</cusip>
        <identifiers>
          <isin value="US037833DF47"/>
          <ticker value="AAPL"/>
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        <balance>1265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1307183.58</valUSD>
        <pctVal>0.0457271648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>SYK 4.375 05/15/44</title>
        <cusip>863667AG6</cusip>
        <identifiers>
          <isin value="US863667AG64"/>
          <ticker value="SYK"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227227.25</valUSD>
        <pctVal>0.0079487366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WSTP 2.85 05/13/26</title>
        <cusip>961214CX9</cusip>
        <identifiers>
          <isin value="US961214CX95"/>
          <ticker value="WBK26"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1024485.89</valUSD>
        <pctVal>0.0358379923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V4.411 04/23/39</title>
        <cusip>38141GXA7</cusip>
        <identifiers>
          <isin value="US38141GXA74"/>
          <ticker value="GS"/>
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        <balance>1020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1162333.24</valUSD>
        <pctVal>0.0406600912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.411000000000</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>Leggett &amp; Platt Inc.</name>
        <lei>DKOVQUCDW4ZLYCUD4T55</lei>
        <title>LEG 3.5 11/15/27</title>
        <cusip>524660AY3</cusip>
        <identifiers>
          <isin value="US524660AY34"/>
          <ticker value="LEG27"/>
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        <balance>818000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840486.66</valUSD>
        <pctVal>0.0294014342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Keycorp Medium Sr Fdic Gtd Tlgp</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
        <title>KEY 5.1 03/24/21 MTN</title>
        <cusip>49326EED1</cusip>
        <identifiers>
          <isin value="US49326EED13"/>
          <ticker value="KEY21"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25945.33</valUSD>
        <pctVal>0.0009076050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.6 04/01/21 MTN</title>
        <cusip>94974BEV8</cusip>
        <identifiers>
          <isin value="US94974BEV80"/>
          <ticker value="WFC21"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516226.67</valUSD>
        <pctVal>0.0180583526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</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>Ford Credit Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>FORDO 2017-C B</title>
        <cusip>34532AAF0</cusip>
        <identifiers>
          <isin value="US34532AAF03"/>
          <ticker value="FORDR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100548.2</valUSD>
        <pctVal>0.0035173209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</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>Vodafone Group plc</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 5.25 05/30/48</title>
        <cusip>92857WBM1</cusip>
        <identifiers>
          <isin value="US92857WBM10"/>
          <ticker value="VOD"/>
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        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162165.03</valUSD>
        <pctVal>0.0056727664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 648538</title>
        <cusip>36292GPX7</cusip>
        <identifiers>
          <isin value="US36292GPX78"/>
          <ticker value="GNR"/>
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        <balance>59044.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63110.66</valUSD>
        <pctVal>0.0022077018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 641416</title>
        <cusip>36291XSD2</cusip>
        <identifiers>
          <isin value="US36291XSD20"/>
          <ticker value="GNR"/>
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        <balance>143286.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156845.71</valUSD>
        <pctVal>0.0054866889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NSC 3.942 11/01/47</title>
        <cusip>655844BX5</cusip>
        <identifiers>
          <isin value="US655844BX50"/>
          <ticker value="NSC"/>
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        <balance>524000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564772.44</valUSD>
        <pctVal>0.0197565536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.942000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GHC6</cusip>
        <identifiers>
          <isin value="US06051GHC69"/>
          <ticker value="BAC"/>
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        <balance>1379000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1411192.52</valUSD>
        <pctVal>0.0493655473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.004000000000</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>Fluor Corporation</name>
        <lei>CQ7WZ4NOFWT7FAE6Q943</lei>
        <title>FLR 4.25 09/15/28</title>
        <cusip>343412AF9</cusip>
        <identifiers>
          <isin value="US343412AF90"/>
          <ticker value="FLR28"/>
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        <balance>860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866067.13</valUSD>
        <pctVal>0.0302962759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 4.3 03/25/28</title>
        <cusip>126650CX6</cusip>
        <identifiers>
          <isin value="US126650CX62"/>
          <ticker value="CVS28"/>
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        <balance>2305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2518077.08</valUSD>
        <pctVal>0.0880859639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR 4.375 01/12/26</title>
        <cusip>06738EAN5</cusip>
        <identifiers>
          <isin value="US06738EAN58"/>
          <ticker value="BCS26"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>756210</valUSD>
        <pctVal>0.0264533152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 646341</title>
        <cusip>36292EBJ8</cusip>
        <identifiers>
          <isin value="US36292EBJ82"/>
          <ticker value="GNR"/>
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        <balance>27674.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30667.58</valUSD>
        <pctVal>0.0010727961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5232</title>
        <cusip>36202FY59</cusip>
        <identifiers>
          <isin value="US36202FY595"/>
          <ticker value="GNR"/>
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        <balance>786645.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>829342.59</valUSD>
        <pctVal>0.0290115986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>GN 634431</title>
        <cusip>36291PY42</cusip>
        <identifiers>
          <isin value="US36291PY423"/>
          <ticker value="GNR"/>
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        <balance>17524.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19427.21</valUSD>
        <pctVal>0.0006795918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 737286</title>
        <cusip>3620ARCX7</cusip>
        <identifiers>
          <isin value="US3620ARCX75"/>
          <ticker value="GNR"/>
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        <balance>369129.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403484.48</valUSD>
        <pctVal>0.0141144684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 3.7 03/09/23</title>
        <cusip>126650CV0</cusip>
        <identifiers>
          <isin value="US126650CV07"/>
          <ticker value="CVS23A"/>
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        <balance>455000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474262.89</valUSD>
        <pctVal>0.0165903991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 4.1 02/15/47</title>
        <cusip>674599CL7</cusip>
        <identifiers>
          <isin value="US674599CL77"/>
          <ticker value="OXY47"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63203.24</valUSD>
        <pctVal>0.0022109404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</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>Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>RBS 6.125 12/15/22</title>
        <cusip>780099CE5</cusip>
        <identifiers>
          <isin value="US780099CE50"/>
          <ticker value="RBS22"/>
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        <balance>395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432371.63</valUSD>
        <pctVal>0.0151249825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>Travelers Companies, Inc.</name>
        <lei>549300Y650407RU8B149</lei>
        <title>TRV 4 05/30/47</title>
        <cusip>89417EAM1</cusip>
        <identifiers>
          <isin value="US89417EAM12"/>
          <ticker value="TRV47"/>
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        <balance>1015000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1150596.92</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 733663</title>
        <cusip>3620AMB84</cusip>
        <identifiers>
          <isin value="US3620AMB844"/>
          <ticker value="GNR"/>
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        <balance>1064293.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1157682.75</valUSD>
        <pctVal>0.0404974104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>G2 4713</title>
        <cusip>36202FGW0</cusip>
        <identifiers>
          <isin value="US36202FGW05"/>
          <ticker value="GNR"/>
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        <balance>190202.88</balance>
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        <curCd>USD</curCd>
        <valUSD>205438.7</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>2040-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>MasterCard Incorporated</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MA 3.8 11/21/46</title>
        <cusip>57636QAH7</cusip>
        <identifiers>
          <isin value="US57636QAH74"/>
          <ticker value="MA46"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>562771.38</valUSD>
        <pctVal>0.0196865536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Thomson Reuters Corp.</name>
        <lei>549300561UZND4C7B569</lei>
        <title>TRICN 5.65 11/23/43</title>
        <cusip>884903BP9</cusip>
        <identifiers>
          <isin value="US884903BP96"/>
          <ticker value="TRI43A"/>
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        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337355.64</valUSD>
        <pctVal>0.0118011863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</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>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HON 3.35 12/01/23</title>
        <cusip>438516BD7</cusip>
        <identifiers>
          <isin value="US438516BD78"/>
          <ticker value="HON23"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>273711.83</valUSD>
        <pctVal>0.0095748341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</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>Keurig Dr Pepper Inc</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KDP 4.42 12/15/46</title>
        <cusip>26138EAY5</cusip>
        <identifiers>
          <isin value="US26138EAY59"/>
          <ticker value="KDP46"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485042.31</valUSD>
        <pctVal>0.0169674788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.420000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J20834</title>
        <cusip>31306X4T7</cusip>
        <identifiers>
          <isin value="US31306X4T75"/>
          <ticker value="FHLMC"/>
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        <balance>450899.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457182.53</valUSD>
        <pctVal>0.0159929035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.375 05/15/44</title>
        <cusip>912810RG5</cusip>
        <identifiers>
          <isin value="US912810RG58"/>
          <ticker value="T"/>
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        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7115625</valUSD>
        <pctVal>0.2489148134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>Keurig Dr Pepper Inc</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KDP 3.13 12/15/23</title>
        <cusip>26138EAW9</cusip>
        <identifiers>
          <isin value="US26138EAW93"/>
          <ticker value="KDP23"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87404</valUSD>
        <pctVal>0.0030575178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.130000000000</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>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT 3.7 11/20/23</title>
        <cusip>857477AM5</cusip>
        <identifiers>
          <isin value="US857477AM50"/>
          <ticker value="STT"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362366.17</valUSD>
        <pctVal>0.0126760907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 3570</title>
        <cusip>36202D6F3</cusip>
        <identifiers>
          <isin value="US36202D6F36"/>
          <ticker value="GNR"/>
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        <balance>41886.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48226.6</valUSD>
        <pctVal>0.0016870359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 737602</title>
        <cusip>3620ARNT4</cusip>
        <identifiers>
          <isin value="US3620ARNT45"/>
          <ticker value="GNR"/>
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        <balance>321075.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343910.05</valUSD>
        <pctVal>0.0120304690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Wisconsin Public Service Corporation</name>
        <lei>549300BJRHJVYNUMQZ30</lei>
        <title>WEC 4.752 11/01/44</title>
        <cusip>976843BJ0</cusip>
        <identifiers>
          <isin value="US976843BJ00"/>
          <ticker value="WEC/44A"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122329.11</valUSD>
        <pctVal>0.0042792485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.752000000000</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>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MMC 3.5 06/03/24</title>
        <cusip>571748AV4</cusip>
        <identifiers>
          <isin value="US571748AV42"/>
          <ticker value="MMC24"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78791.07</valUSD>
        <pctVal>0.0027562251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT 2.65 05/19/26</title>
        <cusip>857477AW3</cusip>
        <identifiers>
          <isin value="US857477AW33"/>
          <ticker value="STT26"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>458064.18</valUSD>
        <pctVal>0.0160237449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.52 10/27/28</title>
        <cusip>172967LS8</cusip>
        <identifiers>
          <isin value="US172967LS86"/>
          <ticker value="C"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>789672.74</valUSD>
        <pctVal>0.0276238901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.520000000000</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>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>STZ 2.65 11/07/22</title>
        <cusip>21036PAW8</cusip>
        <identifiers>
          <isin value="US21036PAW86"/>
          <ticker value="STZ22B"/>
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        <balance>625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633796.86</valUSD>
        <pctVal>0.0221711272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fifth Third Bank of Cincinnati</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
        <title>FITB 2.25 06/14/21 BKNT</title>
        <cusip>31677QBG3</cusip>
        <identifiers>
          <isin value="US31677QBG38"/>
          <ticker value="FITB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201083.19</valUSD>
        <pctVal>0.0070341797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 3994</title>
        <cusip>36202ENK1</cusip>
        <identifiers>
          <isin value="US36202ENK19"/>
          <ticker value="GNR"/>
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        <balance>18698.49</balance>
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        <curCd>USD</curCd>
        <valUSD>20679.25</valUSD>
        <pctVal>0.0007233900</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 676360</title>
        <cusip>36295PMH2</cusip>
        <identifiers>
          <isin value="US36295PMH28"/>
          <ticker value="GNR"/>
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        <balance>5467.69</balance>
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        <curCd>USD</curCd>
        <valUSD>6426.66</valUSD>
        <pctVal>0.0002248138</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4098</title>
        <cusip>36202ERT8</cusip>
        <identifiers>
          <isin value="US36202ERT81"/>
          <ticker value="GNR"/>
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        <balance>85607.85</balance>
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        <curCd>USD</curCd>
        <valUSD>95409.17</valUSD>
        <pctVal>0.0033375502</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 782272</title>
        <cusip>36241KQZ4</cusip>
        <identifiers>
          <isin value="US36241KQZ48"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>88562.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99413.86</valUSD>
        <pctVal>0.0034776400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Citizens Financial Group Inc</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
        <title>CFG 4.3 12/03/25</title>
        <cusip>174610AK1</cusip>
        <identifiers>
          <isin value="US174610AK19"/>
          <ticker value="CFG25A"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268723.16</valUSD>
        <pctVal>0.0094003233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 4.908 07/23/25</title>
        <cusip>161175AY0</cusip>
        <identifiers>
          <isin value="US161175AY09"/>
          <ticker value="CHTRIG"/>
        </identifiers>
        <balance>625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>688235.88</valUSD>
        <pctVal>0.0240754826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.908000000000</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>Canadian Natural Resources Limited</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CNQCN 3.85 06/01/27</title>
        <cusip>136385AX9</cusip>
        <identifiers>
          <isin value="US136385AX99"/>
          <ticker value="10DE"/>
        </identifiers>
        <balance>1695000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1805281.9</valUSD>
        <pctVal>0.0631513616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 2.4 02/22/23</title>
        <cusip>023135AW6</cusip>
        <identifiers>
          <isin value="US023135AW69"/>
          <ticker value="AMZN"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508892.1</valUSD>
        <pctVal>0.0178017788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GN 510835</title>
        <cusip>36211EPU6</cusip>
        <identifiers>
          <isin value="US36211EPU63"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>25684.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28799.3</valUSD>
        <pctVal>0.0010074410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 3852</title>
        <cusip>36202EH51</cusip>
        <identifiers>
          <isin value="US36202EH510"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>19230.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21970.99</valUSD>
        <pctVal>0.0007685769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 4.25 08/22/57</title>
        <cusip>023135BM7</cusip>
        <identifiers>
          <isin value="US023135BM78"/>
          <ticker value="AMZN"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609960.77</valUSD>
        <pctVal>0.0213373065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UDR Inc</name>
        <lei>P3CH2EG5X6Z1XWU1OO74</lei>
        <title>UDR 3.75 07/01/24 MTN</title>
        <cusip>90265EAJ9</cusip>
        <identifiers>
          <isin value="US90265EAJ91"/>
          <ticker value="UDR24A"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528333.47</valUSD>
        <pctVal>0.0184818659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Parker-Hannifin Corporation</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>PH 4.2 11/21/34 MTN</title>
        <cusip>70109HAM7</cusip>
        <identifiers>
          <isin value="US70109HAM79"/>
          <ticker value="PH34"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221453.88</valUSD>
        <pctVal>0.0077467758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Company</name>
        <lei>YR6K3WJN0KKLUPZSNL57</lei>
        <title>RTN 4.7 12/15/41</title>
        <cusip>755111BW0</cusip>
        <identifiers>
          <isin value="US755111BW06"/>
          <ticker value="RTN41"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124000.46</valUSD>
        <pctVal>0.0043377147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 3.3 12/01/24</title>
        <cusip>209111FE8</cusip>
        <identifiers>
          <isin value="US209111FE85"/>
          <ticker value="ED"/>
        </identifiers>
        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194260.15</valUSD>
        <pctVal>0.0067954999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>Williams Partners LP / Williams Partners Finance Corporation</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 5.8 11/15/43</title>
        <cusip>96950FAK0</cusip>
        <identifiers>
          <isin value="US96950FAK03"/>
          <ticker value="WMB/43"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238201.84</valUSD>
        <pctVal>0.0083326435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NAROT 2019-B A3</title>
        <cusip>65479HAC1</cusip>
        <identifiers>
          <isin value="US65479HAC16"/>
          <ticker value="NAROT"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101006.99</valUSD>
        <pctVal>0.0035333700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>MBALT 2019-B A3</title>
        <cusip>58769QAC5</cusip>
        <identifiers>
          <isin value="US58769QAC50"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100023.44</valUSD>
        <pctVal>0.0034989640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Fuel Gas Company</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>NFG 4.9 12/01/21</title>
        <cusip>636180BK6</cusip>
        <identifiers>
          <isin value="US636180BK65"/>
          <ticker value="NFG21"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156167.67</valUSD>
        <pctVal>0.0054629701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fluor Corporation</name>
        <lei>CQ7WZ4NOFWT7FAE6Q943</lei>
        <title>FLR 3.5 12/15/24</title>
        <cusip>343412AC6</cusip>
        <identifiers>
          <isin value="US343412AC69"/>
          <ticker value="FLR"/>
        </identifiers>
        <balance>565000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576994.81</valUSD>
        <pctVal>0.0201841097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 3879</title>
        <cusip>36202EJY6</cusip>
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          <isin value="US36202EJY68"/>
          <ticker value="GNR"/>
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        <balance>56367.07</balance>
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        <curCd>USD</curCd>
        <valUSD>64310.57</valUSD>
        <pctVal>0.0022496764</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 05/15/45</title>
        <cusip>912810RM2</cusip>
        <identifiers>
          <isin value="US912810RM27"/>
          <ticker value="T"/>
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        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6713671.86</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 11/15/47</title>
        <cusip>912810RZ3</cusip>
        <identifiers>
          <isin value="US912810RZ30"/>
          <ticker value="T"/>
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        <balance>8000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8600937.52</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 11/15/26</title>
        <cusip>912828U24</cusip>
        <identifiers>
          <isin value="US912828U246"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10116015.6</valUSD>
        <pctVal>0.3538727990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>HONDA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>HAROT 2019-2 A3</title>
        <cusip>43815MAC0</cusip>
        <identifiers>
          <isin value="US43815MAC01"/>
          <ticker value="HAROT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202374.34</valUSD>
        <pctVal>0.0070793460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.520000000000</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>Marathon Petroleum Company</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>MPC 5.125 12/15/26</title>
        <cusip>56585ABC5</cusip>
        <identifiers>
          <isin value="US56585ABC53"/>
          <ticker value="MPC"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237896.31</valUSD>
        <pctVal>0.0083219556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</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>Ingersoll-Rand Global Holdings Company Limited</name>
        <lei>549300UCF0D858BIOV83</lei>
        <title>IR 5.75 06/15/43</title>
        <cusip>45687AAG7</cusip>
        <identifiers>
          <isin value="US45687AAG76"/>
          <ticker value="IR/43"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191399.69</valUSD>
        <pctVal>0.0066954369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Airgas, Inc.</name>
        <lei>T9G0YDC6WFXHBPA02M60</lei>
        <title>AIFP 3.65 07/15/24</title>
        <cusip>009363AQ5</cusip>
        <identifiers>
          <isin value="US009363AQ51"/>
          <ticker value="ARG24"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74072.25</valUSD>
        <pctVal>0.0025911540</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>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 3.625 12/05/24</title>
        <cusip>025816BK4</cusip>
        <identifiers>
          <isin value="US025816BK48"/>
          <ticker value="AXP24"/>
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        <balance>1125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1189439.55</valUSD>
        <pctVal>0.0416083090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>Boston Properties Limited Partnership</name>
        <lei>BVHHEFJI6SHNOKQT2572</lei>
        <title>BXP 3.65 02/01/26</title>
        <cusip>10112RAX2</cusip>
        <identifiers>
          <isin value="US10112RAX26"/>
          <ticker value="BXP26"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95380.78</valUSD>
        <pctVal>0.0033365571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</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>Discovery Communications, LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCA 4.125 05/15/29</title>
        <cusip>25470DBF5</cusip>
        <identifiers>
          <isin value="US25470DBF50"/>
          <ticker value="DISCA"/>
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        <balance>970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1048427.46</valUSD>
        <pctVal>0.0366755029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR 3.684 01/10/23</title>
        <cusip>06738EAS4</cusip>
        <identifiers>
          <isin value="US06738EAS46"/>
          <ticker value="BCS23A"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256373.26</valUSD>
        <pctVal>0.0089683060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.684000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 11/15/46</title>
        <cusip>912810RU4</cusip>
        <identifiers>
          <isin value="US912810RU43"/>
          <ticker value="T"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5498046.9</valUSD>
        <pctVal>0.1923296012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 10/15/21</title>
        <cusip>9128285F3</cusip>
        <identifiers>
          <isin value="US9128285F31"/>
          <ticker value="T"/>
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        <balance>20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20448437.6</valUSD>
        <pctVal>0.7153158057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Simon Property Group, L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 3.375 12/01/27</title>
        <cusip>828807DE4</cusip>
        <identifiers>
          <isin value="US828807DE42"/>
          <ticker value="SPG27A"/>
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        <balance>1865000</balance>
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        <curCd>USD</curCd>
        <valUSD>1982763.17</valUSD>
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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>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 3.9 02/20/28 144A</title>
        <cusip>110122BQ0</cusip>
        <identifiers>
          <isin value="US110122BQ09"/>
          <ticker value="BMY"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>551190.5</valUSD>
        <pctVal>0.0192814377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brown-Forman Corporation</name>
        <lei>549300873K3LXF7ARU34</lei>
        <title>BFB 4.5 07/15/45</title>
        <cusip>115637AP5</cusip>
        <identifiers>
          <isin value="US115637AP57"/>
          <ticker value="BF.B45"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>245620.27</valUSD>
        <pctVal>0.0085921509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Sunoco Logistics Partners Operations L.P.</name>
        <lei>5493006LL0CKP8WQW329</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
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        <cusip>3137BPW21</cusip>
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          <isin value="US3137BPW218"/>
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        <curCd>USD</curCd>
        <valUSD>513017.7</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.5 05/15/24</title>
        <cusip>912828WJ5</cusip>
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          <ticker value="T"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-15</maturityDt>
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      <invstOrSec>
        <name>World Finl Network Credit Card Tst</name>
        <lei>549300RSY3BGZS85SD04</lei>
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        <cusip>981464FJ4</cusip>
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        <curCd>USD</curCd>
        <valUSD>99902.34</valUSD>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>U.S. Bancorp</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.375 02/29/24</title>
        <cusip>9128286G0</cusip>
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          <isin value="US9128286G05"/>
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        <name>United States Treasury Notes</name>
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          <couponKind>Fixed</couponKind>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.5 02/28/21</title>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.125 06/30/21</title>
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          <isin value="US912828S273"/>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 09/30/25</title>
        <cusip>9128285C0</cusip>
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          <isin value="US9128285C00"/>
          <ticker value="T"/>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG Q58304</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BJ9181</title>
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        <name>Inter-American Development Bank</name>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>United States Treasury Bonds</name>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
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        <title>T 7.625 02/15/25</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 5.375 02/15/31</title>
        <cusip>912810FP8</cusip>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>6715429.7</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 6.25 05/15/30</title>
        <cusip>912810FM5</cusip>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
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          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 6.125 11/15/27</title>
        <cusip>912810FB9</cusip>
        <identifiers>
          <isin value="US912810FB99"/>
          <ticker value="T"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6571679.7</valUSD>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 6 02/15/26</title>
        <cusip>912810EW4</cusip>
        <identifiers>
          <isin value="US912810EW46"/>
          <ticker value="T"/>
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        <balance>5750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7159648.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G06767</title>
        <cusip>3128M8Z80</cusip>
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          <isin value="US3128M8Z808"/>
          <ticker value="FHLMC"/>
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        <balance>515243.03</balance>
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        <curCd>USD</curCd>
        <valUSD>568010.49</valUSD>
        <pctVal>0.0198698252</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WFRBS Commercial Mortgage Trust 2013-C14</name>
        <lei>549300GADFYEKC4OLM57</lei>
        <title>WFRBS 2013-C14 A5</title>
        <cusip>92890PAE4</cusip>
        <identifiers>
          <isin value="US92890PAE43"/>
          <ticker value="WFRBS"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155000.31</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.337000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 08/15/49</title>
        <cusip>912810SJ8</cusip>
        <identifiers>
          <isin value="US912810SJ88"/>
          <ticker value="T"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2918437.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.125 05/15/48</title>
        <cusip>912810SC3</cusip>
        <identifiers>
          <isin value="US912810SC36"/>
          <ticker value="T"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5771875</valUSD>
        <pctVal>0.2019085026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.875 03/31/22</title>
        <cusip>912828W89</cusip>
        <identifiers>
          <isin value="US912828W895"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10063671.9</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Republic of Chile</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>CHILE 3.625 10/30/42</title>
        <cusip>168863BP2</cusip>
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          <isin value="US168863BP27"/>
          <ticker value="CL0A"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215002</valUSD>
        <pctVal>0.0075210797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA-30YR</title>
        <cusip>01F030611</cusip>
        <identifiers>
          <isin value="US01F0306112"/>
          <ticker value="FNMA"/>
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        <balance>10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10142187.5</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q18339</title>
        <cusip>3132J9V96</cusip>
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          <isin value="US3132J9V960"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>352357.35</valUSD>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL3396</title>
        <cusip>3138EKX26</cusip>
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          <isin value="US3138EKX268"/>
          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.125 11/15/28</title>
        <cusip>9128285M8</cusip>
        <identifiers>
          <isin value="US9128285M81"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL2397</title>
        <cusip>3138EJUX4</cusip>
        <identifiers>
          <isin value="US3138EJUX41"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYAL PHILIPS NV</name>
        <lei>H1FJE8H61JGM1JSGM897</lei>
        <title>PHIANA 6.875 03/11/38</title>
        <cusip>500472AC9</cusip>
        <identifiers>
          <isin value="US500472AC95"/>
          <ticker value="PHIANA"/>
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        <balance>225000</balance>
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        <curCd>USD</curCd>
        <valUSD>318635.89</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>2038-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3172</title>
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        <curCd>USD</curCd>
        <valUSD>261464.32</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB3246</title>
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          <isin value="US31416YTC20"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG G14239</title>
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          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>23848125</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Indonesia (Republic of)</name>
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          <isin value="US455780CD62"/>
          <ticker value="8DIB"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>521895.53</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3174</title>
        <cusip>36179RQ36</cusip>
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          <isin value="US36179RQ364"/>
          <ticker value="GNR"/>
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        <balance>554348.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581421.4</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <name>Province of British Columbia</name>
        <lei>54930058TO7MEKUHWL16</lei>
        <title>BRCOL 2 10/23/22</title>
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        <identifiers>
          <isin value="US11070TAB44"/>
          <ticker value="BRCOL"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302228.72</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4624</title>
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          <isin value="US36179TD517"/>
          <ticker value="GNR"/>
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        <balance>193575.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199316.95</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.5 02/15/45</title>
        <cusip>912810RK6</cusip>
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          <isin value="US912810RK60"/>
          <ticker value="T"/>
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        <balance>6000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6136406.28</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G12571</title>
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          <isin value="US3128MBCG02"/>
          <ticker value="FHLMC"/>
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        <valUSD>10023.61</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2375</title>
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          <isin value="US3140Q9T940"/>
          <ticker value="FN"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2667324.15</valUSD>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A56110</title>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A48104</title>
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          <isin value="US3128K9AD63"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3.625 02/15/44</title>
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          <isin value="US912810RE01"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>6157226.55</valUSD>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02789</title>
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          <isin value="US3128M4NE92"/>
          <ticker value="FHLMC"/>
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        <balance>580044</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J06175</title>
        <cusip>3128PH2G5</cusip>
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          <isin value="US3128PH2G54"/>
          <ticker value="FHLMC"/>
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        <balance>637.66</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08189</title>
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          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02649</title>
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        <name>United States Treasury Bonds</name>
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        <name>United States Treasury Notes</name>
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          <maturityDt>2021-08-15</maturityDt>
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        <name>United States Treasury Bonds</name>
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        <name>United States Treasury Bonds</name>
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        <title>T 3.75 08/15/41</title>
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          <ticker value="T"/>
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        <name>Citigroup Commercial Mortgage Trust</name>
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          <ticker value="UBSC"/>
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        <name>Government National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <ticker value="T"/>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>CCUBS COML MTG TR 2017-C1</name>
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        <name>The Chubb Corporation</name>
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        <name>United Technologies Corporation</name>
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        <title>UTX 6.125 07/15/38</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 614169</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 782150</title>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.5 08/15/26</title>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 08/15/46</title>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>4871484.4</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
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          <ticker value="MEX"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.125 06/30/21</title>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>1753729.68</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG G13151</title>
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          <isin value="US3128MBWL76"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>21048.33</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>JPMorgan Chase &amp; Co.</name>
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          <ticker value="JPM38"/>
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        <curCd>USD</curCd>
        <valUSD>1527425.93</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</annualizedRt>
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        <name>HSBC Holdings plc</name>
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          <isin value="US404280AJ87"/>
          <ticker value="HSBC38"/>
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        <curCd>USD</curCd>
        <valUSD>213736.88</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.800000000000</annualizedRt>
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      <invstOrSec>
        <name>HSBC Bank USA, N.A.</name>
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          <ticker value="HBC/39"/>
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        <curCd>USD</curCd>
        <valUSD>511107.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.875 10/31/22</title>
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          <isin value="US912828M490"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10074609.4</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08653</title>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>1559691.24</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J08098</title>
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          <ticker value="FHLMC"/>
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        <name>Japan Bank for International Cooperation</name>
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        <title>JBIC 2.375 11/16/22</title>
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          <ticker value="JBIC"/>
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        <curCd>USD</curCd>
        <valUSD>1013204.89</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Asian Development Bank</name>
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          <ticker value="ASIA"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J09305</title>
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      <invstOrSec>
        <name>GS Mortgage Securities Corp II</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4026</title>
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          <ticker value="GNR"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q21320</title>
        <cusip>3132JNPD3</cusip>
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          <ticker value="FHLMC"/>
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        <valUSD>397624.55</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>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4882</title>
        <cusip>36202FM78</cusip>
        <identifiers>
          <isin value="US36202FM780"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1645701.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1745485.97</valUSD>
        <pctVal>0.0610596138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Commercial Mortgage Trust 2018-C13</name>
        <lei>N/A</lei>
        <title>UBSCM 2018-C13 A4</title>
        <cusip>90353KAY5</cusip>
        <identifiers>
          <isin value="US90353KAY55"/>
          <ticker value="UBSCM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225653.66</valUSD>
        <pctVal>0.0078936901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.334400000000</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>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BMO 2.9 03/26/22 MTN</title>
        <cusip>06367WJM6</cusip>
        <identifiers>
          <isin value="US06367WJM64"/>
          <ticker value="BMO"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>509792.24</valUSD>
        <pctVal>0.0178332670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</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>FNA 2019-M4 A2</title>
        <cusip>3136B35Z9</cusip>
        <identifiers>
          <isin value="US3136B35Z99"/>
          <ticker value="FNMA"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162992.79</valUSD>
        <pctVal>0.0057017226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.610000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.625 06/30/23</title>
        <cusip>9128284U1</cusip>
        <identifiers>
          <isin value="US9128284U17"/>
          <ticker value="T"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5169140.6</valUSD>
        <pctVal>0.1808239850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 11/15/44</title>
        <cusip>912810RJ9</cusip>
        <identifiers>
          <isin value="US912810RJ97"/>
          <ticker value="T"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7820312.5</valUSD>
        <pctVal>0.2735657974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FN 906090</title>
        <cusip>31411EUP0</cusip>
        <identifiers>
          <isin value="US31411EUP05"/>
          <ticker value="FNMA"/>
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        <balance>98656.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110211.7</valUSD>
        <pctVal>0.0038553640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>FN 888205</title>
        <cusip>31410FYA7</cusip>
        <identifiers>
          <isin value="US31410FYA73"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>30759.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35736.52</valUSD>
        <pctVal>0.0012501150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 11/15/24</title>
        <cusip>912828G38</cusip>
        <identifiers>
          <isin value="US912828G385"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10262109.4</valUSD>
        <pctVal>0.3589833706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 06/30/25</title>
        <cusip>912828XZ8</cusip>
        <identifiers>
          <isin value="US912828XZ81"/>
          <ticker value="T"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5266796.9</valUSD>
        <pctVal>0.1842401430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4923</title>
        <cusip>36202FPG5</cusip>
        <identifiers>
          <isin value="US36202FPG53"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>157114.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169709.44</valUSD>
        <pctVal>0.0059366807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4040</title>
        <cusip>36202EPZ6</cusip>
        <identifiers>
          <isin value="US36202EPZ69"/>
          <ticker value="GNR"/>
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        <balance>14645.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16757.91</valUSD>
        <pctVal>0.0005862158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>G2 MA2960</title>
        <cusip>36179RJD2</cusip>
        <identifiers>
          <isin value="US36179RJD26"/>
          <ticker value="GNR"/>
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        <balance>965568.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997449.82</valUSD>
        <pctVal>0.0348922317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 11/15/45</title>
        <cusip>912810RP5</cusip>
        <identifiers>
          <isin value="US912810RP57"/>
          <ticker value="T"/>
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        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16819921.8</valUSD>
        <pctVal>0.5883850957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>WFRBS Commercial Mtg Tst 2011-C2</name>
        <lei>N/A</lei>
        <title>WFRBS 2013-C12 ASB</title>
        <cusip>92937FAE1</cusip>
        <identifiers>
          <isin value="US92937FAE16"/>
          <ticker value="WFRBS"/>
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        <balance>309075.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311656.17</valUSD>
        <pctVal>0.0109021818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.838000000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 05/15/49</title>
        <cusip>912810SH2</cusip>
        <identifiers>
          <isin value="US912810SH23"/>
          <ticker value="T"/>
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        <balance>13500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14920136.69</valUSD>
        <pctVal>0.5219278757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>FN 735358</title>
        <cusip>31402Q5T4</cusip>
        <identifiers>
          <isin value="US31402Q5T42"/>
          <ticker value="FNMA"/>
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        <balance>85720.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96489.49</valUSD>
        <pctVal>0.0033753414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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      </invstOrSec>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
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        <name>United States Treasury Notes</name>
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        <title>T 1.625 08/15/22</title>
        <cusip>912828TJ9</cusip>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 11/15/23</title>
        <cusip>912828WE6</cusip>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 09/30/26</title>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.625 12/31/25</title>
        <cusip>9128285T3</cusip>
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          <isin value="US9128285T35"/>
          <ticker value="T"/>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 08/15/42</title>
        <cusip>912810QX9</cusip>
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          <isin value="US912810QX90"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG C91009</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Csail Commercial Mortgage Trust</name>
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        <name>United States Treasury Notes</name>
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        <title>T 2 11/30/22</title>
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        <name>Government National Mortgage Association</name>
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          <isin value="US36200DF650"/>
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        <name>Government National Mortgage Association</name>
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        <title>G2 4116</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG G01907</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G11776</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG G02064</title>
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        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG B18502</title>
        <cusip>312971NT7</cusip>
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          <isin value="US312971NT71"/>
          <ticker value="FHLMC"/>
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        <balance>74.55</balance>
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        <curCd>USD</curCd>
        <valUSD>74.52</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 918515</title>
        <cusip>31411YN82</cusip>
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          <isin value="US31411YN823"/>
          <ticker value="FNMA"/>
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        <balance>60721.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66134.69</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>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 888152</title>
        <cusip>31410FWM3</cusip>
        <identifiers>
          <isin value="US31410FWM30"/>
          <ticker value="FNMA"/>
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        <balance>484.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500.56</valUSD>
        <pctVal>0.0000175103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4290</title>
        <cusip>36202EXT1</cusip>
        <identifiers>
          <isin value="US36202EXT18"/>
          <ticker value="GNR"/>
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        <balance>29259.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32604.76</valUSD>
        <pctVal>0.0011405615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4344</title>
        <cusip>36202EZH5</cusip>
        <identifiers>
          <isin value="US36202EZH51"/>
          <ticker value="GNR"/>
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        <balance>53243.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60831.66</valUSD>
        <pctVal>0.0021279791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>The Estee Lauder Companies Inc.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>EL 6 05/15/37</title>
        <cusip>29736RAC4</cusip>
        <identifiers>
          <isin value="US29736RAC43"/>
          <ticker value="EL37"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137172.74</valUSD>
        <pctVal>0.0047985001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J06476</title>
        <cusip>3128PJFR3</cusip>
        <identifiers>
          <isin value="US3128PJFR39"/>
          <ticker value="FHLMC"/>
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        <balance>7899.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8078.21</valUSD>
        <pctVal>0.0002825874</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18220</title>
        <cusip>3128MMG64</cusip>
        <identifiers>
          <isin value="US3128MMG644"/>
          <ticker value="FHLMC"/>
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        <balance>4281.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4438.27</valUSD>
        <pctVal>0.0001552571</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 923123</title>
        <cusip>31412ESL1</cusip>
        <identifiers>
          <isin value="US31412ESL10"/>
          <ticker value="FNMA"/>
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        <balance>9288.88</balance>
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        <curCd>USD</curCd>
        <valUSD>9923.67</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 747383</title>
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          <isin value="US31403FJ470"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>97240.17</valUSD>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.5 09/30/24</title>
        <cusip>912828YH7</cusip>
        <identifiers>
          <isin value="US912828YH74"/>
          <ticker value="T"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Bank 2018-Bnk10</name>
        <lei>549300GL0Y86051URC66</lei>
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          <isin value="US065404BB01"/>
          <ticker value="BANK"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02386</title>
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          <isin value="US3128LXUK41"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02391</title>
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          <isin value="US3128LXUQ11"/>
          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.625 12/31/23</title>
        <cusip>9128285U0</cusip>
        <identifiers>
          <isin value="US9128285U08"/>
          <ticker value="T"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5186523.45</valUSD>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2012-M5 A2</title>
        <cusip>3136A6JA3</cusip>
        <identifiers>
          <isin value="US3136A6JA31"/>
          <ticker value="FNMA"/>
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        <balance>111320.47</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2022-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.715000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G03600</title>
        <cusip>3128M5KM1</cusip>
        <identifiers>
          <isin value="US3128M5KM11"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>22789.71</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>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A69169</title>
        <cusip>3128L1FJ4</cusip>
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          <isin value="US3128L1FJ43"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>54573.28</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 02/15/28</title>
        <cusip>9128283W8</cusip>
        <identifiers>
          <isin value="US9128283W81"/>
          <ticker value="T"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5330664.05</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>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 02/15/48</title>
        <cusip>912810SA7</cusip>
        <identifiers>
          <isin value="US912810SA79"/>
          <ticker value="T"/>
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        <balance>8000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9016250</valUSD>
        <pctVal>0.3154014140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 704185</title>
        <cusip>36296XJ62</cusip>
        <identifiers>
          <isin value="US36296XJ625"/>
          <ticker value="GNR"/>
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        <balance>30695.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34073.83</valUSD>
        <pctVal>0.0011919517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 698236</title>
        <cusip>36296QV55</cusip>
        <identifiers>
          <isin value="US36296QV558"/>
          <ticker value="GNR"/>
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        <balance>261972.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291402.92</valUSD>
        <pctVal>0.0101936939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALL V6.5 05/15/57</title>
        <cusip>020002AU5</cusip>
        <identifiers>
          <isin value="US020002AU59"/>
          <ticker value="ALL"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284062.5</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>2057-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>The Chubb Corporation</name>
        <lei>N/A</lei>
        <title>CB 6 05/11/37</title>
        <cusip>171232AQ4</cusip>
        <identifiers>
          <isin value="US171232AQ41"/>
          <ticker value="CB/37"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69145.01</valUSD>
        <pctVal>0.0024187921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>KMB 6.625 08/01/37</title>
        <cusip>494368BC6</cusip>
        <identifiers>
          <isin value="US494368BC63"/>
          <ticker value="KMB"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515095.63</valUSD>
        <pctVal>0.0180187872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KeyBank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEY 3.3 06/01/25 BKNT</title>
        <cusip>49327M2K9</cusip>
        <identifiers>
          <isin value="US49327M2K91"/>
          <ticker value="KEY/25"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263685</valUSD>
        <pctVal>0.0092240812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 723339</title>
        <cusip>3620A9S44</cusip>
        <identifiers>
          <isin value="US3620A9S444"/>
          <ticker value="GNR"/>
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        <balance>126428.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140723.63</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>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 726085</title>
        <cusip>3620ACUJ1</cusip>
        <identifiers>
          <isin value="US3620ACUJ11"/>
          <ticker value="GNR"/>
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        <balance>67607.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70421.2</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2 05/31/24</title>
        <cusip>912828XT2</cusip>
        <identifiers>
          <isin value="US912828XT22"/>
          <ticker value="T"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5069335.95</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2024-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.625 02/28/23</title>
        <cusip>9128284A5</cusip>
        <identifiers>
          <isin value="US9128284A52"/>
          <ticker value="T"/>
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        <balance>20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20618750</valUSD>
        <pctVal>0.7212735788</pctVal>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2023-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5529</title>
        <cusip>36179UEA6</cusip>
        <identifiers>
          <isin value="US36179UEA60"/>
          <ticker value="GNR"/>
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        <balance>249865.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262836.59</valUSD>
        <pctVal>0.0091944026</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AA2939</title>
        <cusip>31416LHR0</cusip>
        <identifiers>
          <isin value="US31416LHR06"/>
          <ticker value="FNMA"/>
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        <balance>428342.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469027.65</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 940623</title>
        <cusip>31413BPG0</cusip>
        <identifiers>
          <isin value="US31413BPG04"/>
          <ticker value="FNMA"/>
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        <balance>24781.97</balance>
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        <curCd>USD</curCd>
        <valUSD>27716.36</valUSD>
        <pctVal>0.0009695582</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 811944</title>
        <cusip>31406KBM1</cusip>
        <identifiers>
          <isin value="US31406KBM18"/>
          <ticker value="FNMA"/>
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        <balance>264.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>273.22</valUSD>
        <pctVal>0.0000095576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36241LEC63"/>
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        <curCd>USD</curCd>
        <valUSD>35193.21</valUSD>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
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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>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 735222</title>
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          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG D97564</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>American Water Capital Corp</name>
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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>2037-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 847921</title>
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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>Federal National Mortgage Association</name>
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        <name>Tyco Electronics Group SA</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FN AU5919</title>
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        <name>Federal National Mortgage Association</name>
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        <title>FN AK4945</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3777</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3765</title>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG E03033</title>
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          <ticker value="FHLMC"/>
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        <balance>377687.48</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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>FN MA1107</title>
        <cusip>31418AGR3</cusip>
        <identifiers>
          <isin value="US31418AGR32"/>
          <ticker value="FNMA"/>
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        <balance>601620.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>629258.94</valUSD>
        <pctVal>0.0220123842</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>3.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 626951</title>
        <cusip>36291FQC5</cusip>
        <identifiers>
          <isin value="US36291FQC58"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>665451.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684663.18</valUSD>
        <pctVal>0.0239505044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K073 A2</title>
        <cusip>3137FETN0</cusip>
        <identifiers>
          <isin value="US3137FETN09"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160151.13</valUSD>
        <pctVal>0.0056023172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <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>FN 745336</title>
        <cusip>31403DBD0</cusip>
        <identifiers>
          <isin value="US31403DBD03"/>
          <ticker value="FNMA"/>
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        <balance>432050.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476339.47</valUSD>
        <pctVal>0.0166630409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <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>FN 845425</title>
        <cusip>31408AHA1</cusip>
        <identifiers>
          <isin value="US31408AHA16"/>
          <ticker value="FNMA"/>
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        <balance>62910.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72052.73</valUSD>
        <pctVal>0.0025205083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 08/15/28</title>
        <cusip>9128284V9</cusip>
        <identifiers>
          <isin value="US9128284V99"/>
          <ticker value="T"/>
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        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16177734.3</valUSD>
        <pctVal>0.5659204518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.75 02/28/25</title>
        <cusip>9128283Z1</cusip>
        <identifiers>
          <isin value="US9128283Z13"/>
          <ticker value="T"/>
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        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15775781.25</valUSD>
        <pctVal>0.5518595550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>FN 947216</title>
        <cusip>31413JYM0</cusip>
        <identifiers>
          <isin value="US31413JYM07"/>
          <ticker value="FNMA"/>
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        <balance>37753.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43186.08</valUSD>
        <pctVal>0.0015107113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>FN 256959</title>
        <cusip>31371NMG7</cusip>
        <identifiers>
          <isin value="US31371NMG78"/>
          <ticker value="FNMA"/>
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        <balance>81723.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93625.6</valUSD>
        <pctVal>0.0032751584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>FN 745418</title>
        <cusip>31403DDX4</cusip>
        <identifiers>
          <isin value="US31403DDX49"/>
          <ticker value="FNMA"/>
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        <balance>31253.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35170.24</valUSD>
        <pctVal>0.0012303057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>FN 256925</title>
        <cusip>31371NLE3</cusip>
        <identifiers>
          <isin value="US31371NLE30"/>
          <ticker value="FNMA"/>
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        <balance>14680.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16744.6</valUSD>
        <pctVal>0.0005857502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>FN 949391</title>
        <cusip>31413MF85</cusip>
        <identifiers>
          <isin value="US31413MF853"/>
          <ticker value="FNMA"/>
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        <balance>999.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1020.66</valUSD>
        <pctVal>0.0000357042</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>5.500000000000</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>FN 946527</title>
        <cusip>31413JA46</cusip>
        <identifiers>
          <isin value="US31413JA462"/>
          <ticker value="FNMA"/>
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        <balance>15227.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15983.64</valUSD>
        <pctVal>0.0005591308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>FN AC3312</title>
        <cusip>31417MVE0</cusip>
        <identifiers>
          <isin value="US31417MVE01"/>
          <ticker value="FNMA"/>
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        <balance>746229.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>809787.02</valUSD>
        <pctVal>0.0283275166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FN 995203</title>
        <cusip>31416BRY6</cusip>
        <identifiers>
          <isin value="US31416BRY64"/>
          <ticker value="FNMA"/>
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        <balance>357399.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393867.94</valUSD>
        <pctVal>0.0137780680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>FN 912414</title>
        <cusip>31411NVF1</cusip>
        <identifiers>
          <isin value="US31411NVF13"/>
          <ticker value="FNMA"/>
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        <balance>10883.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11235.41</valUSD>
        <pctVal>0.0003930308</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>4.500000000000</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>FN 959880</title>
        <cusip>31413Y2M2</cusip>
        <identifiers>
          <isin value="US31413Y2M27"/>
          <ticker value="FNMA"/>
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        <balance>14931.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16259.12</valUSD>
        <pctVal>0.0005687674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN MA0804</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8699</title>
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          <ticker value="FNMA"/>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG V82626</title>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AT2720</title>
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          <ticker value="FNMA"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <ticker value="FNMA"/>
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        <name>Citigroup Coml Mtg Tr 2018</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>United States Treasury Notes</name>
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        <name>United States Treasury Bonds</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 963735</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 755632</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91908</title>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B1 A2</title>
        <cusip>08162PAT8</cusip>
        <identifiers>
          <isin value="US08162PAT84"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258400.68</valUSD>
        <pctVal>0.0090392280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.571000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.5 10/31/24</title>
        <cusip>912828YM6</cusip>
        <identifiers>
          <isin value="US912828YM69"/>
          <ticker value="T"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6941757.83</valUSD>
        <pctVal>0.2428326893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 02/15/27</title>
        <cusip>912828V98</cusip>
        <identifiers>
          <isin value="US912828V988"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10280859.4</valUSD>
        <pctVal>0.3596392726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CGCMT 2016-C3 A4</title>
        <cusip>17325GAD8</cusip>
        <identifiers>
          <isin value="US17325GAD88"/>
          <ticker value="CGCMT"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155977.62</valUSD>
        <pctVal>0.0054563219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.154000000000</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>FN 869710</title>
        <cusip>31409FGT9</cusip>
        <identifiers>
          <isin value="US31409FGT93"/>
          <ticker value="FNMA"/>
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        <balance>39606.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44196.98</valUSD>
        <pctVal>0.0015460740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.5 10/31/21</title>
        <cusip>912828YP9</cusip>
        <identifiers>
          <isin value="US912828YP90"/>
          <ticker value="T"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1997265.62</valUSD>
        <pctVal>0.0698672287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 02/15/49</title>
        <cusip>912810SF6</cusip>
        <identifiers>
          <isin value="US912810SF66"/>
          <ticker value="T"/>
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        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16966406.25</valUSD>
        <pctVal>0.5935093328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FN 932023</title>
        <cusip>31412QPG8</cusip>
        <identifiers>
          <isin value="US31412QPG81"/>
          <ticker value="FNMA"/>
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        <balance>60138.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66218.13</valUSD>
        <pctVal>0.0023164056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>FN MA2670</title>
        <cusip>31418B6G6</cusip>
        <identifiers>
          <isin value="US31418B6G69"/>
          <ticker value="FNMA"/>
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        <balance>2132274.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2183723.21</valUSD>
        <pctVal>0.0763897838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.375 08/15/24</title>
        <cusip>912828D56</cusip>
        <identifiers>
          <isin value="US912828D564"/>
          <ticker value="T"/>
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        <balance>9000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9275625</valUSD>
        <pctVal>0.3244747252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 05/15/26</title>
        <cusip>912828R36</cusip>
        <identifiers>
          <isin value="US912828R366"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9898828.1</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>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</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>FN 953018</title>
        <cusip>31413RG34</cusip>
        <identifiers>
          <isin value="US31413RG348"/>
          <ticker value="FNMA"/>
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        <balance>56474.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63501.38</valUSD>
        <pctVal>0.0022213698</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 953910</title>
        <cusip>31413SGT5</cusip>
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          <isin value="US31413SGT50"/>
          <ticker value="FNMA"/>
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        <balance>33236.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37518.08</valUSD>
        <pctVal>0.0013124365</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AU5918</title>
        <cusip>3138X5SG3</cusip>
        <identifiers>
          <isin value="US3138X5SG33"/>
          <ticker value="FNMA"/>
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        <balance>1697482.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1745773.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL6488</title>
        <cusip>3138EPF66</cusip>
        <identifiers>
          <isin value="US3138EPF660"/>
          <ticker value="FNMA"/>
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        <balance>560902.37</balance>
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        <curCd>USD</curCd>
        <valUSD>593435.34</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 976963</title>
        <cusip>31414UZ43</cusip>
        <identifiers>
          <isin value="US31414UZ431"/>
          <ticker value="FNMA"/>
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        <balance>967314.04</balance>
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        <curCd>USD</curCd>
        <valUSD>1087548.61</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 257237</title>
        <cusip>31371NV69</cusip>
        <identifiers>
          <isin value="US31371NV692"/>
          <ticker value="FNMA"/>
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        <balance>23946.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25264.6</valUSD>
        <pctVal>0.0008837921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <ticker value="T"/>
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        <balance>16000000</balance>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36179TUA14"/>
          <ticker value="GNR"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>European Bank For Reconstruction &amp; Development</name>
        <lei>549300HTGDOVDU6OGK19</lei>
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          <isin value="US29874QDH48"/>
          <ticker value="31GZ"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <ticker value="GNR"/>
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        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG G60723</title>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3185</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J21601</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G06947</title>
        <cusip>3128M9BQ4</cusip>
        <identifiers>
          <isin value="US3128M9BQ48"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>158075.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181283.47</valUSD>
        <pctVal>0.0063415569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K081 A2</title>
        <cusip>3137FJEH8</cusip>
        <identifiers>
          <isin value="US3137FJEH82"/>
          <ticker value="FEDMFH"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221391.94</valUSD>
        <pctVal>0.0077446090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G60238</title>
        <cusip>31335AHP6</cusip>
        <identifiers>
          <isin value="US31335AHP66"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>1204363.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1270377.2</valUSD>
        <pctVal>0.0444396246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K068 A2</title>
        <cusip>3137FBBX3</cusip>
        <identifiers>
          <isin value="US3137FBBX34"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159158.07</valUSD>
        <pctVal>0.0055675786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.244000000000</annualizedRt>
          <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 Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 06/30/21</title>
        <cusip>9128287A2</cusip>
        <identifiers>
          <isin value="US9128287A26"/>
          <ticker value="T"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3001171.86</valUSD>
        <pctVal>0.1049853152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K070 A2</title>
        <cusip>3137FCJK1</cusip>
        <identifiers>
          <isin value="US3137FCJK14"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159715.94</valUSD>
        <pctVal>0.0055870937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.303000000000</annualizedRt>
          <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>FN CA0619</title>
        <cusip>3140Q7VM6</cusip>
        <identifiers>
          <isin value="US3140Q7VM61"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>351191.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369212.53</valUSD>
        <pctVal>0.0129155862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <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 Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.375 05/31/21</title>
        <cusip>912828R77</cusip>
        <identifiers>
          <isin value="US912828R770"/>
          <ticker value="T"/>
        </identifiers>
        <balance>12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11963437.44</valUSD>
        <pctVal>0.4184982764</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>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN FM1708</title>
        <cusip>3140X43S3</cusip>
        <identifiers>
          <isin value="US3140X43S39"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>488820.05</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503551.09</valUSD>
        <pctVal>0.0176149426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <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>FN AS8591</title>
        <cusip>3138WJRM2</cusip>
        <identifiers>
          <isin value="US3138WJRM21"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>356415.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354264.53</valUSD>
        <pctVal>0.0123926836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B4 A2</title>
        <cusip>08161HAB6</cusip>
        <identifiers>
          <isin value="US08161HAB69"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105290.39</valUSD>
        <pctVal>0.0036832095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.976000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5528</title>
        <cusip>36179UD90</cusip>
        <identifiers>
          <isin value="US36179UD903"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1373314.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1430428.08</valUSD>
        <pctVal>0.0500384349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Colgate-Palmolive Company</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>CL 2.25 11/15/22 GMTN</title>
        <cusip>19416QEL0</cusip>
        <identifiers>
          <isin value="US19416QEL05"/>
          <ticker value="CL22A"/>
        </identifiers>
        <balance>1150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1165997.73</valUSD>
        <pctVal>0.0407882804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <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 Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.375 01/31/21</title>
        <cusip>912828N89</cusip>
        <identifiers>
          <isin value="US912828N894"/>
          <ticker value="T"/>
        </identifiers>
        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9972265.6</valUSD>
        <pctVal>0.3488442169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark 2018-B3 Commercial M</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B3 A2</title>
        <cusip>08161BAV5</cusip>
        <identifiers>
          <isin value="US08161BAV53"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521492.65</valUSD>
        <pctVal>0.0182425642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.848000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K731 A2</title>
        <cusip>3137F4WZ1</cusip>
        <identifiers>
          <isin value="US3137F4WZ18"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158734.61</valUSD>
        <pctVal>0.0055527653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08666</title>
        <cusip>3128MJW48</cusip>
        <identifiers>
          <isin value="US3128MJW480"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>4552030.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4664750.21</valUSD>
        <pctVal>0.1631796825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Cml Mtg Tr</name>
        <lei>N/A</lei>
        <title>UBSCM 2017-C6 A5</title>
        <cusip>90276UAX9</cusip>
        <identifiers>
          <isin value="US90276UAX90"/>
          <ticker value="LBUBS"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106812.77</valUSD>
        <pctVal>0.0037364646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.579500000000</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>Quebec (Province Of)</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>Q 2.875 10/16/24 QO</title>
        <cusip>748149AH4</cusip>
        <identifiers>
          <isin value="US748149AH49"/>
          <ticker value="QU3D"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261222.5</valUSD>
        <pctVal>0.0091379394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08842</title>
        <cusip>3128MJ5C0</cusip>
        <identifiers>
          <isin value="US3128MJ5C09"/>
          <ticker value="FHLMC"/>
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        <balance>1205154.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1255384.18</valUSD>
        <pctVal>0.0439151471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.75 06/30/22</title>
        <cusip>912828XW5</cusip>
        <identifiers>
          <isin value="US912828XW50"/>
          <ticker value="T"/>
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        <balance>100000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100414062</valUSD>
        <pctVal>3.5126285473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>International Finance Corporation</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
        <title>IFC 2.25 01/25/21 GMTN</title>
        <cusip>45950KCM0</cusip>
        <identifiers>
          <isin value="US45950KCM09"/>
          <ticker value="IFC"/>
        </identifiers>
        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155929.07</valUSD>
        <pctVal>0.0054546235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>FN AB7503</title>
        <cusip>31417EKR1</cusip>
        <identifiers>
          <isin value="US31417EKR17"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>928369.52</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956732.55</valUSD>
        <pctVal>0.0334678829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>JPMCC 2014-C20 A5</title>
        <cusip>46642CBJ8</cusip>
        <identifiers>
          <isin value="US46642CBJ80"/>
          <ticker value="JPMCC"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529928.6</valUSD>
        <pctVal>0.0185376659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.804600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K076 A2</title>
        <cusip>3137FEZU7</cusip>
        <identifiers>
          <isin value="US3137FEZU77"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220995.2</valUSD>
        <pctVal>0.0077307305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Cml Mtg Tr</name>
        <lei>N/A</lei>
        <title>UBSCM 2018-C9 A4</title>
        <cusip>90291JAW7</cusip>
        <identifiers>
          <isin value="US90291JAW71"/>
          <ticker value="LBUBS"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110764.1</valUSD>
        <pctVal>0.0038746878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.117000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark 2018-B3 Commercial M</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B3 A5</title>
        <cusip>08161BAY9</cusip>
        <identifiers>
          <isin value="US08161BAY92"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110281.45</valUSD>
        <pctVal>0.0038578040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.025000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Cml Mtg Tr</name>
        <lei>N/A</lei>
        <title>UBSCM 2018-C10 A4</title>
        <cusip>90276FAW4</cusip>
        <identifiers>
          <isin value="US90276FAW41"/>
          <ticker value="LBUBS"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224818.66</valUSD>
        <pctVal>0.0078644806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.313400000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jpmdb Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMDB 2018-C8 A2</title>
        <cusip>46591AAX3</cusip>
        <identifiers>
          <isin value="US46591AAX37"/>
          <ticker value="JPMDB"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>525096.35</valUSD>
        <pctVal>0.0183686268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.030600000000</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>BAY AREA TOLL AUTH CALIF</name>
        <lei>5493001FUZGUQMIP5D78</lei>
        <title>BAY AREA TOLL AUTH CALIF TOLL BRIDGE REV BDS 2010S-1</title>
        <cusip>072024NV0</cusip>
        <identifiers>
          <isin value="US072024NV09"/>
          <ticker value="BAYTRN"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243504</valUSD>
        <pctVal>0.0085181207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.043000000000</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>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds GOVT PTFL</title>
        <cusip>665278404</cusip>
        <identifiers>
          <isin value="US6652784041"/>
          <ticker value="BNGXX"/>
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        <balance>50178682.66</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50178682.66</valUSD>
        <pctVal>1.7553226079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jpmcc Commercial Mortgage Securities</name>
        <lei>N/A</lei>
        <title>JPMCC 2017-JP5 A5</title>
        <cusip>46647TAS7</cusip>
        <identifiers>
          <isin value="US46647TAS78"/>
          <ticker value="JPMCC"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375559</valUSD>
        <pctVal>0.0131375949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.723200000000</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>FN BJ0648</title>
        <cusip>3140H1WJ5</cusip>
        <identifiers>
          <isin value="US3140H1WJ52"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1306818.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1356416.5</valUSD>
        <pctVal>0.0474494033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN AS9615</title>
        <cusip>3138WKVH5</cusip>
        <identifiers>
          <isin value="US3138WKVH52"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>976057.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1032346.92</valUSD>
        <pctVal>0.0361129825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <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 Cap I Tst 2018-H3</name>
        <lei>N/A</lei>
        <title>MSC 2018-H3 A5</title>
        <cusip>61767YAZ3</cusip>
        <identifiers>
          <isin value="US61767YAZ34"/>
          <ticker value="MSC"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166728.62</valUSD>
        <pctVal>0.0058324073</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8178</title>
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          <ticker value="FNMA"/>
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        <balance>229650.12</balance>
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        <curCd>USD</curCd>
        <valUSD>235765.38</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>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2817</title>
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          <ticker value="FNMA"/>
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        <balance>367147.45</balance>
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        <curCd>USD</curCd>
        <valUSD>369234.57</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>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G61645</title>
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          <isin value="US31335BZJ87"/>
          <ticker value="FHLMC"/>
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        <balance>1257920.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1308274.7</valUSD>
        <pctVal>0.0457653337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G61578</title>
        <cusip>31335BXF8</cusip>
        <identifiers>
          <isin value="US31335BXF83"/>
          <ticker value="FHLMC"/>
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        <balance>359377.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378404.13</valUSD>
        <pctVal>0.0132371216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 2.25 03/15/22</title>
        <cusip>298785HH2</cusip>
        <identifiers>
          <isin value="US298785HH21"/>
          <ticker value="EIB"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253088.32</valUSD>
        <pctVal>0.0088533940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>FNA 2017-M5 A2</title>
        <cusip>3136AWWF0</cusip>
        <identifiers>
          <isin value="US3136AWWF08"/>
          <ticker value="FNMA"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131516.75</valUSD>
        <pctVal>0.0046006454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.176000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K053 A2</title>
        <cusip>3137BN6G4</cusip>
        <identifiers>
          <isin value="US3137BN6G42"/>
          <ticker value="FHLMC"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312794.07</valUSD>
        <pctVal>0.0109419872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.995000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K091 A2</title>
        <cusip>3137FLN91</cusip>
        <identifiers>
          <isin value="US3137FLN910"/>
          <ticker value="FEDMFH"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162292.19</valUSD>
        <pctVal>0.0056772146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.505000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1902</title>
        <cusip>3140Q9DG5</cusip>
        <identifiers>
          <isin value="US3140Q9DG51"/>
          <ticker value="FN"/>
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        <balance>1205712.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1293348.34</valUSD>
        <pctVal>0.0452431882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>The Republic of Korea</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA 2.75 01/19/27</title>
        <cusip>50064FAM6</cusip>
        <identifiers>
          <isin value="US50064FAM68"/>
          <ticker value="67LB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204376</valUSD>
        <pctVal>0.0071493669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08477</title>
        <cusip>3128MJQ78</cusip>
        <identifiers>
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          <ticker value="FHLMC"/>
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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>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AO2973</title>
        <cusip>3138LTJT6</cusip>
        <identifiers>
          <isin value="US3138LTJT66"/>
          <ticker value="FNMA"/>
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        <balance>1343161.99</balance>
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        <curCd>USD</curCd>
        <valUSD>1439796.96</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V83616</title>
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          <isin value="US3132L9AR67"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Csail Commercial Mortagage Trust</name>
        <lei>N/A</lei>
        <title>CSAIL 2018-CX11 A5</title>
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          <isin value="US12652UAU34"/>
          <ticker value="CSAIL"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3059</title>
        <cusip>31418CMH4</cusip>
        <identifiers>
          <isin value="US31418CMH42"/>
          <ticker value="FNMA"/>
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        <balance>139385.59</balance>
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        <curCd>USD</curCd>
        <valUSD>145289.15</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4900</title>
        <cusip>36179TNR2</cusip>
        <identifiers>
          <isin value="US36179TNR22"/>
          <ticker value="GNR"/>
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        <balance>2326630.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2416923.58</valUSD>
        <pctVal>0.0845474687</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>G2 MA2891</title>
        <cusip>36179RF87</cusip>
        <identifiers>
          <isin value="US36179RF870"/>
          <ticker value="GNR"/>
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        <balance>1240954.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1284182.11</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128P8DH1</cusip>
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          <isin value="US3128P8DH17"/>
          <ticker value="FHLMC"/>
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        <balance>220893.67</balance>
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        <curCd>USD</curCd>
        <valUSD>222280.75</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>FN MA2929</title>
        <cusip>31418CHF4</cusip>
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          <isin value="US31418CHF41"/>
          <ticker value="FNMA"/>
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        <balance>3550121.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3685416.02</valUSD>
        <pctVal>0.1289211617</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>American Campus Communities Operating Partnership, L.P.</name>
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          <ticker value="ACC23"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260534.74</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>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4901</title>
        <cusip>36179TNS0</cusip>
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          <isin value="US36179TNS05"/>
          <ticker value="GNR"/>
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        <balance>4623686.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4827783.26</valUSD>
        <pctVal>0.1688828134</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3385</title>
        <cusip>31418CXP4</cusip>
        <identifiers>
          <isin value="US31418CXP49"/>
          <ticker value="FNMA"/>
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        <balance>508570.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>537223.19</valUSD>
        <pctVal>0.0187928411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>BBCMS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS 2019-C4 A5</title>
        <cusip>07335CAF1</cusip>
        <identifiers>
          <isin value="US07335CAF14"/>
          <ticker value="BBCMS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102126.72</valUSD>
        <pctVal>0.0035725398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.919000000000</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>G2 MA3873</title>
        <cusip>36179SJS7</cusip>
        <identifiers>
          <isin value="US36179SJS77"/>
          <ticker value="GNR"/>
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        <balance>955660.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>986701.67</valUSD>
        <pctVal>0.0345162459</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K083 A2</title>
        <cusip>3137FJXV6</cusip>
        <identifiers>
          <isin value="US3137FJXV65"/>
          <ticker value="FEDMFH"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223724.32</valUSD>
        <pctVal>0.0078261990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.050000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4652</title>
        <cusip>36179TEZ4</cusip>
        <identifiers>
          <isin value="US36179TEZ49"/>
          <ticker value="GNR"/>
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        <balance>2278174.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2366668.05</valUSD>
        <pctVal>0.0827894579</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3874</title>
        <cusip>36179SJT5</cusip>
        <identifiers>
          <isin value="US36179SJT50"/>
          <ticker value="GNR"/>
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        <balance>967178.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1005359.31</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08721</title>
        <cusip>3128MJYT1</cusip>
        <identifiers>
          <isin value="US3128MJYT11"/>
          <ticker value="FHLMC"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>657332.86</valUSD>
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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>3.000000000000</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>METROPOLITAN TRANSN AUTH N Y</name>
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        <title>METROPOLITAN TRANSN AUTH N Y REV BDS 2010C</title>
        <cusip>59259YDC0</cusip>
        <identifiers>
          <isin value="US59259YDC03"/>
          <ticker value="MTATRN"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140723</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.687000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 2.125 09/15/26</title>
        <cusip>437076BN1</cusip>
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          <ticker value="HD26A"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274873.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan Bank for International Cooperation</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC 3.5 10/31/28</title>
        <cusip>471048BV9</cusip>
        <identifiers>
          <isin value="US471048BV90"/>
          <ticker value="JBIC"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>825196.49</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBK 3.95 11/09/22</title>
        <cusip>21685WDF1</cusip>
        <identifiers>
          <isin value="US21685WDF14"/>
          <ticker value="RABOBK"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261401.57</valUSD>
        <pctVal>0.0091442035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08827</title>
        <cusip>3128MJ4M9</cusip>
        <identifiers>
          <isin value="US3128MJ4M99"/>
          <ticker value="FHLMC"/>
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        <balance>660069.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>694885.4</valUSD>
        <pctVal>0.0243080924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FN MA2737</title>
        <cusip>31418CBF0</cusip>
        <identifiers>
          <isin value="US31418CBF05"/>
          <ticker value="FNMA"/>
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        <balance>683779.11</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN1628</title>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>494053.32</valUSD>
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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>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
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        <curCd>USD</curCd>
        <valUSD>1033890</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AE0971</title>
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          <isin value="US31419BCH69"/>
          <ticker value="FNMA"/>
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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>JP Morgan Chase Commercial Mortgage Securities Corp</name>
        <lei>N/A</lei>
        <title>JPMCC 2013-C10 AS</title>
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          <isin value="US46639JAH32"/>
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        <balance>50000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Alexandria Real Estate Equities, Inc.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ARE 3.95 01/15/28</title>
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          <isin value="US015271AK55"/>
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        <balance>2000000</balance>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
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        <title>JPM V3.897 01/23/49</title>
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          <ticker value="JPM"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS Mortgage Securities Corp II</name>
        <lei>N/A</lei>
        <title>GSMS 2012-GCJ9 A3</title>
        <cusip>36192PAJ5</cusip>
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          <isin value="US36192PAJ57"/>
          <ticker value="GSMS"/>
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        <curCd>USD</curCd>
        <valUSD>175061.08</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J22986</title>
        <cusip>31307BJ76</cusip>
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          <isin value="US31307BJ761"/>
          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB4057</title>
        <cusip>31417AQK8</cusip>
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          <isin value="US31417AQK87"/>
          <ticker value="FNMA"/>
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        <balance>1445479.88</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>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q50031</title>
        <cusip>3132XSA91</cusip>
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          <isin value="US3132XSA916"/>
          <ticker value="FHLMC"/>
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        <balance>1178273.32</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>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.366 01/23/26</title>
        <cusip>06051GGZ6</cusip>
        <identifiers>
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          <ticker value="BAC"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1045998.68</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Telefonica Emisiones S.A.U.</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>TELEFO 4.103 03/08/27</title>
        <cusip>87938WAT0</cusip>
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          <ticker value="TEF/27"/>
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        <curCd>USD</curCd>
        <valUSD>1093347.35</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.103000000000</annualizedRt>
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      <invstOrSec>
        <name>Svenska Handelsbanken Ab (Publ)</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SHBASS 3.9 11/20/23 BKNT</title>
        <cusip>86960BAX0</cusip>
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          <isin value="US86960BAX01"/>
          <ticker value="SHBASS"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>267796.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Whirlpool Corporation</name>
        <lei>WHENKOULSSK7WUM60H03</lei>
        <title>WHR 3.7 03/01/23 MTN</title>
        <cusip>96332HCF4</cusip>
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          <isin value="US96332HCF47"/>
          <ticker value="WHR23"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104227.18</valUSD>
        <pctVal>0.0036460169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Office Properties Income Trust</name>
        <lei>529900WFAP4ROYDYS509</lei>
        <title>OPI 4.5 02/01/25</title>
        <cusip>81618TAC4</cusip>
        <identifiers>
          <isin value="US81618TAC45"/>
          <ticker value="SIR25"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156819.39</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>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Volkswagen Auto Loan Enhanced Trust</name>
        <lei>N/A</lei>
        <title>VALET 2018-1 A3</title>
        <cusip>92868LAD3</cusip>
        <identifiers>
          <isin value="US92868LAD38"/>
          <ticker value="VALET"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101150.54</valUSD>
        <pctVal>0.0035383916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.020000000000</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>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B7 A4</title>
        <cusip>08162TBB8</cusip>
        <identifiers>
          <isin value="US08162TBB89"/>
          <ticker value="BMARK"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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>
      <invstOrSec>
        <name>BANK 2018-BNK15</name>
        <lei>N/A</lei>
        <title>BANK 2018-BN15 A4</title>
        <cusip>06036FBC4</cusip>
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          <isin value="US06036FBC41"/>
          <ticker value="BANK"/>
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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>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13</name>
        <lei>N/A</lei>
        <title>JPMCC 2013-C13 A4</title>
        <cusip>46640JAR8</cusip>
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          <isin value="US46640JAR86"/>
          <ticker value="JPMCC"/>
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        <curCd>USD</curCd>
        <valUSD>93392.34</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.993600000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS0018</title>
        <cusip>3138W9AU4</cusip>
        <identifiers>
          <isin value="US3138W9AU41"/>
          <ticker value="FNMA"/>
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        <balance>2394646.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2465297.14</valUSD>
        <pctVal>0.0862396455</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5466</title>
        <cusip>3140JACC0</cusip>
        <identifiers>
          <isin value="US3140JACC06"/>
          <ticker value="FN"/>
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        <balance>806063.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>802176.23</valUSD>
        <pctVal>0.0280612802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM5804</title>
        <cusip>3140JANW4</cusip>
        <identifiers>
          <isin value="US3140JANW41"/>
          <ticker value="FN"/>
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        <balance>1419848.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1520296.9</valUSD>
        <pctVal>0.0531821757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>LOS ANGELES CALIF CMNTY COLLEGE DIST</name>
        <lei>N/A</lei>
        <title>LOS ANGELES CALIF CMNTY COLLEGE DIST GO BDS 2010E</title>
        <cusip>54438CPA4</cusip>
        <identifiers>
          <isin value="US54438CPA44"/>
          <ticker value="LOSHGR"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246262.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Southern California Gas Company</name>
        <lei>XY0N0J73VHV5F4CUJV89</lei>
        <title>SRE 3.75 09/15/42</title>
        <cusip>842434CK6</cusip>
        <identifiers>
          <isin value="US842434CK62"/>
          <ticker value="SRE/42"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262029.5</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>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q19697</title>
        <cusip>3132JBGF4</cusip>
        <identifiers>
          <isin value="US3132JBGF40"/>
          <ticker value="FHLMC"/>
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        <balance>815259.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>840043.4</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Citigroup Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CGCMT 2016-GC37 A4</title>
        <cusip>17290XAT7</cusip>
        <identifiers>
          <isin value="US17290XAT72"/>
          <ticker value="UBSC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261849.23</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>2049-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.314000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS 4.875 03/01/44</title>
        <cusip>125896BN9</cusip>
        <identifiers>
          <isin value="US125896BN95"/>
          <ticker value="CMS"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>597204.72</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>2044-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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      <invstOrSec>
        <name>Piedmont Operating Partnership, L.P.</name>
        <lei>549300WKGDPAS39FBD10</lei>
        <title>PDM 4.45 03/15/24</title>
        <cusip>720198AD2</cusip>
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          <ticker value="PDM24"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106641.02</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>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK 2.2 08/16/23 MTN</title>
        <cusip>06406FAD5</cusip>
        <identifiers>
          <isin value="US06406FAD50"/>
          <ticker value="BK"/>
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        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287916.34</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>2023-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BK0276</title>
        <cusip>3140HDJW5</cusip>
        <identifiers>
          <isin value="US3140HDJW53"/>
          <ticker value="FNMA"/>
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        <balance>449993.82</balance>
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        <curCd>USD</curCd>
        <valUSD>470307.62</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 736768</title>
        <cusip>3620AQQV8</cusip>
        <identifiers>
          <isin value="US3620AQQV80"/>
          <ticker value="GNR"/>
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        <balance>947213.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>978041.72</valUSD>
        <pctVal>0.0342133084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALL 5.55 05/09/35</title>
        <cusip>020002AS0</cusip>
        <identifiers>
          <isin value="US020002AS04"/>
          <ticker value="ALL35"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Delphi Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Public Service Company of Oklahoma</name>
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      <invstOrSec>
        <name>Rio Tinto Alcan Inc.</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <title>CGCMT 2018-C6 A4</title>
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        <name>TEXAS TRANSN COMMN ST HWY FD</name>
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        <title>TEXAS TRANSN COMMN ST HWY FD REV BDS 2010</title>
        <cusip>88283LHU3</cusip>
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          <ticker value="TXSTRN"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ILLINOIS ST</name>
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        <issuerCat>MUN</issuerCat>
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        <name>Exelon Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PacifiCorp</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FN AR1706</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG G07961</title>
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        <name>Dominion Energy Inc</name>
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          <couponKind>Fixed</couponKind>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 5.75 01/25/21</title>
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        <invCountry>US</invCountry>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2016-M4 A2</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08831</title>
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        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 6.25 02/01/41</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
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        <cusip>03523TBF4</cusip>
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          <ticker value="BUD39"/>
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        <curCd>USD</curCd>
        <valUSD>1186190.88</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Quebec (Province Of)</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>Q 2.75 08/25/21</title>
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          <ticker value="79NC"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5141</title>
        <cusip>36202FWA0</cusip>
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          <isin value="US36202FWA01"/>
          <ticker value="GNR"/>
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        <balance>138974.12</balance>
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        <curCd>USD</curCd>
        <valUSD>153361.05</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2616</title>
        <cusip>3140Q94A8</cusip>
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          <isin value="US3140Q94A85"/>
          <ticker value="FN"/>
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        <balance>1843392.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1933425.47</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN1176</title>
        <cusip>3140JHJW4</cusip>
        <identifiers>
          <isin value="US3140JHJW40"/>
          <ticker value="FNMA"/>
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        <balance>575427.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>608085.66</valUSD>
        <pctVal>0.0212717124</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OHIO ST WTR DEV AUTH</name>
        <lei>549300QMBH1DMY67FZ74</lei>
        <title>OHIO ST WTR DEV AUTH WTR POLLUTION CONTROL LN FUND REV BDS 2010-B-2</title>
        <cusip>67766WQG0</cusip>
        <identifiers>
          <isin value="US67766WQG05"/>
          <ticker value="OHSPOL"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105037.2</valUSD>
        <pctVal>0.0036743526</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.879000000000</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>MASSACHUSETTS ST</name>
        <lei>5493001N1YCXNI1O7K10</lei>
        <title>MASSACHUSETTS ST GO BDS 2010D</title>
        <cusip>57582PWH9</cusip>
        <identifiers>
          <isin value="US57582PWH99"/>
          <ticker value="MAS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289722.5</valUSD>
        <pctVal>0.0101349104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OHIO ST UNIV</name>
        <lei>JFC10ZULKO4X2E3HBY86</lei>
        <title>OHIO ST UNIV UNIV REV BDS 2010-C</title>
        <cusip>677632MV0</cusip>
        <identifiers>
          <isin value="US677632MV00"/>
          <ticker value="OHSHGR"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242141.7</valUSD>
        <pctVal>0.0084704655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.910000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>UNIVERSITY TEX</name>
        <lei>TEHUYFNKZR6XVWLGEU86</lei>
        <title>UNIVERSITY TEX FING SYS REV BDS 2010C</title>
        <cusip>9151375R0</cusip>
        <identifiers>
          <isin value="US9151375R06"/>
          <ticker value="UNIHGR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124015</valUSD>
        <pctVal>0.0043382234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley BAML Trust</name>
        <lei>N/A</lei>
        <title>MSBAM 2015-C26 A5</title>
        <cusip>61690VAZ1</cusip>
        <identifiers>
          <isin value="US61690VAZ13"/>
          <ticker value="MSBAM"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105519.98</valUSD>
        <pctVal>0.0036912409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.531000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BBCMS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS 2018-C2 A5</title>
        <cusip>05491UBD9</cusip>
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          <isin value="US05491UBD90"/>
          <ticker value="BBCMS"/>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>168741.18</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.314000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA1141</title>
        <cusip>31418AHT8</cusip>
        <identifiers>
          <isin value="US31418AHT88"/>
          <ticker value="FNMA"/>
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        <balance>170092.22</balance>
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        <curCd>USD</curCd>
        <valUSD>175242.7</valUSD>
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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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q15843</title>
        <cusip>3132J65D2</cusip>
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          <isin value="US3132J65D29"/>
          <ticker value="FHLMC"/>
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        <balance>324767.59</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS7480</title>
        <cusip>3138WHJ29</cusip>
        <identifiers>
          <isin value="US3138WHJ299"/>
          <ticker value="FNMA"/>
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        <balance>183516.34</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2738</title>
        <cusip>31418CBG8</cusip>
        <identifiers>
          <isin value="US31418CBG87"/>
          <ticker value="FNMA"/>
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        <balance>667809.45</balance>
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        <curCd>USD</curCd>
        <valUSD>685576.47</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Rural Utilities Cooperative Finance Corporation</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>NRUC 8 03/01/32 MTNC</title>
        <cusip>637432CT0</cusip>
        <identifiers>
          <isin value="US637432CT02"/>
          <ticker value="NRUC"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75205.91</valUSD>
        <pctVal>0.0026308111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>Thomson Reuters Corp.</name>
        <lei>549300561UZND4C7B569</lei>
        <title>TRICN 5.5 08/15/35</title>
        <cusip>884903AY1</cusip>
        <identifiers>
          <isin value="US884903AY13"/>
          <ticker value="TRI/35"/>
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        <balance>150000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Public Service Company of Colorado</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Total Capital International S.A.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG G07445</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG C04268</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS6192</title>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q52319</title>
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          <isin value="US3132XUSH92"/>
          <ticker value="FHLMC"/>
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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>UNIVERSITY CALIF</name>
        <lei>RRR42I7GG51DB5HDQR14</lei>
        <title>UNIVERSITY CALIF REV BDS 2010F</title>
        <cusip>91412GDZ5</cusip>
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          <ticker value="UNVHGR"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UTAH ST</name>
        <lei>N/A</lei>
        <title>UTAH ST G O BDS 2010B</title>
        <cusip>917542QV7</cusip>
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          <ticker value="UTS"/>
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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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3444</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 1.25 09/14/21</title>
        <cusip>4581X0CV8</cusip>
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        <curCd>USD</curCd>
        <valUSD>546229.4</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5653</title>
        <cusip>36179UH62</cusip>
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          <isin value="US36179UH623"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B8 A5</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <cusip>06416CAC2</cusip>
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        <balance>387000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIA 2 04/24/26 GMTN</title>
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          <ticker value="ASIA"/>
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        <curCd>USD</curCd>
        <valUSD>1004829.68</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>DALLAS TEX AREA RAPID TRAN</name>
        <lei>75YWM81F2R6UQGJIEW47</lei>
        <title>DALLAS TEX AREA RAPID TRAN SALES TAX REV BDS 2010B</title>
        <cusip>235241LW4</cusip>
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          <ticker value="DALTRN"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PENNSYLVANIA ST PUB SCH BLDG AUTH</name>
        <lei>5493006JN0UR7OGWTO86</lei>
        <title>PENNSYLVANIA ST PUB SCH BLDG AUTH REV BDS 2010A</title>
        <cusip>85732PBZ2</cusip>
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          <ticker value="STTEDU"/>
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        <curCd>USD</curCd>
        <valUSD>230830</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>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 3 08/25/21</title>
        <cusip>713448BW7</cusip>
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          <ticker value="PEP21"/>
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        <balance>770000</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
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          <isin value="US816851BF50"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>509944.22</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>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <title>WFCM 2018-C48 A5</title>
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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>SunTrust Bank</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
        <title>TFC 3 02/02/23 BKNT</title>
        <cusip>86787EAV9</cusip>
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          <ticker value="TFC"/>
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        <balance>1361000</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>2023-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G60696</title>
        <cusip>31335AXZ6</cusip>
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          <isin value="US31335AXZ64"/>
          <ticker value="FHLMC"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Svenska Handelsbanken Ab (Publ)</name>
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        <title>SHBASS 1.875 09/07/21 BKNT</title>
        <cusip>86960BAQ5</cusip>
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        <curCd>USD</curCd>
        <valUSD>274550.45</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA0656</title>
        <cusip>3140Q7WS2</cusip>
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          <isin value="US3140Q7WS23"/>
          <ticker value="FNMA"/>
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        <balance>2044364.8</balance>
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        <curCd>USD</curCd>
        <valUSD>2140468.65</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA0859</title>
        <cusip>3140Q75V5</cusip>
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          <isin value="US3140Q75V59"/>
          <ticker value="FNMA"/>
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        <balance>1996004.25</balance>
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        <curCd>USD</curCd>
        <valUSD>2070647.76</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>SALT RIV PROJ ARIZ AGRIC IMPT &amp; PWR DIST</name>
        <lei>SHB8HO6GKXJ83RX5OV39</lei>
        <title>SALT RIV PROJ ARIZ AGRIC IMPT &amp; PWR DIST ELEC SYS REV BDS 2010 A</title>
        <cusip>79575DE63</cusip>
        <identifiers>
          <isin value="US79575DE631"/>
          <ticker value="SALPWR"/>
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        <balance>110000</balance>
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        <curCd>USD</curCd>
        <valUSD>136826.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.839000000000</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>NEW YORK N Y</name>
        <lei>549300ABYZD2SFD5JB29</lei>
        <title>NEW YORK N Y GO BDS 2011 C-1</title>
        <cusip>64966H4K3</cusip>
        <identifiers>
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          <ticker value="NYC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128467</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.517000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEW JERSEY ST TRANSN TR FD AUTH</name>
        <lei>549300YUVD5TEXR6L889</lei>
        <title>NEW JERSEY ST TRANSN TR FD AUTH TRANSPORTATION SYSTEM REV BDS 2010 C</title>
        <cusip>646136XT3</cusip>
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          <isin value="US646136XT31"/>
          <ticker value="NJSTRN"/>
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        <balance>300000</balance>
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        <curCd>USD</curCd>
        <valUSD>311682</valUSD>
        <pctVal>0.0109030854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.104000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PORT AUTH N Y &amp; N J</name>
        <lei>54930006MR4KZ4W74Z83</lei>
        <title>PORT AUTH N Y &amp; N J CONSOLIDATED BDS</title>
        <cusip>73358WCW2</cusip>
        <identifiers>
          <isin value="US73358WCW29"/>
          <ticker value="PORTRN"/>
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        <balance>350000</balance>
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        <curCd>USD</curCd>
        <valUSD>467197.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.647000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BC1510</title>
        <cusip>3140EVVC8</cusip>
        <identifiers>
          <isin value="US3140EVVC86"/>
          <ticker value="FNMA"/>
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        <balance>645055.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660635.27</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK 2.05 05/03/21 MTN</title>
        <cusip>06406FAB9</cusip>
        <identifiers>
          <isin value="US06406FAB94"/>
          <ticker value="BK21C"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501590.53</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</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>Novartis Capital Corporation</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVNVX 4.4 05/06/44</title>
        <cusip>66989HAH1</cusip>
        <identifiers>
          <isin value="US66989HAH12"/>
          <ticker value="NOVNVX"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304742.85</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>2044-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>PORT AUTH N Y &amp; N J</name>
        <lei>54930006MR4KZ4W74Z83</lei>
        <title>PORT AUTH N Y &amp; N J CONSOLIDATED BDS</title>
        <cusip>73358WCX0</cusip>
        <identifiers>
          <isin value="US73358WCX02"/>
          <ticker value="PORTRN"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266970</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.647000000000</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>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>RF 2.75 08/14/22</title>
        <cusip>7591EPAM2</cusip>
        <identifiers>
          <isin value="US7591EPAM25"/>
          <ticker value="RF22"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>254520.52</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>2022-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V3.668 07/24/28</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Waste Management, Inc.</name>
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        <name>The Boeing Company</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3662</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Express Credit Corporation</name>
        <lei>9ET6B8VCXWW51H8Z3M54</lei>
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        <cusip>0258M0EB1</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AO7682</title>
        <cusip>3617A8RB7</cusip>
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          <isin value="US3617A8RB78"/>
          <ticker value="GNR"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.782 02/01/28</title>
        <cusip>46625HRY8</cusip>
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          <ticker value="JPM"/>
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        <balance>500000</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 3.95 06/28/38</title>
        <cusip>931142EB5</cusip>
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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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          <couponKind>Fixed</couponKind>
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        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>Bayer US Finance II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
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        <cusip>07274NAY9</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4718</title>
        <cusip>36179TG33</cusip>
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          <isin value="US36179TG338"/>
          <ticker value="GNR"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 2.25 06/24/24</title>
        <cusip>298785HX7</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2018-M8 A2</title>
        <cusip>3136B2GX4</cusip>
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          <ticker value="FNMA"/>
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        <name>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 2.4 09/01/26 Z</title>
        <cusip>15189XAQ1</cusip>
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          <ticker value="CNP/26"/>
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        <valUSD>49799.18</valUSD>
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        <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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2017-M11 A2</title>
        <cusip>3136AX3J2</cusip>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3912</title>
        <cusip>36179SKZ9</cusip>
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          <isin value="US36179SKZ91"/>
          <ticker value="GNR"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wfcm 2016-Lc24</name>
        <lei>5493007OD9MH69ES1S63</lei>
        <title>WFCM 2016-LC24 A4</title>
        <cusip>95000HBF8</cusip>
        <identifiers>
          <isin value="US95000HBF82"/>
          <ticker value="WFCM"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205265.48</valUSD>
        <pctVal>0.0071804822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.942000000000</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>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 1.375 09/20/21 GDIF</title>
        <cusip>459058FP3</cusip>
        <identifiers>
          <isin value="US459058FP39"/>
          <ticker value="IBRD"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1990402.42</valUSD>
        <pctVal>0.0696271441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</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>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX 4.125 03/01/27</title>
        <cusip>55336VAK6</cusip>
        <identifiers>
          <isin value="US55336VAK61"/>
          <ticker value="MPLX27"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246853.17</valUSD>
        <pctVal>0.0086352795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Wells Fargo Capital X</name>
        <lei>N/A</lei>
        <title>WFC 5.95 12/15/36</title>
        <cusip>94978SAA7</cusip>
        <identifiers>
          <isin value="US94978SAA78"/>
          <ticker value="WFC/86"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122048.87</valUSD>
        <pctVal>0.0042694453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>Novartis Capital Corporation</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVNVX 3.4 05/06/24</title>
        <cusip>66989HAG3</cusip>
        <identifiers>
          <isin value="US66989HAG39"/>
          <ticker value="NOVNVX"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264762.64</valUSD>
        <pctVal>0.0092617786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>Bayer US Finance II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYNGR 4.4 07/15/44 144A</title>
        <cusip>07274NBF9</cusip>
        <identifiers>
          <isin value="US07274NBF96"/>
          <ticker value="BAYNGR"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253374.85</valUSD>
        <pctVal>0.0088634173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 5.875 01/30/42</title>
        <cusip>172967FX4</cusip>
        <identifiers>
          <isin value="US172967FX46"/>
          <ticker value="C"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42232.76</valUSD>
        <pctVal>0.0014773628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>Kreditanstalt Fur Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 2.625 01/25/22</title>
        <cusip>500769EX8</cusip>
        <identifiers>
          <isin value="US500769EX80"/>
          <ticker value="KFW"/>
        </identifiers>
        <balance>900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>917555.67</valUSD>
        <pctVal>0.0320974192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V3.509 01/23/29</title>
        <cusip>46647PAM8</cusip>
        <identifiers>
          <isin value="US46647PAM86"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>531457.49</valUSD>
        <pctVal>0.0185911486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.509000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MISSISSIPPI ST</name>
        <lei>549300JRWW5RFQUB7P94</lei>
        <title>MISSISSIPPI ST G O BDS 2010</title>
        <cusip>6055805X3</cusip>
        <identifiers>
          <isin value="US6055805X38"/>
          <ticker value="MSS"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124109</valUSD>
        <pctVal>0.0043415116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.245000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAY AREA TOLL AUTH CALIF</name>
        <lei>5493001FUZGUQMIP5D78</lei>
        <title>BAY AREA TOLL AUTH CALIF TOLL BRIDGE REV BDS 2010 S</title>
        <cusip>072024PY2</cusip>
        <identifiers>
          <isin value="US072024PY20"/>
          <ticker value="BAYTRN"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242077.5</valUSD>
        <pctVal>0.0084682197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.907000000000</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>RUTGERS ST UNIV N J</name>
        <lei>549300BOYDHNW8J60112</lei>
        <title>RUTGERS ST UNIV N J GO BDS 2010H</title>
        <cusip>783186NH8</cusip>
        <identifiers>
          <isin value="US783186NH86"/>
          <ticker value="RUTHGR"/>
        </identifiers>
        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189081.45</valUSD>
        <pctVal>0.0066143415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.665000000000</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>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 4.65 08/15/43 D</title>
        <cusip>927804FP4</cusip>
        <identifiers>
          <isin value="US927804FP40"/>
          <ticker value="D/43C"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179414.57</valUSD>
        <pctVal>0.0062761801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 783467</title>
        <cusip>36241LZ82</cusip>
        <identifiers>
          <isin value="US36241LZ820"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1734655.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1846938.45</valUSD>
        <pctVal>0.0646085677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FHLMC Pc Prepay Prm 30</name>
        <lei>N/A</lei>
        <title>FHMS K093 A2</title>
        <cusip>3137FMCR1</cusip>
        <identifiers>
          <isin value="US3137FMCR12"/>
          <ticker value="FEDMFH"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208970.22</valUSD>
        <pctVal>0.0073100793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.982000000000</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>FN MA2473</title>
        <cusip>31418BXB7</cusip>
        <identifiers>
          <isin value="US31418BXB79"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>351933.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366975.85</valUSD>
        <pctVal>0.0128373439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTHEAST OHIO REGL SWR DIST</name>
        <lei>N/A</lei>
        <title>NORTHEAST OHIO REGL SWR DIST WASTEWTR IMPT REV BDS 2010</title>
        <cusip>663903DM1</cusip>
        <identifiers>
          <isin value="US663903DM12"/>
          <ticker value="NEOUTL"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150320.05</valUSD>
        <pctVal>0.0052584119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.038000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>DALLAS TEX INDPT SCH DIST</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG C91858</title>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q10389</title>
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          <isin value="US3132HLNE91"/>
          <ticker value="FHLMC"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Bank 2017 - Bnk7</name>
        <lei>N/A</lei>
        <title>BANK 2017-BNK7 A5</title>
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          <isin value="US06541XAF78"/>
          <ticker value="BANK"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Cardinal Health, Inc.</name>
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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>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Campbell Soup Company</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CPB 3.8 08/02/42</title>
        <cusip>134429AZ2</cusip>
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          <isin value="US134429AZ25"/>
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        <balance>40000</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>2042-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
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      <invstOrSec>
        <name>Praxair, Inc.</name>
        <lei>ZU69GUVJQGZ6Z1UOOO79</lei>
        <title>PX 2.2 08/15/22</title>
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          <isin value="US74005PBB94"/>
          <ticker value="LIN/22A"/>
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        <curCd>USD</curCd>
        <valUSD>151416.33</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 5.75 01/24/22</title>
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        <identifiers>
          <isin value="US38141GGS75"/>
          <ticker value="GS22"/>
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        <curCd>USD</curCd>
        <valUSD>386465.5</valUSD>
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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>WASHINGTON ST CONVENTION CTR PUB FACS DIST</name>
        <lei>N/A</lei>
        <title>WASHINGTON ST CONVENTION CTR PUB FACS DIST LODGING TAX BDS 2010B</title>
        <cusip>93976AAH5</cusip>
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          <isin value="US93976AAH59"/>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CALIFORNIA ST</name>
        <lei>N/A</lei>
        <title>CALIFORNIA ST GO BDS</title>
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          <ticker value="CAS"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3378</title>
        <cusip>36179RXF1</cusip>
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          <isin value="US36179RXF18"/>
          <ticker value="GNR"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Republic of Chile</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>CHILE 3.125 01/21/26</title>
        <cusip>168863CA4</cusip>
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          <isin value="US168863CA49"/>
          <ticker value="CL0B"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Colgate-Palmolive Company</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>CL 1.95 02/01/23 MTN</title>
        <cusip>19416QEA4</cusip>
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          <isin value="US19416QEA40"/>
          <ticker value="CL23A"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 5.625 09/01/41</title>
        <cusip>494550BK1</cusip>
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          <ticker value="KMP41A"/>
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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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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3173</title>
        <cusip>36179RQ28</cusip>
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          <isin value="US36179RQ281"/>
          <ticker value="GNR"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 6.375 12/15/38</title>
        <cusip>822582AD4</cusip>
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        <balance>415000</balance>
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        <curCd>USD</curCd>
        <valUSD>605728.7</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>2038-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>CALIFORNIA ST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW YORK N Y</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
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          <ticker value="HSBC37"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q51774</title>
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          <isin value="US3132XT6L70"/>
          <ticker value="FHLMC"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL4462</title>
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          <ticker value="FNMA"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BC1105</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS7157</title>
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          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Export Development Canada</name>
        <lei>Z6MHCSLXHKYG4B6PHW02</lei>
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          <ticker value="EDC"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997295.74</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SAN FRANCISCO CALIF CITY &amp; CNTY PUB UTILS COMMN</name>
        <lei>549300RA28ZEFOB6M782</lei>
        <title>SAN FRANCISCO CALIF CITY &amp; CNTY PUB UTILS COMMN WTR REV BDS 2010G</title>
        <cusip>79765RTL3</cusip>
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          <ticker value="SFOWTR"/>
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        <valUSD>114025.5</valUSD>
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          <couponKind>Fixed</couponKind>
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        <name>AMERICAN MUN PWR OHIO INC</name>
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          <ticker value="AMEPWR"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AT3164</title>
        <cusip>3138WQQS4</cusip>
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          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB7733</title>
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          <isin value="US31417ESX03"/>
          <ticker value="FNMA"/>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08715</title>
        <cusip>3128MJYM6</cusip>
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          <ticker value="FHLMC"/>
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        <balance>2295569.17</balance>
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        <curCd>USD</curCd>
        <valUSD>2352500.92</valUSD>
        <pctVal>0.0822938712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLOM 5 06/15/45</title>
        <cusip>195325CU7</cusip>
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          <isin value="US195325CU73"/>
          <ticker value="COLOM"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1742250</valUSD>
        <pctVal>0.0609464149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C03812</title>
        <cusip>31292LGV1</cusip>
        <identifiers>
          <isin value="US31292LGV18"/>
          <ticker value="FHLMC"/>
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        <balance>492121.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527910.15</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>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AR3054</title>
        <cusip>3138W0MC0</cusip>
        <identifiers>
          <isin value="US3138W0MC06"/>
          <ticker value="FNMA"/>
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        <balance>581678.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601073.36</valUSD>
        <pctVal>0.0210264121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLOM 4.5 01/28/26</title>
        <cusip>195325CX1</cusip>
        <identifiers>
          <isin value="US195325CX13"/>
          <ticker value="KOBC"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>544560</valUSD>
        <pctVal>0.0190494933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Duke Energy Indiana Inc.</name>
        <lei>6URPHM2EAWGJ2C6ISB97</lei>
        <title>DUK 6.45 04/01/39</title>
        <cusip>263901AB6</cusip>
        <identifiers>
          <isin value="US263901AB68"/>
          <ticker value="DUK"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>323701.78</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>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.450000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>METROPOLITAN WTR DIST SOUTHN CALIF CALIF</name>
        <lei>5493003GD0S0P56RLT45</lei>
        <title>METROPOLITAN WTR DIST SOUTHN CALIF CALIF WTR REV BDS 2010A</title>
        <cusip>59266TEC1</cusip>
        <identifiers>
          <isin value="US59266TEC18"/>
          <ticker value="METWTR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102427</valUSD>
        <pctVal>0.0035830440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-01</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>Rogers Communications Inc.</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>RCICN 4.5 03/15/43</title>
        <cusip>775109AX9</cusip>
        <identifiers>
          <isin value="US775109AX99"/>
          <ticker value="RCI43"/>
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        <balance>45000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50265.05</valUSD>
        <pctVal>0.0017583439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3188</title>
        <cusip>31418CRJ5</cusip>
        <identifiers>
          <isin value="US31418CRJ52"/>
          <ticker value="FNMA"/>
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        <balance>1064839.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1094425.12</valUSD>
        <pctVal>0.0382845673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3736</title>
        <cusip>36179SEH6</cusip>
        <identifiers>
          <isin value="US36179SEH67"/>
          <ticker value="GNR"/>
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        <balance>1417650.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1474649.6</valUSD>
        <pctVal>0.0515853674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Sierra Pacific Power Company</name>
        <lei>QB888G5GSVGE1LD1WV84</lei>
        <title>BRKHEC 3.375 08/15/23 T</title>
        <cusip>826418BJ3</cusip>
        <identifiers>
          <isin value="US826418BJ36"/>
          <ticker value="BRK.B/23H"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164905.35</valUSD>
        <pctVal>0.0057686267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 3.875 10/28/41 GMTN</title>
        <cusip>4581X0BT4</cusip>
        <identifiers>
          <isin value="US4581X0BT40"/>
          <ticker value="13UA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245017.31</valUSD>
        <pctVal>0.0085710585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS6887</title>
        <cusip>3138WGUM4</cusip>
        <identifiers>
          <isin value="US3138WGUM45"/>
          <ticker value="FNMA"/>
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        <balance>668862.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>678444.44</valUSD>
        <pctVal>0.0237329639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS7149</title>
        <cusip>3138WG5K6</cusip>
        <identifiers>
          <isin value="US3138WG5K60"/>
          <ticker value="FNMA"/>
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        <balance>1331351.19</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1372214.82</valUSD>
        <pctVal>0.0480020512</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1909</title>
        <cusip>3140Q9DP5</cusip>
        <identifiers>
          <isin value="US3140Q9DP50"/>
          <ticker value="FN"/>
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        <balance>541513.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570548.52</valUSD>
        <pctVal>0.0199586092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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 2017-Bnk4</name>
        <lei>N/A</lei>
        <title>BANK 2018-BN13 A5</title>
        <cusip>06539LBB5</cusip>
        <identifiers>
          <isin value="US06539LBB53"/>
          <ticker value="BANK"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111889.34</valUSD>
        <pctVal>0.0039140503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-08-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.217000000000</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>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 2.75 07/23/21 GDIF</title>
        <cusip>459058GH0</cusip>
        <identifiers>
          <isin value="US459058GH04"/>
          <ticker value="IBRD"/>
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        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4066501.88</valUSD>
        <pctVal>0.1422520940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Keurig Dr Pepper Inc</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KDP 2.55 09/15/26</title>
        <cusip>26138EAU3</cusip>
        <identifiers>
          <isin value="US26138EAU38"/>
          <ticker value="KDP26"/>
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        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94691.09</valUSD>
        <pctVal>0.0033124307</pctVal>
        <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>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Essex Portfolio Lp</name>
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      <invstOrSec>
        <name>Synchrony Financial</name>
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      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB (publ)</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
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        <invCountry>JP</invCountry>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Government National Mortgage Association</name>
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        <name>Korea Development Bank</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3334</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3211</title>
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        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 6.11 01/29/37</title>
        <cusip>59022CAJ2</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
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        <cusip>74432QAQ8</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PacifiCorp</name>
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        <title>BRKHEC 5.75 04/01/37</title>
        <cusip>695114CD8</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Wyeth</name>
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          <couponKind>Fixed</couponKind>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <title>JPM 5.625 08/16/43</title>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY 2.3 03/22/21</title>
        <cusip>780082AE3</cusip>
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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>
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      <invstOrSec>
        <name>Oneok Partners Lp</name>
        <lei>T4DHW82NMF6BXJT50795</lei>
        <title>OKE 3.375 10/01/22</title>
        <cusip>68268NAJ2</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Unilever Capital Corporation</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>UNANA 4.25 02/10/21</title>
        <cusip>904764AM9</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      </invstOrSec>
      <invstOrSec>
        <name>Telefonica Emisiones S.A.U.</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>TELEFO 5.462 02/16/21</title>
        <cusip>87938WAP8</cusip>
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          <ticker value="TEF/21"/>
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        <curCd>USD</curCd>
        <valUSD>160874.23</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Canadian National Railway Company</name>
        <lei>3SU7BEP7TH9YEQOZCS77</lei>
        <title>CNRCN 6.375 11/15/37</title>
        <cusip>136375BQ4</cusip>
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          <ticker value="CNI37"/>
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        <balance>20000</balance>
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        <curCd>USD</curCd>
        <valUSD>28816.74</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>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 6.75 10/01/37</title>
        <cusip>38141GFD1</cusip>
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          <ticker value="GS37"/>
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        <balance>615000</balance>
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        <curCd>USD</curCd>
        <valUSD>854314.19</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1378</title>
        <cusip>3140Q8Q81</cusip>
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          <isin value="US3140Q8Q815"/>
          <ticker value="FN"/>
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        <balance>784703.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>821698.86</valUSD>
        <pctVal>0.0287442099</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08660</title>
        <cusip>3128MJWW6</cusip>
        <identifiers>
          <isin value="US3128MJWW67"/>
          <ticker value="FHLMC"/>
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        <balance>354457.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375826.44</valUSD>
        <pctVal>0.0131469503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8787</title>
        <cusip>3138WJXR4</cusip>
        <identifiers>
          <isin value="US3138WJXR44"/>
          <ticker value="FNMA"/>
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        <balance>191461.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190305.66</valUSD>
        <pctVal>0.0066571661</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>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TFC 2.85 10/26/24 MTN</title>
        <cusip>05531FBB8</cusip>
        <identifiers>
          <isin value="US05531FBB85"/>
          <ticker value="TFC24"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1033212.77</valUSD>
        <pctVal>0.0361432712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</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>The Western Union Company</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>WU 6.2 06/21/40</title>
        <cusip>959802AM1</cusip>
        <identifiers>
          <isin value="US959802AM19"/>
          <ticker value="WU40"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133495.54</valUSD>
        <pctVal>0.0046698663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 7.75 07/15/25</title>
        <cusip>059438AG6</cusip>
        <identifiers>
          <isin value="US059438AG67"/>
          <ticker value="JPM"/>
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        <balance>54000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67624.2</valUSD>
        <pctVal>0.0023655919</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>7.750000000000</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>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WSTP 2.7 08/19/26</title>
        <cusip>961214DC4</cusip>
        <identifiers>
          <isin value="US961214DC40"/>
          <ticker value="WBK26A"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1011872.39</valUSD>
        <pctVal>0.0353967539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 3.45 02/19/26</title>
        <cusip>459200JG7</cusip>
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          <isin value="US459200JG74"/>
          <ticker value="IBM26A"/>
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        <balance>1105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1178755.21</valUSD>
        <pctVal>0.0412345554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRPCN 6.2 10/15/37</title>
        <cusip>89352HAD1</cusip>
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          <isin value="US89352HAD17"/>
          <ticker value="TRP/37"/>
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        <balance>445000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580691.28</valUSD>
        <pctVal>0.0203134175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>NUE 6.4 12/01/37</title>
        <cusip>670346AH8</cusip>
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          <isin value="US670346AH87"/>
          <ticker value="NUE37"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203204.9</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>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rockwell Automation, Inc.</name>
        <lei>VH3R4HHBHH12O0EXZJ88</lei>
        <title>ROK 6.25 12/01/37</title>
        <cusip>773903AE9</cusip>
        <identifiers>
          <isin value="US773903AE95"/>
          <ticker value="ROK37"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204744.41</valUSD>
        <pctVal>0.0071622544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>Aetna, Inc.</name>
        <lei>549300QKBENKLBXQ8968</lei>
        <title>AET 6.75 12/15/37</title>
        <cusip>00817YAG3</cusip>
        <identifiers>
          <isin value="US00817YAG35"/>
          <ticker value="CVS/37"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202496.79</valUSD>
        <pctVal>0.0070836294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF 3.75 03/09/27</title>
        <cusip>14040HBN4</cusip>
        <identifiers>
          <isin value="US14040HBN44"/>
          <ticker value="COF27"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266677.13</valUSD>
        <pctVal>0.0093287502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APA 5.1 09/01/40</title>
        <cusip>037411AW5</cusip>
        <identifiers>
          <isin value="US037411AW56"/>
          <ticker value="APA40"/>
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        <balance>775000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>789055.95</valUSD>
        <pctVal>0.0276023139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 3.375 08/11/25</title>
        <cusip>718172BQ1</cusip>
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          <ticker value="PM25A"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>262980.38</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>SYK 4.1 04/01/43</title>
        <cusip>863667AE1</cusip>
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          <isin value="US863667AE17"/>
          <ticker value="SYK43"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54467.7</valUSD>
        <pctVal>0.0019053586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Commonwealth Edison Company</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
        <title>EXC 6.45 01/15/38</title>
        <cusip>202795HT0</cusip>
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          <isin value="US202795HT01"/>
          <ticker value="EXC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284026.77</valUSD>
        <pctVal>0.0099356656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.450000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Florida Power &amp; Light Company</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 5.95 02/01/38</title>
        <cusip>341081FA0</cusip>
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          <isin value="US341081FA03"/>
          <ticker value="NEE/38"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207843.78</valUSD>
        <pctVal>0.0072706748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Conagra Brands Inc</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CAG 7 10/01/28</title>
        <cusip>205887AR3</cusip>
        <identifiers>
          <isin value="US205887AR36"/>
          <ticker value="CAG"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252251.74</valUSD>
        <pctVal>0.0088241293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Korea Development Bank</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>KDB 3 09/14/22</title>
        <cusip>500630BX5</cusip>
        <identifiers>
          <isin value="US500630BX56"/>
          <ticker value="2HWB"/>
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        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220598.6</valUSD>
        <pctVal>0.0077168568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91247</title>
        <cusip>3128P7L43</cusip>
        <identifiers>
          <isin value="US3128P7L435"/>
          <ticker value="FHLMC"/>
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        <balance>97813.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104431.83</valUSD>
        <pctVal>0.0036531759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>The Dow Chemical Company</name>
        <lei>ZQUIP1CSZO8LXRBSOU78</lei>
        <title>DOW 9.4 05/15/39</title>
        <cusip>260543BY8</cusip>
        <identifiers>
          <isin value="US260543BY86"/>
          <ticker value="DOW/39"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490916.99</valUSD>
        <pctVal>0.0171729835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 4.4 04/01/21</title>
        <cusip>437076AW2</cusip>
        <identifiers>
          <isin value="US437076AW21"/>
          <ticker value="HD21"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256881.48</valUSD>
        <pctVal>0.0089860842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AEP Texas Central Company</name>
        <lei>O5I1W4NHLL5HR1XYY456</lei>
        <title>AEPTC 2012-1 A3</title>
        <cusip>00104UAC2</cusip>
        <identifiers>
          <isin value="US00104UAC27"/>
          <ticker value="AEP"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101731.13</valUSD>
        <pctVal>0.0035587015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.844900000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Southern Copper Corporation</name>
        <lei>2549007U6NAP46Q9TU15</lei>
        <title>SCCO 7.5 07/27/35</title>
        <cusip>84265VAA3</cusip>
        <identifiers>
          <isin value="US84265VAA35"/>
          <ticker value="SCCO"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>413518.85</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>2035-07-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Delhaize Group SA</name>
        <lei>724500C9GNBV20UYRX36</lei>
        <title>ADNA 5.7 10/01/40</title>
        <cusip>24668PAE7</cusip>
        <identifiers>
          <isin value="US24668PAE79"/>
          <ticker value="ADNA"/>
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        <balance>116000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143240.15</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.5 02/09/25</title>
        <cusip>037833AZ3</cusip>
        <identifiers>
          <isin value="US037833AZ38"/>
          <ticker value="APCF"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56023.51</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>ES 3.3 01/15/28 M</title>
        <cusip>30040WAE8</cusip>
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          <isin value="US30040WAE84"/>
          <ticker value="ES28"/>
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        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170050.32</valUSD>
        <pctVal>0.0059486052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
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      <invstOrSec>
        <name>United Parcel Service, Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UPS 6.2 01/15/38</title>
        <cusip>911312AJ5</cusip>
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          <isin value="US911312AJ59"/>
          <ticker value="UPS38"/>
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        <balance>30000</balance>
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        <curCd>USD</curCd>
        <valUSD>41793.41</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</annualizedRt>
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      <invstOrSec>
        <name>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 5.95 02/01/38 08-A</title>
        <cusip>842400FH1</cusip>
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          <ticker value="EIX/38"/>
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        <curCd>USD</curCd>
        <valUSD>126860.99</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>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3802</title>
        <cusip>36179SGK7</cusip>
        <identifiers>
          <isin value="US36179SGK78"/>
          <ticker value="GNR"/>
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        <balance>2487268.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2568017.2</valUSD>
        <pctVal>0.0898329412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3803</title>
        <cusip>36179SGL5</cusip>
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          <isin value="US36179SGL51"/>
          <ticker value="GNR"/>
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        <balance>2110714.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2192598.87</valUSD>
        <pctVal>0.0767002672</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 5.95 02/01/41</title>
        <cusip>29379VAT0</cusip>
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          <ticker value="EPD41"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51623.21</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>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
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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>
        <name>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBK 4.5 01/11/21</title>
        <cusip>21685WBT3</cusip>
        <identifiers>
          <isin value="US21685WBT36"/>
          <ticker value="RABOBK"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1026311.39</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MMC 3.75 03/14/26</title>
        <cusip>571748AZ5</cusip>
        <identifiers>
          <isin value="US571748AZ55"/>
          <ticker value="MMC26"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80605.56</valUSD>
        <pctVal>0.0028196986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Rio Tinto Finance (USA) plc</name>
        <lei>2138006TSNBEUA761G16</lei>
        <title>RIOLN 4.75 03/22/42</title>
        <cusip>76720AAD8</cusip>
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          <isin value="US76720AAD81"/>
          <ticker value="RIO/42"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183747.59</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>2042-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Province of Nova Scotia</name>
        <lei>5493002W033HJBDP3481</lei>
        <title>NS 8.25 07/30/22</title>
        <cusip>669827DP9</cusip>
        <identifiers>
          <isin value="US669827DP92"/>
          <ticker value="NS"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402373.47</valUSD>
        <pctVal>0.0140756036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</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>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 3.7 07/29/25</title>
        <cusip>458140AS9</cusip>
        <identifiers>
          <isin value="US458140AS90"/>
          <ticker value="INTC"/>
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        <balance>815000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>881599.06</valUSD>
        <pctVal>0.0308396052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>EOG Resources, Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG 3.15 04/01/25</title>
        <cusip>26875PAM3</cusip>
        <identifiers>
          <isin value="US26875PAM32"/>
          <ticker value="EOG25"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152273</valUSD>
        <pctVal>0.0053267289</pctVal>
        <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>3.150000000000</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>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 1.625 02/10/22 GDIF</title>
        <cusip>459058DY6</cusip>
        <identifiers>
          <isin value="US459058DY63"/>
          <ticker value="IBRD"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999093</valUSD>
        <pctVal>0.0349497125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08672</title>
        <cusip>3128MJXA3</cusip>
        <identifiers>
          <isin value="US3128MJXA39"/>
          <ticker value="FHLMC"/>
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        <balance>478553.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507439.13</valUSD>
        <pctVal>0.0177509518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Paccar Financial Corp</name>
        <lei>PH3S12DWZBHHQKVYZ297</lei>
        <title>PCAR 2.25 02/25/21 MTN</title>
        <cusip>69371RM94</cusip>
        <identifiers>
          <isin value="US69371RM945"/>
          <ticker value="PCAR"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251363.67</valUSD>
        <pctVal>0.0087930633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 6.625 11/15/37</title>
        <cusip>91324PBE1</cusip>
        <identifiers>
          <isin value="US91324PBE16"/>
          <ticker value="UNH37A"/>
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        <balance>640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>925416.93</valUSD>
        <pctVal>0.0323724174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FITB 8.25 03/01/38</title>
        <cusip>316773CH1</cusip>
        <identifiers>
          <isin value="US316773CH12"/>
          <ticker value="FITB"/>
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        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420209.77</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>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 4.625 01/07/21 GMTN</title>
        <cusip>36962G4Y7</cusip>
        <identifiers>
          <isin value="US36962G4Y78"/>
          <ticker value="GE"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>409090.68</valUSD>
        <pctVal>0.0143105813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Puget Sound Energy Inc.</name>
        <lei>SYBSJ96YIDMIUY7WDR33</lei>
        <title>PSD 5.483 06/01/35</title>
        <cusip>745332BU9</cusip>
        <identifiers>
          <isin value="US745332BU93"/>
          <ticker value="PSD"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30818.48</valUSD>
        <pctVal>0.0010780748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.483000000000</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>FN AS5090</title>
        <cusip>3138WEUQ0</cusip>
        <identifiers>
          <isin value="US3138WEUQ01"/>
          <ticker value="FNMA"/>
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        <balance>320301.09</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>324889.05</valUSD>
        <pctVal>0.0113650870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2729</title>
        <cusip>3140QAA75</cusip>
        <identifiers>
          <isin value="US3140QAA754"/>
          <ticker value="FN"/>
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        <balance>2423570.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2559998.52</valUSD>
        <pctVal>0.0895524362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>RBS V4.519 06/25/24</title>
        <cusip>780097BJ9</cusip>
        <identifiers>
          <isin value="US780097BJ90"/>
          <ticker value="RBS"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>531186.21</valUSD>
        <pctVal>0.0185816589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.519000000000</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>Santander Drive Auto Receivables Trust 2013-5</name>
        <lei>N/A</lei>
        <title>SDART 2018-3 D</title>
        <cusip>80285GAG7</cusip>
        <identifiers>
          <isin value="US80285GAG73"/>
          <ticker value="SDART"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51318.61</valUSD>
        <pctVal>0.0017951989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.070000000000</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 Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 7.5 11/15/40</title>
        <cusip>28370TAD1</cusip>
        <identifiers>
          <isin value="US28370TAD19"/>
          <ticker value="KMI/40"/>
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        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420388.82</valUSD>
        <pctVal>0.0147058065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 7.3 08/15/33</title>
        <cusip>494550AQ9</cusip>
        <identifiers>
          <isin value="US494550AQ90"/>
          <ticker value="KMP33"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234467.41</valUSD>
        <pctVal>0.0082020078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.300000000000</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>Massachusetts Institute of Technology</name>
        <lei>DLZO3A31IADZ27B62557</lei>
        <title>MASSIN 3.885 07/01/16</title>
        <cusip>575718AF8</cusip>
        <identifiers>
          <isin value="US575718AF80"/>
          <ticker value="MASSIN"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326655.51</valUSD>
        <pctVal>0.0114268803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2116-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.885000000000</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>Tennessee Gas Pipeline Company</name>
        <lei>N/A</lei>
        <title>KMI 8.375 06/15/32</title>
        <cusip>880451AW9</cusip>
        <identifiers>
          <isin value="US880451AW92"/>
          <ticker value="KMI/32A"/>
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        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300297.31</valUSD>
        <pctVal>0.0105048325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.375000000000</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>The Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 6.4 12/15/35</title>
        <cusip>254687EB8</cusip>
        <identifiers>
          <isin value="US254687EB89"/>
          <ticker value="DIS"/>
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        <balance>31000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44061.46</valUSD>
        <pctVal>0.0015413333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</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>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 5 08/15/45 144A</title>
        <cusip>110122BU1</cusip>
        <identifiers>
          <isin value="US110122BU11"/>
          <ticker value="BMY"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>641395.65</valUSD>
        <pctVal>0.0224369438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KR 7.5 04/01/31</title>
        <cusip>501044BZ3</cusip>
        <identifiers>
          <isin value="US501044BZ37"/>
          <ticker value="KR31"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277070.01</valUSD>
        <pctVal>0.0096923081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APA 5.25 02/01/42</title>
        <cusip>037411AY1</cusip>
        <identifiers>
          <isin value="US037411AY13"/>
          <ticker value="APA42"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119867.47</valUSD>
        <pctVal>0.0041931368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>The Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 4.95 10/15/45</title>
        <cusip>254687EX0</cusip>
        <identifiers>
          <isin value="US254687EX00"/>
          <ticker value="DIS"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652848.42</valUSD>
        <pctVal>0.0228375782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Shire Acquisitions Investments Ireland DAC</name>
        <lei>549300XK5HGW68R8K327</lei>
        <title>TACHEM 2.4 09/23/21</title>
        <cusip>82481LAB5</cusip>
        <identifiers>
          <isin value="US82481LAB53"/>
          <ticker value="TAK/21"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1005687.93</valUSD>
        <pctVal>0.0351804126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>Oklahoma Gas and Electric Company</name>
        <lei>549300VJ8YXGPO8EV472</lei>
        <title>OGE 4.15 04/01/47</title>
        <cusip>678858BR1</cusip>
        <identifiers>
          <isin value="US678858BR12"/>
          <ticker value="OGE/47"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217689.07</valUSD>
        <pctVal>0.0076150773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</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>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MET 3.6 04/10/24</title>
        <cusip>59156RBH0</cusip>
        <identifiers>
          <isin value="US59156RBH03"/>
          <ticker value="MET24"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426232.32</valUSD>
        <pctVal>0.0149102206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>Tennessee Gas Pipeline Company</name>
        <lei>N/A</lei>
        <title>KMI 7 03/15/27</title>
        <cusip>880451AS8</cusip>
        <identifiers>
          <isin value="US880451AS80"/>
          <ticker value="KMI/27A"/>
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        <balance>505000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>629050.65</valUSD>
        <pctVal>0.0220050980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRPCN 9.875 01/01/21</title>
        <cusip>893526BY8</cusip>
        <identifiers>
          <isin value="US893526BY85"/>
          <ticker value="TRP/21B"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187896.61</valUSD>
        <pctVal>0.0065728941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.875000000000</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>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 5.3 03/01/35 05-A</title>
        <cusip>209111EH2</cusip>
        <identifiers>
          <isin value="US209111EH26"/>
          <ticker value="ED35"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184790.52</valUSD>
        <pctVal>0.0064642386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</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>Nexen Energy ULC</name>
        <lei>6Q7WW7FQZR6X22IL2I79</lei>
        <title>CNOOC 5.875 03/10/35</title>
        <cusip>65334HAE2</cusip>
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          <isin value="US65334HAE27"/>
          <ticker value="NXY35"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268218.09</valUSD>
        <pctVal>0.0093826552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 3.9 03/15/43 13-A</title>
        <cusip>842400FW8</cusip>
        <identifiers>
          <isin value="US842400FW81"/>
          <ticker value="EIX/43"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153870.03</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>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</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>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYF 4.5 07/23/25</title>
        <cusip>87165BAG8</cusip>
        <identifiers>
          <isin value="US87165BAG86"/>
          <ticker value="SYF25"/>
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        <balance>635000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>685171.39</valUSD>
        <pctVal>0.0239682823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Sabine Pass Liquefaction, LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SPLLLC 5 03/15/27</title>
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          <isin value="US785592AS57"/>
          <ticker value="CQP"/>
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        <balance>1055000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1161332.38</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>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3 10/23/26</title>
        <cusip>949746SH5</cusip>
        <identifiers>
          <isin value="US949746SH57"/>
          <ticker value="NWTU"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>614942.03</valUSD>
        <pctVal>0.0215115581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>ConocoPhillips Canada Funding Company II</name>
        <lei>08RI2FIP1DED1BHGKY41</lei>
        <title>COP 5.95 10/15/36</title>
        <cusip>20825VAB8</cusip>
        <identifiers>
          <isin value="US20825VAB80"/>
          <ticker value="COP/36"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169549.34</valUSD>
        <pctVal>0.0059310802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>Vodafone Group plc</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 7.875 02/15/30</title>
        <cusip>92857TAH0</cusip>
        <identifiers>
          <isin value="US92857TAH05"/>
          <ticker value="91PQ"/>
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        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20937.33</valUSD>
        <pctVal>0.0007324180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 773939</title>
        <cusip>36176RS45</cusip>
        <identifiers>
          <isin value="US36176RS457"/>
          <ticker value="GNR"/>
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        <balance>455602.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494640.63</valUSD>
        <pctVal>0.0173032418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rogers Communications Inc.</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>RCICN 3 03/15/23</title>
        <cusip>775109AW1</cusip>
        <identifiers>
          <isin value="US775109AW17"/>
          <ticker value="RCI23"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81991.75</valUSD>
        <pctVal>0.0028681895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3521</title>
        <cusip>36179R4E6</cusip>
        <identifiers>
          <isin value="US36179R4E62"/>
          <ticker value="GNR"/>
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        <balance>1746084.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1819734.59</valUSD>
        <pctVal>0.0636569375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO8620</title>
        <cusip>3140K4SJ0</cusip>
        <identifiers>
          <isin value="US3140K4SJ00"/>
          <ticker value="FN"/>
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        <balance>1128515.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1146239.06</valUSD>
        <pctVal>0.0400970936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 720065</title>
        <cusip>3620A56A2</cusip>
        <identifiers>
          <isin value="US3620A56A21"/>
          <ticker value="GNR"/>
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        <balance>933004.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1020557.5</valUSD>
        <pctVal>0.0357005716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08814</title>
        <cusip>3128MJ3Y4</cusip>
        <identifiers>
          <isin value="US3128MJ3Y47"/>
          <ticker value="FHLMC"/>
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        <balance>1017242.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1064470.09</valUSD>
        <pctVal>0.0372366972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6337</title>
        <cusip>36179VBE9</cusip>
        <identifiers>
          <isin value="US36179VBE92"/>
          <ticker value="GNR"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>602287.99</valUSD>
        <pctVal>0.0210689016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO1461</title>
        <cusip>3140JVTT9</cusip>
        <identifiers>
          <isin value="US3140JVTT94"/>
          <ticker value="FN"/>
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        <balance>298772.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304216.19</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>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 4.6 09/01/35</title>
        <cusip>375558BG7</cusip>
        <identifiers>
          <isin value="US375558BG78"/>
          <ticker value="GISF"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1194123.63</valUSD>
        <pctVal>0.0417721649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</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>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 2.625 09/16/26</title>
        <cusip>02209SAU7</cusip>
        <identifiers>
          <isin value="US02209SAU78"/>
          <ticker value="MO26"/>
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        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93994.36</valUSD>
        <pctVal>0.0032880581</pctVal>
        <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>2.625000000000</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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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Benchmark 2018-B6 Mortgage Trust</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal Home Loan Mortgage Corporation</name>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Transatlantic Holdings Inc.</name>
        <lei>549300DCJE6AYX159479</lei>
        <title>Y 8 11/30/39</title>
        <cusip>893521AB0</cusip>
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        <name>Unilever Capital Corporation</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Bank of America, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
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        <name>Ingredion Incorporated</name>
        <lei>PKSTQ48QDN0XSVS7YK88</lei>
        <title>INGR 3.2 10/01/26</title>
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      <invstOrSec>
        <name>Cisco Systems, Inc.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>CSCO 2.2 09/20/23</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Travelers Companies, Inc.</name>
        <lei>549300Y650407RU8B149</lei>
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        <cusip>89417EAD1</cusip>
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        <name>Plains All American Pipeline L.P./PAA Finance Corp.</name>
        <lei>5521FA2ITF25TVH63740</lei>
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        <name>United Parcel Service, Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UPS 4.25 03/15/49</title>
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        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K157 A2</title>
        <cusip>3137FHQ63</cusip>
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          <ticker value="FEDMFH"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>San Diego Gas &amp; Electric Company</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SRE 6.125 09/15/37 FFF</title>
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        <curCd>USD</curCd>
        <valUSD>62837.76</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Spectrum Management Holding Company LLC</name>
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        <valUSD>83418.62</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cisco Systems, Inc.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>CSCO 1.85 09/20/21</title>
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        <valUSD>1190814.89</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Thermo Fisher Scientific Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase &amp; Co.</name>
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          <ticker value="JPM"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 6.625 02/15/38</title>
        <cusip>097023AS4</cusip>
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          <ticker value="BA"/>
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        <curCd>USD</curCd>
        <valUSD>140498.2</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
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        <name>International Paper Company</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>IP 7.3 11/15/39</title>
        <cusip>460146CF8</cusip>
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          <ticker value="IP39"/>
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        <curCd>USD</curCd>
        <valUSD>62347.29</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>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.300000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G05725</title>
        <cusip>3128M7VS2</cusip>
        <identifiers>
          <isin value="US3128M7VS28"/>
          <ticker value="FHLMC"/>
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        <balance>321623.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353581.19</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Republic of Peru</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 7.35 07/21/25</title>
        <cusip>715638AS1</cusip>
        <identifiers>
          <isin value="US715638AS19"/>
          <ticker value="PERU"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>630250</valUSD>
        <pctVal>0.0220470530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.350000000000</annualizedRt>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CGCMT 2013-GC15 AS</title>
        <cusip>17321JAF1</cusip>
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          <isin value="US17321JAF12"/>
          <ticker value="CGCMT"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107156.33</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5114</title>
        <cusip>36202FVF0</cusip>
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          <isin value="US36202FVF07"/>
          <ticker value="GNR"/>
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        <balance>1032933.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1096308.36</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG K90071</title>
        <cusip>3132J2CG6</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>772315.23</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Tyco Electronics Group SA</name>
        <lei>C33G1C5SYE2YM95EE712</lei>
        <title>TEL 3.5 02/03/22</title>
        <cusip>902133AM9</cusip>
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          <ticker value="TEL/22"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128563.81</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Equinor ASA</name>
        <lei>549300N1SDN71ZZ8BO45</lei>
        <title>EQNR 7.75 06/15/23</title>
        <cusip>656531AC4</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Boston Scientific Corporation</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BSX 7.375 01/15/40</title>
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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>WF-RBS Commercial Mortgage Trust 2013 C16</name>
        <lei>N/A</lei>
        <title>WFRBS 2013-C16 A5</title>
        <cusip>92938EAQ6</cusip>
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          <isin value="US92938EAQ61"/>
          <ticker value="WFRBS"/>
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        <curCd>USD</curCd>
        <valUSD>267735.85</valUSD>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AB9443</title>
        <cusip>36178WP45</cusip>
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          <isin value="US36178WP459"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>623078.11</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB7076</title>
        <cusip>31417D2J1</cusip>
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          <isin value="US31417D2J19"/>
          <ticker value="FNMA"/>
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        <balance>2143747.98</balance>
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        <curCd>USD</curCd>
        <valUSD>2208532.9</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wisconsin Electric Power Company</name>
        <lei>AENKIFMULUAWOUU8Q584</lei>
        <title>WEC 5.7 12/01/36</title>
        <cusip>976656BZ0</cusip>
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          <ticker value="WEC/36"/>
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        <curCd>USD</curCd>
        <valUSD>197683.1</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 5.95 01/15/27</title>
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        <identifiers>
          <isin value="US38141GES93"/>
          <ticker value="GS27"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95608.16</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>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Juniper Networks</name>
        <lei>AUHIXNGG7U2U7JEHM527</lei>
        <title>JNPR 5.95 03/15/41</title>
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        <identifiers>
          <isin value="US48203RAD61"/>
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        <curCd>USD</curCd>
        <valUSD>114051.73</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Alabama Power Company</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>SO 5.5 03/15/41</title>
        <cusip>010392FD5</cusip>
        <identifiers>
          <isin value="US010392FD54"/>
          <ticker value="SO/41"/>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>189020.71</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW JERSEY ST TPK AUTH</name>
        <lei>5493005YN67D71KSMI84</lei>
        <title>NEW JERSEY ST TPK AUTH TPK REV BDS 2009</title>
        <cusip>646139W35</cusip>
        <identifiers>
          <isin value="US646139W353"/>
          <ticker value="NJSTRN"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196082.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NORTH TEX TWY AUTH</name>
        <lei>PQGZGRE0F2WPMYQQ1B78</lei>
        <title>NORTH TEX TWY AUTH FIRST TIER REV BDS 2009B</title>
        <cusip>66285WFB7</cusip>
        <identifiers>
          <isin value="US66285WFB72"/>
          <ticker value="NRTTRN"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196116.25</valUSD>
        <pctVal>0.0068604290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.718000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J17232</title>
        <cusip>3128PXA97</cusip>
        <identifiers>
          <isin value="US3128PXA977"/>
          <ticker value="FHLMC"/>
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        <balance>206435.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212758.16</valUSD>
        <pctVal>0.0074425869</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2018-COR3 A3</title>
        <cusip>12595VAD9</cusip>
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          <isin value="US12595VAD91"/>
          <ticker value="COMM"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>222902.58</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-12</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FR SD0163</title>
        <cusip>3132DMFC4</cusip>
        <identifiers>
          <isin value="US3132DMFC47"/>
          <ticker value="FNMA"/>
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        <balance>1557640.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1585864.56</valUSD>
        <pctVal>0.0554758269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>G2 MA6338</title>
        <cusip>36179VBF6</cusip>
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          <isin value="US36179VBF67"/>
          <ticker value="GNR"/>
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        <balance>7200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7400344.61</valUSD>
        <pctVal>0.2588747155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>WOLS 2019-B A3</title>
        <cusip>98162GAD4</cusip>
        <identifiers>
          <isin value="US98162GAD43"/>
          <ticker value="WOLS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99883.03</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>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.030000000000</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>Hungary (Republic Of)</name>
        <lei>5299008DH62LEB10JK83</lei>
        <title>REPHUN 5.375 03/25/24</title>
        <cusip>445545AL0</cusip>
        <identifiers>
          <isin value="US445545AL04"/>
          <ticker value="17HB"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1126942</valUSD>
        <pctVal>0.0394220547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91402</title>
        <cusip>3128P7RX3</cusip>
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          <isin value="US3128P7RX38"/>
          <ticker value="FHLMC"/>
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        <balance>272470.78</balance>
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        <curCd>USD</curCd>
        <valUSD>290399.59</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AK9444</title>
        <cusip>3138EEP60</cusip>
        <identifiers>
          <isin value="US3138EEP606"/>
          <ticker value="FNMA"/>
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        <balance>156608.88</balance>
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        <curCd>USD</curCd>
        <valUSD>165667.52</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Indiana Michigan Power Company</name>
        <lei>JHR9V15J0ZRG02MIRD06</lei>
        <title>AEP 6.05 03/15/37</title>
        <cusip>454889AM8</cusip>
        <identifiers>
          <isin value="US454889AM82"/>
          <ticker value="AEP/37A"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261857.75</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.050000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 4.35 08/15/21</title>
        <cusip>46625HJC5</cusip>
        <identifiers>
          <isin value="US46625HJC51"/>
          <ticker value="JPM21A"/>
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        <balance>1865000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1936841.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</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>CHICAGO ILL TRAN AUTH</name>
        <lei>549300CB8XLRGIPN3E12</lei>
        <title>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV BDS 2010-B</title>
        <cusip>16772PAQ9</cusip>
        <identifiers>
          <isin value="US16772PAQ90"/>
          <ticker value="CHITRN"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183223.6</valUSD>
        <pctVal>0.0064094255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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>
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        <name>International Flavors &amp; Fragrances Inc.</name>
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        <name>The Boeing Company</name>
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        <name>Suncor Energy Inc.</name>
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        <name>Westvaco Corporation</name>
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        <name>American International Group, Inc.</name>
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        <name>Pepsico Inc</name>
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        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 871135</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Abbott Laboratories</name>
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        <name>AmeriCredit Automobile Receivables Trust 2017-2</name>
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        <name>Province of British Columbia</name>
        <lei>54930058TO7MEKUHWL16</lei>
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        <curCd>USD</curCd>
        <valUSD>278393.52</valUSD>
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        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Burlington Resources Finance Company</name>
        <lei>YYGH8OXWLBJ0IQLZFK63</lei>
        <title>COP 7.4 12/01/31</title>
        <cusip>12201PAN6</cusip>
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        <curCd>USD</curCd>
        <valUSD>172754.33</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>San Diego Gas &amp; Electric Company</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SRE 3 08/15/21</title>
        <cusip>797440BN3</cusip>
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          <ticker value="SRE/21"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65902.97</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>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 6.35 02/12/48</title>
        <cusip>71654QCL4</cusip>
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          <ticker value="PXTH"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1447500</valUSD>
        <pctVal>0.0506356353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5326</title>
        <cusip>36202F4K9</cusip>
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          <isin value="US36202F4K93"/>
          <ticker value="GNR"/>
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        <balance>320322.75</balance>
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        <curCd>USD</curCd>
        <valUSD>329756.36</valUSD>
        <pctVal>0.0115353525</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AA0649</title>
        <cusip>31416HWK7</cusip>
        <identifiers>
          <isin value="US31416HWK75"/>
          <ticker value="FNMA"/>
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        <balance>222087.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246363.97</valUSD>
        <pctVal>0.0086181666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J03736</title>
        <cusip>3128PFEH4</cusip>
        <identifiers>
          <isin value="US3128PFEH44"/>
          <ticker value="FHLMC"/>
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        <balance>6834.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6944.02</valUSD>
        <pctVal>0.0002429118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08192</title>
        <cusip>3128MJGA2</cusip>
        <identifiers>
          <isin value="US3128MJGA22"/>
          <ticker value="FHLMC"/>
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        <balance>32005.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35945.94</valUSD>
        <pctVal>0.0012574408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 3.5 06/08/23</title>
        <cusip>907818EU8</cusip>
        <identifiers>
          <isin value="US907818EU81"/>
          <ticker value="UNP"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83864.72</valUSD>
        <pctVal>0.0029337087</pctVal>
        <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>3.500000000000</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>GATX Corporation</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GMT 5.2 03/15/44</title>
        <cusip>361448AU7</cusip>
        <identifiers>
          <isin value="US361448AU75"/>
          <ticker value="GMT44"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40343.96</valUSD>
        <pctVal>0.0014112898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 730811</title>
        <cusip>31402J3U9</cusip>
        <identifiers>
          <isin value="US31402J3U95"/>
          <ticker value="FNMA"/>
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        <balance>78751.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84992.9</valUSD>
        <pctVal>0.0029731741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 910147</title>
        <cusip>31411KEU3</cusip>
        <identifiers>
          <isin value="US31411KEU34"/>
          <ticker value="FNMA"/>
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        <balance>9505.64</balance>
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        <curCd>USD</curCd>
        <valUSD>9820.05</valUSD>
        <pctVal>0.0003435195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>ViacomCBS Inc</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>VIAC 3.7 08/15/24</title>
        <cusip>124857AM5</cusip>
        <identifiers>
          <isin value="US124857AM55"/>
          <ticker value="CBS"/>
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        <balance>825000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>873041.88</valUSD>
        <pctVal>0.0305402627</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>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB (publ)</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
        <title>SEB 2.625 03/15/21</title>
        <cusip>830505AR4</cusip>
        <identifiers>
          <isin value="US830505AR41"/>
          <ticker value="SEB"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>754727.68</valUSD>
        <pctVal>0.0264014615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Republic of Peru</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 5.625 11/18/50</title>
        <cusip>715638BM3</cusip>
        <identifiers>
          <isin value="US715638BM30"/>
          <ticker value="PERU"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>876756</valUSD>
        <pctVal>0.0306701880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GlaxoSmithKline Capital Inc.</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GSK 4.2 03/18/43</title>
        <cusip>377372AJ6</cusip>
        <identifiers>
          <isin value="US377372AJ68"/>
          <ticker value="GSK/43"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23243.93</valUSD>
        <pctVal>0.0008131062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>The Mosaic Company</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>MOS 4.875 11/15/41</title>
        <cusip>61945CAB9</cusip>
        <identifiers>
          <isin value="US61945CAB90"/>
          <ticker value="MOS41"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104818.23</valUSD>
        <pctVal>0.0036666927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3 04/22/26</title>
        <cusip>949746RW3</cusip>
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        <name>AmeriCredit Automobile Receivables Trust 2017-2</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>G2 4170</title>
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          <isin value="US36202ET333"/>
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        <curCd>USD</curCd>
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        <name>Government National Mortgage Association</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A61560</title>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG G30327</title>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Lowes Companies, Inc.</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG B18931</title>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G03134</title>
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          <ticker value="FHLMC"/>
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        <name>Merck &amp; Co., Inc</name>
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          <ticker value="US830"/>
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      <invstOrSec>
        <name>Macy's Retail Holdings, Inc.</name>
        <lei>549300JMONK27O4SQQ19</lei>
        <title>M 2.875 02/15/23</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18438</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91879</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Canadian National Railway Company</name>
        <lei>3SU7BEP7TH9YEQOZCS77</lei>
        <title>CNRCN 6.25 08/01/34</title>
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        <curCd>USD</curCd>
        <valUSD>20950.49</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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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>
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        <valUSD>38066.04</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>The Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 3.7 12/01/42 MTN</title>
        <cusip>25468PCX2</cusip>
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          <ticker value="DIS42"/>
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        <balance>395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431656.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>Memorial Sloan-Kettering Cancer Center</name>
        <lei>549300IZ71UAMEHWL382</lei>
        <title>MSKCC 4.125 07/01/52</title>
        <cusip>586054AB4</cusip>
        <identifiers>
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          <ticker value="MSKCC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114214.85</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>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G03351</title>
        <cusip>3128M5BU3</cusip>
        <identifiers>
          <isin value="US3128M5BU38"/>
          <ticker value="FHLMC"/>
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        <balance>38728.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44381.15</valUSD>
        <pctVal>0.0015525166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A46224</title>
        <cusip>3128K64H0</cusip>
        <identifiers>
          <isin value="US3128K64H03"/>
          <ticker value="FHLMC"/>
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        <balance>16727.84</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18445.38</valUSD>
        <pctVal>0.0006452460</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF 3.2 01/30/23</title>
        <cusip>14040HBU8</cusip>
        <identifiers>
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          <ticker value="COF/23A"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>411275.48</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>2023-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citibank Credit Card Issuance Trust</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CCCIT 2018-A1 A1</title>
        <cusip>17305EGK5</cusip>
        <identifiers>
          <isin value="US17305EGK55"/>
          <ticker value="C"/>
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        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>327238.11</valUSD>
        <pctVal>0.0114472605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.490000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>V.F. Corporation</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VFC 3.5 09/01/21</title>
        <cusip>918204AV0</cusip>
        <identifiers>
          <isin value="US918204AV00"/>
          <ticker value="VFC21"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153169.58</valUSD>
        <pctVal>0.0053580926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 1.85 08/19/21</title>
        <cusip>031162CG3</cusip>
        <identifiers>
          <isin value="US031162CG33"/>
          <ticker value="AMGN"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149677.85</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.850000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G12837</title>
        <cusip>3128MBLS4</cusip>
        <identifiers>
          <isin value="US3128MBLS49"/>
          <ticker value="FHLMC"/>
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        <balance>7695.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7947.88</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D 7 06/15/38</title>
        <cusip>25746UBD0</cusip>
        <identifiers>
          <isin value="US25746UBD00"/>
          <ticker value="D38"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27775.2</valUSD>
        <pctVal>0.0009716165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL8908</title>
        <cusip>3138ET3S3</cusip>
        <identifiers>
          <isin value="US3138ET3S32"/>
          <ticker value="FNMA"/>
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        <balance>781058.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>804064.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo Coml Tr 2016-C33</name>
        <lei>549300JPCJUA5JJLRW54</lei>
        <title>WFCM 2016-C33 A4</title>
        <cusip>95000LAZ6</cusip>
        <identifiers>
          <isin value="US95000LAZ67"/>
          <ticker value="WFCM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263290.13</valUSD>
        <pctVal>0.0092102680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.426000000000</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>Vodafone Group plc</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 6.15 02/27/37</title>
        <cusip>92857WAQ3</cusip>
        <identifiers>
          <isin value="US92857WAQ33"/>
          <ticker value="VOD"/>
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        <balance>1065000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1375405.92</valUSD>
        <pctVal>0.0481136805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.150000000000</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>Cintas Corporation No. 2</name>
        <lei>549300QVUQTTKMTE0G41</lei>
        <title>CTAS 2.9 04/01/22</title>
        <cusip>17252MAM2</cusip>
        <identifiers>
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          <ticker value="CTAS"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86711.14</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRANCH BANKING &amp; TRUST CO</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>TFC 2.85 04/01/21 BKNT</title>
        <cusip>07330NAJ4</cusip>
        <identifiers>
          <isin value="US07330NAJ46"/>
          <ticker value="TFC/21"/>
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        <balance>650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>656978.09</valUSD>
        <pctVal>0.0229820400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 4.9 12/15/48</title>
        <cusip>125523AK6</cusip>
        <identifiers>
          <isin value="US125523AK66"/>
          <ticker value="CI/48"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>597248.06</valUSD>
        <pctVal>0.0208925975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</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>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 6.5 01/15/28</title>
        <cusip>459200AS0</cusip>
        <identifiers>
          <isin value="US459200AS04"/>
          <ticker value="IBM"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127562.43</valUSD>
        <pctVal>0.0044623176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 7 10/30/25</title>
        <cusip>459200AM3</cusip>
        <identifiers>
          <isin value="US459200AM34"/>
          <ticker value="IBM25"/>
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        <balance>385000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480054.74</valUSD>
        <pctVal>0.0167930064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>Discover Card Execution Note Trust</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DCENT 2018-A4 A4</title>
        <cusip>254683CG8</cusip>
        <identifiers>
          <isin value="US254683CG80"/>
          <ticker value="DCENT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203876.06</valUSD>
        <pctVal>0.0071318783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.110000000000</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>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 3.4 04/15/26</title>
        <cusip>674599CH6</cusip>
        <identifiers>
          <isin value="US674599CH65"/>
          <ticker value="OXY26"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102472.52</valUSD>
        <pctVal>0.0035846364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>Aercap Ireland Capital DAC</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 3.5 01/15/25</title>
        <cusip>00774MAC9</cusip>
        <identifiers>
          <isin value="US00774MAC91"/>
          <ticker value="AER/25"/>
        </identifiers>
        <balance>389000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401070.01</valUSD>
        <pctVal>0.0140300067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 Electric Company</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE 4.05 05/15/48 A</title>
        <cusip>23338VAH9</cusip>
        <identifiers>
          <isin value="US23338VAH96"/>
          <ticker value="DTE/48"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580520.98</valUSD>
        <pctVal>0.0203074602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</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>Svenska Handelsbanken Ab (Publ)</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SHBASS 2.45 03/30/21 BKNT</title>
        <cusip>86960BAL6</cusip>
        <identifiers>
          <isin value="US86960BAL62"/>
          <ticker value="SHBASS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251663.29</valUSD>
        <pctVal>0.0088035444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</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>CGCMT 2016-P3 A4</title>
        <cusip>29429CAD7</cusip>
        <identifiers>
          <isin value="US29429CAD74"/>
          <ticker value="UBSC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262160.68</valUSD>
        <pctVal>0.0091707583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.329000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G05969</title>
        <cusip>3128M76E1</cusip>
        <identifiers>
          <isin value="US3128M76E18"/>
          <ticker value="FHLMC"/>
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        <balance>150856.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165102.06</valUSD>
        <pctVal>0.0057755079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K024 A2</title>
        <cusip>3137AXHP1</cusip>
        <identifiers>
          <isin value="US3137AXHP11"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203010.58</valUSD>
        <pctVal>0.0071016025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.573000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J08202</title>
        <cusip>3128PLDF6</cusip>
        <identifiers>
          <isin value="US3128PLDF64"/>
          <ticker value="FHLMC"/>
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        <balance>8698.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8995.08</valUSD>
        <pctVal>0.0003146609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Enbridge Energy Partners L.P.</name>
        <lei>CZ6VG2MNE1J6YDI02G48</lei>
        <title>ENBCN 7.5 04/15/38 B</title>
        <cusip>29250RAP1</cusip>
        <identifiers>
          <isin value="US29250RAP10"/>
          <ticker value="ENB/38A"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71747.88</valUSD>
        <pctVal>0.0025098442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>G2 MA3596</title>
        <cusip>36179R7H6</cusip>
        <identifiers>
          <isin value="US36179R7H66"/>
          <ticker value="GNR"/>
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        <balance>1091801.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1127553.09</valUSD>
        <pctVal>0.0394434315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 11/15/25</title>
        <cusip>912828M56</cusip>
        <identifiers>
          <isin value="US912828M565"/>
          <ticker value="T"/>
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        <balance>4525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4648200.18</valUSD>
        <pctVal>0.1626007386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>Public Service Electric and Gas Company</name>
        <lei>549300RUHPVD434XUK18</lei>
        <title>PEG 3.95 05/01/42 MTN</title>
        <cusip>74456QAZ9</cusip>
        <identifiers>
          <isin value="US74456QAZ90"/>
          <ticker value="PEG"/>
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      <invstOrSec>
        <name>Georgia Power Company</name>
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      <invstOrSec>
        <name>Broadcom Corporation/Broadcom Cayman Finance Ltd</name>
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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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        <name>Broadcom Corporation/Broadcom Cayman Finance Ltd</name>
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          <ticker value="BD0G"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Berkshire Hathaway Finance Corporation</name>
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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>Massachusetts Institute of Technology</name>
        <lei>DLZO3A31IADZ27B62557</lei>
        <title>MASSIN 5.6 07/01/11</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>The Lubrizol Corporation</name>
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        <title>BRK 6.5 10/01/34</title>
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          <ticker value="BRK"/>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 782565</title>
        <cusip>36241KZ68</cusip>
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          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J08454</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G04611</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consumers Energy Company</name>
        <lei>7NKTFWJ1G6MELP9TU740</lei>
        <title>CMS 2.85 05/15/22</title>
        <cusip>210518CT1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 5.375 07/15/40</title>
        <cusip>68389XAM7</cusip>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AJ4093</title>
        <cusip>3138AVRP2</cusip>
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          <isin value="US3138AVRP28"/>
          <ticker value="FNMA"/>
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          <couponKind>Fixed</couponKind>
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        <name>U.S. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 723231</title>
        <cusip>3620A9PQ8</cusip>
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          <isin value="US3620A9PQ84"/>
          <ticker value="GNR"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FR QA4699</title>
        <cusip>31346YGG2</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A81606</title>
        <cusip>312927YB6</cusip>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Halliburton Company</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HAL 6.7 09/15/38</title>
        <cusip>406216AW1</cusip>
        <identifiers>
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          <ticker value="HAL38"/>
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      <invstOrSec>
        <name>Camden Property Trust</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.S. Bancorp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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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>Federal National Mortgage Association</name>
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        <title>FN AS8194</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 5.375 02/07/35</title>
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          <ticker value="WFC"/>
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        <balance>425000</balance>
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        <curCd>USD</curCd>
        <valUSD>545099.39</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.35 07/15/22</title>
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          <ticker value="UNH22B"/>
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        <balance>1255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1299948.53</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>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Ally Master Owner Trust</name>
        <lei>N/A</lei>
        <title>AMOT 2018-1 A2</title>
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          <ticker value="AMOT"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>100709.45</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 5.4 09/01/44</title>
        <cusip>494550BW5</cusip>
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          <ticker value="KMP44A"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>288064.24</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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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q43876</title>
        <cusip>3132WHJW6</cusip>
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          <ticker value="FHLMC"/>
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        <balance>948630.27</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>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS8067</title>
        <cusip>3138WH6D9</cusip>
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          <isin value="US3138WH6D90"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>1345197.15</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIA 2.125 11/24/21 GMTN</title>
        <cusip>045167CT8</cusip>
        <identifiers>
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          <ticker value="ASIA"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100843.13</valUSD>
        <pctVal>0.0035276380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2014-M13 A2</title>
        <cusip>3136ALYF2</cusip>
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          <isin value="US3136ALYF25"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>103060.16</valUSD>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 3.6 08/13/42</title>
        <cusip>713448CC0</cusip>
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          <ticker value="PEP42A"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53764.75</valUSD>
        <pctVal>0.0018807684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Adobe Inc</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
        <title>ADBE 3.25 02/01/25</title>
        <cusip>00724FAC5</cusip>
        <identifiers>
          <isin value="US00724FAC59"/>
          <ticker value="ADBE"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264114.22</valUSD>
        <pctVal>0.0092390959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IBM Credit LLC</name>
        <lei>549300ZNLJL43AQTG067</lei>
        <title>IBM 3 02/06/23</title>
        <cusip>44932HAH6</cusip>
        <identifiers>
          <isin value="US44932HAH66"/>
          <ticker value="IBM/23"/>
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        <balance>980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1008779.48</valUSD>
        <pctVal>0.0352885595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 4.25 09/15/44</title>
        <cusip>548661DE4</cusip>
        <identifiers>
          <isin value="US548661DE41"/>
          <ticker value="LOW44"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80887.15</valUSD>
        <pctVal>0.0028295490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Eaton Corporation</name>
        <lei>0NZWDMRCE180888QQE14</lei>
        <title>ETN 3.103 09/15/27</title>
        <cusip>278062AG9</cusip>
        <identifiers>
          <isin value="US278062AG90"/>
          <ticker value="ETN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259822.61</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Western Massachusetts Electric Company</name>
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          <ticker value="NU/21B"/>
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        <curCd>USD</curCd>
        <valUSD>86577.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Owens Corning</name>
        <lei>JO5M6676RDJIZ2U8X907</lei>
        <title>OC 3.4 08/15/26</title>
        <cusip>690742AF8</cusip>
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          <ticker value="OC26"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406737.99</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>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 5.35 07/15/35 05-E</title>
        <cusip>842400FA6</cusip>
        <identifiers>
          <isin value="US842400FA61"/>
          <ticker value="EIX"/>
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        <balance>586000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>687082.01</valUSD>
        <pctVal>0.0240351185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</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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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08698</title>
        <cusip>3128MJX47</cusip>
        <identifiers>
          <isin value="US3128MJX470"/>
          <ticker value="FHLMC"/>
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        <balance>849359</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>888231.27</valUSD>
        <pctVal>0.0310716094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>2.500 2050-01-01 USD</title>
        <cusip>3132DV4W2</cusip>
        <identifiers>
          <isin value="US3132DV4W28"/>
          <ticker value="FHLMC"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>988982.89</valUSD>
        <pctVal>0.0345960462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A94672</title>
        <cusip>312943FM0</cusip>
        <identifiers>
          <isin value="US312943FM08"/>
          <ticker value="FHLMC"/>
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        <balance>335013.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363989.41</valUSD>
        <pctVal>0.0127328739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS7247</title>
        <cusip>3138WHBR2</cusip>
        <identifiers>
          <isin value="US3138WHBR26"/>
          <ticker value="FNMA"/>
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        <balance>508084.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>537065.64</valUSD>
        <pctVal>0.0187873298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>RSG 3.55 06/01/22</title>
        <cusip>760759AP5</cusip>
        <identifiers>
          <isin value="US760759AP52"/>
          <ticker value="RSG22"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103314.89</valUSD>
        <pctVal>0.0036141037</pctVal>
        <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>3.550000000000</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>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>KO 2.55 06/01/26</title>
        <cusip>191216BW9</cusip>
        <identifiers>
          <isin value="US191216BW99"/>
          <ticker value="KO26A"/>
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        <balance>770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>787162.74</valUSD>
        <pctVal>0.0275360866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</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>Chase Issuance Trust</name>
        <lei>5493008SHVCX2Y068L12</lei>
        <title>CHAIT 2012-A7 A7</title>
        <cusip>161571FQ2</cusip>
        <identifiers>
          <isin value="US161571FQ20"/>
          <ticker value="CHAIT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201376.6</valUSD>
        <pctVal>0.0070444436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.160000000000</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>Allergan Finance, LLC</name>
        <lei>2549006TBOV0H6GV7T12</lei>
        <title>AGN 3.25 10/01/22</title>
        <cusip>942683AF0</cusip>
        <identifiers>
          <isin value="US942683AF00"/>
          <ticker value="AGN22"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1022148.78</valUSD>
        <pctVal>0.0357562369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 2.8 08/22/24</title>
        <cusip>023135AZ9</cusip>
        <identifiers>
          <isin value="US023135AZ90"/>
          <ticker value="AMZN"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1034968.75</valUSD>
        <pctVal>0.0362046979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.3 08/15/58</title>
        <cusip>00206RFS6</cusip>
        <identifiers>
          <isin value="US00206RFS67"/>
          <ticker value="T"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171641.73</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>2058-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 3.875 03/26/25</title>
        <cusip>172967JL6</cusip>
        <identifiers>
          <isin value="US172967JL61"/>
          <ticker value="C25D"/>
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        <balance>1730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1830223.05</valUSD>
        <pctVal>0.0640238389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Broadcom Corporation/Broadcom Cayman Finance Ltd</name>
        <lei>KFFV4ZWM9DJH1ND3BD89</lei>
        <title>AVGO 2.65 01/15/23</title>
        <cusip>11134LAM1</cusip>
        <identifiers>
          <isin value="US11134LAM19"/>
          <ticker value="AVGO"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80455.81</valUSD>
        <pctVal>0.0028144601</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>2.650000000000</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>United States Treasury Bonds</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 3 05/15/47</title>
        <cusip>912810RX8</cusip>
        <identifiers>
          <isin value="US912810RX81"/>
          <ticker value="T"/>
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        <balance>8000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9010312.48</valUSD>
        <pctVal>0.3151937110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 04/30/23</title>
        <cusip>912828R28</cusip>
        <identifiers>
          <isin value="US912828R283"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9999218.8</valUSD>
        <pctVal>0.3497870787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</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 AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>HART 2018-B A3</title>
        <cusip>44933AAC1</cusip>
        <identifiers>
          <isin value="US44933AAC18"/>
          <ticker value="HART"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152239.19</valUSD>
        <pctVal>0.0053255462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NAROT 2018-C A3</title>
        <cusip>65478NAD7</cusip>
        <identifiers>
          <isin value="US65478NAD75"/>
          <ticker value="NAROT"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203814.62</valUSD>
        <pctVal>0.0071297290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.220000000000</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 Chemical Corporation</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>WLK 3.6 07/15/22</title>
        <cusip>960413AF9</cusip>
        <identifiers>
          <isin value="US960413AF90"/>
          <ticker value="WLK22"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66516.32</valUSD>
        <pctVal>0.0023268367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>America Movil S.A.B. de C.V.</name>
        <lei>5493000FNR3UCEAONM59</lei>
        <title>AMXLMM 3.125 07/16/22</title>
        <cusip>02364WBD6</cusip>
        <identifiers>
          <isin value="US02364WBD65"/>
          <ticker value="AMX22"/>
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        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301790.9</valUSD>
        <pctVal>0.0105570804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>World Finl Network Credit Card Tst</name>
        <lei>549300RSY3BGZS85SD04</lei>
        <title>WFNMT 2018-A A</title>
        <cusip>981464GL8</cusip>
        <identifiers>
          <isin value="US981464GL82"/>
          <ticker value="WFNMT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101109.48</valUSD>
        <pctVal>0.0035369553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.070000000000</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>PORT AUTH N Y &amp; N J</name>
        <lei>54930006MR4KZ4W74Z83</lei>
        <title>PORT AUTH N Y &amp; N J CONSOLIDATED BDS 168</title>
        <cusip>73358WEK6</cusip>
        <identifiers>
          <isin value="US73358WEK62"/>
          <ticker value="PORTRN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>323862.5</valUSD>
        <pctVal>0.0113291768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.926000000000</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>FN AI4380</title>
        <cusip>3138AH2N5</cusip>
        <identifiers>
          <isin value="US3138AH2N56"/>
          <ticker value="FNMA"/>
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        <balance>9867.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10323.49</valUSD>
        <pctVal>0.0003611306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.925000000000</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>Jpmbb Commercial Mortgage Securities Trust 2014-C24</name>
        <lei>N/A</lei>
        <title>JPMBB 2014-C24 A5</title>
        <cusip>46643GAE0</cusip>
        <identifiers>
          <isin value="US46643GAE08"/>
          <ticker value="JPMBB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211225.78</valUSD>
        <pctVal>0.0073889821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.638500000000</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>AMP 2.875 09/15/26</title>
        <cusip>03076CAH9</cusip>
        <identifiers>
          <isin value="US03076CAH97"/>
          <ticker value="AMP26"/>
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        <balance>435000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444672.06</valUSD>
        <pctVal>0.0155552693</pctVal>
        <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>2.875000000000</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>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AL 3 09/15/23</title>
        <cusip>00912XAT1</cusip>
        <identifiers>
          <isin value="US00912XAT19"/>
          <ticker value="AL23"/>
        </identifiers>
        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250977.2</valUSD>
        <pctVal>0.0087795440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>EQNR 4.25 11/23/41</title>
        <cusip>85771PAE2</cusip>
        <identifiers>
          <isin value="US85771PAE25"/>
          <ticker value="EQNR41"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405652.88</valUSD>
        <pctVal>0.0141903221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Agilent Technologies Inc.</name>
        <lei>QUIX8Y7A2WP0XRMW7G29</lei>
        <title>A 3.875 07/15/23</title>
        <cusip>00846UAJ0</cusip>
        <identifiers>
          <isin value="US00846UAJ07"/>
          <ticker value="A23"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262360.68</valUSD>
        <pctVal>0.0091777545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>PPG Industries, Inc.</name>
        <lei>549300BKPEP01R3V6C59</lei>
        <title>PPG 3.2 03/15/23</title>
        <cusip>693506BN6</cusip>
        <identifiers>
          <isin value="US693506BN60"/>
          <ticker value="PPG"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516165.43</valUSD>
        <pctVal>0.0180562103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>OHIO ST UNIV</name>
        <lei>JFC10ZULKO4X2E3HBY86</lei>
        <title>OHIO ST UNIV TAXABLE GEN RECEIPTS BDS 2011A</title>
        <cusip>677632PA3</cusip>
        <identifiers>
          <isin value="US677632PA36"/>
          <ticker value="OHSHGR"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253522</valUSD>
        <pctVal>0.0088685648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2111-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</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>Archer-Daniels-Midland Company</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>ADM 2.5 08/11/26</title>
        <cusip>039483BL5</cusip>
        <identifiers>
          <isin value="US039483BL57"/>
          <ticker value="ADM26"/>
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        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309495.43</valUSD>
        <pctVal>0.0108265960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 4.5 02/15/27</title>
        <cusip>404119BU2</cusip>
        <identifiers>
          <isin value="US404119BU21"/>
          <ticker value="HCA27"/>
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        <balance>1780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1919713.57</valUSD>
        <pctVal>0.0671543463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 2.7 10/09/22</title>
        <cusip>369604BD4</cusip>
        <identifiers>
          <isin value="US369604BD45"/>
          <ticker value="GE22"/>
        </identifiers>
        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>588020.83</valUSD>
        <pctVal>0.0205698157</pctVal>
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      <invstOrSec>
        <name>American Express Company</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
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          <ticker value="T"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST 2016-G</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG G05971</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q14676</title>
        <cusip>3132HRFR6</cusip>
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          <ticker value="FHLMC"/>
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          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Ventas Realty L.P./Ventas Capital Corp.</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VTR 3.25 08/15/22</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 5.875 12/16/36</title>
        <cusip>437076AS1</cusip>
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        <curCd>USD</curCd>
        <valUSD>483168.59</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MET 3.048 12/15/22</title>
        <cusip>59156RBF4</cusip>
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        <curCd>USD</curCd>
        <valUSD>289301.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.048000000000</annualizedRt>
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      <invstOrSec>
        <name>NBCUniversal Media LLC</name>
        <lei>VTBDOQJ6KOGQ6K786R46</lei>
        <title>CMCSA 4.45 01/15/43</title>
        <cusip>63946BAJ9</cusip>
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          <ticker value="CMCSA"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>AMAT 5.85 06/15/41</title>
        <cusip>038222AG0</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 2.875 11/09/22</title>
        <cusip>459200JC6</cusip>
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          <ticker value="IBM22B"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Kreditanstalt Fur Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 1.375 08/05/24</title>
        <cusip>500769JC9</cusip>
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          <ticker value="KFW"/>
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        <balance>3000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2948000.76</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3685</title>
        <cusip>31418DCX8</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Telefonica Emisiones S.A.U.</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>TELEFO 4.895 03/06/48</title>
        <cusip>87938WAW3</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 3.375 10/15/26</title>
        <cusip>03027XAK6</cusip>
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          <ticker value="AMT26A"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG J08913</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Province of British Columbia</name>
        <lei>54930058TO7MEKUHWL16</lei>
        <title>BRCOL 2.65 09/22/21</title>
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          <ticker value="63CK"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Loews Corporation</name>
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          <ticker value="L43"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oracle Corporation</name>
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        <title>ORCL 3.4 07/08/24</title>
        <cusip>68389XAU9</cusip>
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          <ticker value="ORCL"/>
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        <curCd>USD</curCd>
        <valUSD>337819.4</valUSD>
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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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 4.05 07/30/22</title>
        <cusip>172967GK1</cusip>
        <identifiers>
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          <ticker value="C"/>
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        <curCd>USD</curCd>
        <valUSD>94064.34</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>2022-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MET 6.4 12/15/36</title>
        <cusip>59156RAP3</cusip>
        <identifiers>
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          <ticker value="MET"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183750</valUSD>
        <pctVal>0.0064278397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</annualizedRt>
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        <name>J.M. Smucker Company</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>SJM 3.5 03/15/25</title>
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          <ticker value="SJM25"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>526307.48</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>National Australia Bank Limited New York Branch</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>1050214.43</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.375 03/15/21</title>
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          <isin value="US9128284B36"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>The Kroger Co.</name>
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        <title>KR 2.95 11/01/21</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ingersoll-Rand Luxembourg Finance S.A.</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G14554</title>
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        <name>Federal National Mortgage Association</name>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 05/31/23</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q14426</title>
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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>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <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>FN AT3180</title>
        <cusip>3138WQRA2</cusip>
        <identifiers>
          <isin value="US3138WQRA26"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2179807.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2245624.92</valUSD>
        <pctVal>0.0785551948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <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>FNA 2019-M18 A2</title>
        <cusip>3136B56M2</cusip>
        <identifiers>
          <isin value="US3136B56M23"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199964.52</valUSD>
        <pctVal>0.0069950470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.469000000000</annualizedRt>
          <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>FN MA3692</title>
        <cusip>31418DC67</cusip>
        <identifiers>
          <isin value="US31418DC676"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>797279.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>819525.53</valUSD>
        <pctVal>0.0286681837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <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 AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FORDO 2019-A A3</title>
        <cusip>34533FAD3</cusip>
        <identifiers>
          <isin value="US34533FAD33"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126692.94</valUSD>
        <pctVal>0.0044319016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.780000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ingersoll-Rand Luxembourg Finance S.A.</name>
        <lei>549300GHBOWCVY92IS29</lei>
        <title>IR 4.65 11/01/44</title>
        <cusip>456873AC2</cusip>
        <identifiers>
          <isin value="US456873AC20"/>
          <ticker value="IR/44"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39578.62</valUSD>
        <pctVal>0.0013845171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TR 2017-4</name>
        <lei>5493003IB59OF448TR74</lei>
        <title>CARMX 2017-4 A4</title>
        <cusip>14314RAD4</cusip>
        <identifiers>
          <isin value="US14314RAD44"/>
          <ticker value="CARMX"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100395.01</valUSD>
        <pctVal>0.0035119621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 4.25 10/22/26 MTN</title>
        <cusip>06051GFL8</cusip>
        <identifiers>
          <isin value="US06051GFL86"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109080.97</valUSD>
        <pctVal>0.0038158095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PacifiCorp</name>
        <lei>SGY07Y7FNYBNLM6Z1M11</lei>
        <title>BRKHEC 6 01/15/39</title>
        <cusip>695114CL0</cusip>
        <identifiers>
          <isin value="US695114CL03"/>
          <ticker value="BRK.B/39"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82277.89</valUSD>
        <pctVal>0.0028781991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 6.4 02/01/39</title>
        <cusip>031162BA7</cusip>
        <identifiers>
          <isin value="US031162BA71"/>
          <ticker value="AMGN"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270139.78</valUSD>
        <pctVal>0.0094498787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 4.35 01/17/27</title>
        <cusip>37045XBT2</cusip>
        <identifiers>
          <isin value="US37045XBT28"/>
          <ticker value="GM"/>
        </identifiers>
        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173461.05</valUSD>
        <pctVal>0.0060679174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 3 02/01/27 AA</title>
        <cusip>15189XAR9</cusip>
        <identifiers>
          <isin value="US15189XAR98"/>
          <ticker value="CNP/27"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154646.32</valUSD>
        <pctVal>0.0054097511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets plc</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BPLN 3.279 09/19/27</title>
        <cusip>05565QDN5</cusip>
        <identifiers>
          <isin value="US05565QDN51"/>
          <ticker value="BP/27B"/>
        </identifiers>
        <balance>595000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>626115.55</valUSD>
        <pctVal>0.0219024239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.279000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC 2.7 11/01/22 BKNT</title>
        <cusip>69349LAG3</cusip>
        <identifiers>
          <isin value="US69349LAG32"/>
          <ticker value="PNC/22A"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>764405.13</valUSD>
        <pctVal>0.0267399927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.M. Smucker Company</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>SJM 4.375 03/15/45</title>
        <cusip>832696AP3</cusip>
        <identifiers>
          <isin value="US832696AP30"/>
          <ticker value="SJM45"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269881.94</valUSD>
        <pctVal>0.0094408591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BNS 2.45 03/22/21 BKNT</title>
        <cusip>064159HM1</cusip>
        <identifiers>
          <isin value="US064159HM10"/>
          <ticker value="BNS21B"/>
        </identifiers>
        <balance>735000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>740947.89</valUSD>
        <pctVal>0.0259194246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5331</title>
        <cusip>36202F4Q6</cusip>
        <identifiers>
          <isin value="US36202F4Q63"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>470747.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497459.65</valUSD>
        <pctVal>0.0174018552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FHMS K017 A2</title>
        <cusip>3137AME60</cusip>
        <identifiers>
          <isin value="US3137AME603"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>93254.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94434.57</valUSD>
        <pctVal>0.0033034573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.873000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J17055</title>
        <cusip>3128PWZU5</cusip>
        <identifiers>
          <isin value="US3128PWZU58"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>131369.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134773.63</valUSD>
        <pctVal>0.0047145757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V80004</title>
        <cusip>3132L5AD5</cusip>
        <identifiers>
          <isin value="US3132L5AD59"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>419027.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432672.3</valUSD>
        <pctVal>0.0151355004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 2 06/02/26 GMTN</title>
        <cusip>4581X0CU0</cusip>
        <identifiers>
          <isin value="US4581X0CU04"/>
          <ticker value="38GR"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1007001.72</valUSD>
        <pctVal>0.0352263709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Bank Amer Merrill Lynch Commercial Mortgage Trust 2015-Ubs7</name>
        <lei>N/A</lei>
        <title>BACM 2016-UB10 A4</title>
        <cusip>06054MAE3</cusip>
        <identifiers>
          <isin value="US06054MAE30"/>
          <ticker value="BACM"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311224.26</valUSD>
        <pctVal>0.0108870730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.170000000000</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>Wells Fargo Commercial Mortgage Trust</name>
        <lei>549300V2DF3KW9L1CV04</lei>
        <title>WFCM 2013-LC12 A4</title>
        <cusip>94988QAG6</cusip>
        <identifiers>
          <isin value="US94988QAG64"/>
          <ticker value="WFCM"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106086.02</valUSD>
        <pctVal>0.0037110418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.218000000000</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>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GSMS 2013-GC13 A5</title>
        <cusip>36198EAE5</cusip>
        <identifiers>
          <isin value="US36198EAE59"/>
          <ticker value="GSMS"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212481.06</valUSD>
        <pctVal>0.0074328936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.049995400000</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>Walgreens Boots Alliance, Inc.</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WBA 3.45 06/01/26</title>
        <cusip>931427AQ1</cusip>
        <identifiers>
          <isin value="US931427AQ19"/>
          <ticker value="W8AH"/>
        </identifiers>
        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>381541.02</valUSD>
        <pctVal>0.0133468545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>Walgreens Boots Alliance, Inc.</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WBA 4.65 06/01/46</title>
        <cusip>931427AR9</cusip>
        <identifiers>
          <isin value="US931427AR91"/>
          <ticker value="W8AJ"/>
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        <balance>635000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638647.96</valUSD>
        <pctVal>0.0223408257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</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>Energy Transfer Operating L P</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ETP 4.2 04/15/27</title>
        <cusip>29273RBK4</cusip>
        <identifiers>
          <isin value="US29273RBK41"/>
          <ticker value="ETE/27A"/>
        </identifiers>
        <balance>560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>586516.84</valUSD>
        <pctVal>0.0205172040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GIS 3.2 02/10/27</title>
        <cusip>370334BZ6</cusip>
        <identifiers>
          <isin value="US370334BZ69"/>
          <ticker value="GIS27A"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1053799.25</valUSD>
        <pctVal>0.0368634159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 4.25 10/22/44</title>
        <cusip>713448CQ9</cusip>
        <identifiers>
          <isin value="US713448CQ97"/>
          <ticker value="PEP"/>
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        <balance>320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375674.9</valUSD>
        <pctVal>0.0131416492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>MS 3.7 10/23/24 GMTN</title>
        <cusip>61761JVL0</cusip>
        <identifiers>
          <isin value="US61761JVL06"/>
          <ticker value="DWDN"/>
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        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329314.26</valUSD>
        <pctVal>0.0115198872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K029 A2</title>
        <cusip>3137B36J2</cusip>
        <identifiers>
          <isin value="US3137B36J22"/>
          <ticker value="FHLMC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259326.58</valUSD>
        <pctVal>0.0090716174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.320000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5985</title>
        <cusip>36179UUJ9</cusip>
        <identifiers>
          <isin value="US36179UUJ95"/>
          <ticker value="GNR"/>
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        <balance>3226136.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3327160.93</valUSD>
        <pctVal>0.1163888825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>University of Pennsylvania</name>
        <lei>549300FG60YK9HZ7DS75</lei>
        <title>UPENN 4.674 09/01/12</title>
        <cusip>91481CAA8</cusip>
        <identifiers>
          <isin value="US91481CAA80"/>
          <ticker value="UPENN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130118.65</valUSD>
        <pctVal>0.0045517378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2112-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.674000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.35 09/01/40</title>
        <cusip>04650NAB0</cusip>
        <identifiers>
          <isin value="US04650NAB01"/>
          <ticker value="T40A"/>
        </identifiers>
        <balance>183000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220875</valUSD>
        <pctVal>0.0077265257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oneok Partners Lp</name>
        <lei>T4DHW82NMF6BXJT50795</lei>
        <title>OKE 6.2 09/15/43</title>
        <cusip>68268NAM5</cusip>
        <identifiers>
          <isin value="US68268NAM56"/>
          <ticker value="OKE43"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25328.61</valUSD>
        <pctVal>0.0008860313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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>Citibank Credit Card Issuance Trust</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CCCIT 2018-A6 A6</title>
        <cusip>17305EGR0</cusip>
        <identifiers>
          <isin value="US17305EGR09"/>
          <ticker value="C"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155561.19</valUSD>
        <pctVal>0.0054417545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.210000000000</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>JPMDB Commercial Mortgage Securities Trust 2017-C7</name>
        <lei>N/A</lei>
        <title>JPMDB 2017-C7 A5</title>
        <cusip>46648KAU0</cusip>
        <identifiers>
          <isin value="US46648KAU07"/>
          <ticker value="JPMDB"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211165.96</valUSD>
        <pctVal>0.0073868895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.409200000000</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>NEW YORK N Y CITY MUN WTR FIN AUTH</name>
        <lei>549300Q2EHQ6RJPQKP05</lei>
        <title>NEW YORK N Y CITY MUN WTR FIN AUTH WTR AND SWR SYS REV BDS 2010 GG</title>
        <cusip>64972FT30</cusip>
        <identifiers>
          <isin value="US64972FT309"/>
          <ticker value="NYCUTL"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352547.5</valUSD>
        <pctVal>0.0123326194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.724000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 3.2 06/15/26</title>
        <cusip>46625HRS1</cusip>
        <identifiers>
          <isin value="US46625HRS12"/>
          <ticker value="JPM26B"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>522412.47</valUSD>
        <pctVal>0.0182747408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>V 3.15 12/14/25</title>
        <cusip>92826CAD4</cusip>
        <identifiers>
          <isin value="US92826CAD48"/>
          <ticker value="V25"/>
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        <balance>1250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1321580.44</valUSD>
        <pctVal>0.0462307877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>GNMA PASS-THRU M SINGLE FAMILY</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2522</title>
        <cusip>36179QYT2</cusip>
        <identifiers>
          <isin value="US36179QYT20"/>
          <ticker value="G2"/>
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        <balance>276191.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292514.48</valUSD>
        <pctVal>0.0102325779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>The Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 2.45 03/04/22 MTN</title>
        <cusip>25468PDQ6</cusip>
        <identifiers>
          <isin value="US25468PDQ63"/>
          <ticker value="DIS22B"/>
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        <balance>555000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>562910.23</valUSD>
        <pctVal>0.0196914108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</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>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>F 3.81 01/09/24</title>
        <cusip>345397YG2</cusip>
        <identifiers>
          <isin value="US345397YG20"/>
          <ticker value="F/24D"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507637.84</valUSD>
        <pctVal>0.0177579030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.810000000000</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>Discover Card Execution Note Trust</name>
        <lei>N/A</lei>
        <title>DCENT 2017-A2 A2</title>
        <cusip>254683BX2</cusip>
        <identifiers>
          <isin value="US254683BX23"/>
          <ticker value="DCENT"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151482.62</valUSD>
        <pctVal>0.0052990803</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>2.390000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5818</title>
        <cusip>36179UPB2</cusip>
        <identifiers>
          <isin value="US36179UPB25"/>
          <ticker value="GNR"/>
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        <balance>1657418.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1731296.4</valUSD>
        <pctVal>0.0605632422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 2.625 04/19/21 GMTN</title>
        <cusip>4581X0DB1</cusip>
        <identifiers>
          <isin value="US4581X0DB14"/>
          <ticker value="40HY"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2024128.94</valUSD>
        <pctVal>0.0708069463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>F 3.336 03/18/21</title>
        <cusip>345397XW8</cusip>
        <identifiers>
          <isin value="US345397XW88"/>
          <ticker value="F/21H"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503759.57</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.336000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 5.95 04/01/41</title>
        <cusip>437076AV4</cusip>
        <identifiers>
          <isin value="US437076AV48"/>
          <ticker value="HD41"/>
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        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>572279.8</valUSD>
        <pctVal>0.0200191718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FNA 2019-M9 A2</title>
        <cusip>3136B4VT2</cusip>
        <identifiers>
          <isin value="US3136B4VT26"/>
          <ticker value="FNMA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206847.42</valUSD>
        <pctVal>0.0072358207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.937000000000</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>FN AB3035</title>
        <cusip>31416YLR7</cusip>
        <identifiers>
          <isin value="US31416YLR70"/>
          <ticker value="FNMA"/>
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        <balance>571624.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>629912.63</valUSD>
        <pctVal>0.0220352513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>FN 831676</title>
        <cusip>31407H6M3</cusip>
        <identifiers>
          <isin value="US31407H6M38"/>
          <ticker value="FNMA"/>
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        <balance>12581.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14288.28</valUSD>
        <pctVal>0.0004998246</pctVal>
        <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>6.500000000000</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>FN 902414</title>
        <cusip>31411ASB2</cusip>
        <identifiers>
          <isin value="US31411ASB25"/>
          <ticker value="FNMA"/>
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        <balance>81277.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91089.88</valUSD>
        <pctVal>0.0031864552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 6.5 03/13/27</title>
        <cusip>71654QCG5</cusip>
        <identifiers>
          <isin value="US71654QCG55"/>
          <ticker value="PEMEX"/>
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        <balance>2380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2526893.6</valUSD>
        <pctVal>0.0883943784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 4.15 10/16/28</title>
        <cusip>29379VBT9</cusip>
        <identifiers>
          <isin value="US29379VBT98"/>
          <ticker value="EPD/28"/>
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        <balance>1134000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1255269.54</valUSD>
        <pctVal>0.0439111369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.093 10/01/25 MtN</title>
        <cusip>06051GGT0</cusip>
        <identifiers>
          <isin value="US06051GGT04"/>
          <ticker value="BAC"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>774070.47</valUSD>
        <pctVal>0.0270781002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.093000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.4 05/03/23</title>
        <cusip>037833AK6</cusip>
        <identifiers>
          <isin value="US037833AK68"/>
          <ticker value="APCA"/>
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        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5085.32</valUSD>
        <pctVal>0.0001778918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K041 A2</title>
        <cusip>3137BFE98</cusip>
        <identifiers>
          <isin value="US3137BFE985"/>
          <ticker value="FEDMFH"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314066.28</valUSD>
        <pctVal>0.0109864909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.171000000000</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>FN AL4908</title>
        <cusip>3138EMN23</cusip>
        <identifiers>
          <isin value="US3138EMN232"/>
          <ticker value="FNMA"/>
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        <balance>953163.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1020093.29</valUSD>
        <pctVal>0.0356843329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>The Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 3.7 09/15/24</title>
        <cusip>254687CZ7</cusip>
        <identifiers>
          <isin value="US254687CZ75"/>
          <ticker value="DIS"/>
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        <balance>915000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>979362.08</valUSD>
        <pctVal>0.0342594964</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>3.700000000000</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 Corporation</name>
        <lei>N/A</lei>
        <title>2.500 2049-11-01 USD</title>
        <cusip>3132DV4G7</cusip>
        <identifiers>
          <isin value="US3132DV4G77"/>
          <ticker value="FHLMC"/>
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        <balance>994253.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>983299.36</valUSD>
        <pctVal>0.0343972282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>METROPOLITAN TRANSN AUTH N Y</name>
        <lei>5493000TKYODLXADQD60</lei>
        <title>METROPOLITAN TRANSN AUTH N Y REV BDS 2010E</title>
        <cusip>59259YGF0</cusip>
        <identifiers>
          <isin value="US59259YGF07"/>
          <ticker value="MTATRN"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85205.4</valUSD>
        <pctVal>0.0029806076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.814000000000</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>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 2.45 03/01/26</title>
        <cusip>478160BY9</cusip>
        <identifiers>
          <isin value="US478160BY94"/>
          <ticker value="JNJ26"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507788.37</valUSD>
        <pctVal>0.0177631687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 4.95 10/15/58</title>
        <cusip>20030NCN9</cusip>
        <identifiers>
          <isin value="US20030NCN93"/>
          <ticker value="CMCSA"/>
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        <balance>930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1211995.28</valUSD>
        <pctVal>0.0423973409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Brown-Forman Corporation</name>
        <lei>549300873K3LXF7ARU34</lei>
        <title>BFB 3.75 01/15/43</title>
        <cusip>115637AL4</cusip>
        <identifiers>
          <isin value="US115637AL44"/>
          <ticker value="BFB43"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52931.99</valUSD>
        <pctVal>0.0018516373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>FN 898417</title>
        <cusip>31410VDW7</cusip>
        <identifiers>
          <isin value="US31410VDW72"/>
          <ticker value="FNMA"/>
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        <balance>17641.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20132.97</valUSD>
        <pctVal>0.0007042803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>FN 955771</title>
        <cusip>31413UJQ3</cusip>
        <identifiers>
          <isin value="US31413UJQ31"/>
          <ticker value="FNMA"/>
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        <balance>36152.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40127.04</valUSD>
        <pctVal>0.0014037017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 3.85 05/04/43</title>
        <cusip>037833AL4</cusip>
        <identifiers>
          <isin value="US037833AL42"/>
          <ticker value="AAPL"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257860.22</valUSD>
        <pctVal>0.0090203220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>PPL Capital Funding Inc.</name>
        <lei>N/A</lei>
        <title>PPL 3.5 12/01/22</title>
        <cusip>69352PAE3</cusip>
        <identifiers>
          <isin value="US69352PAE34"/>
          <ticker value="PPL/22B"/>
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        <balance>1035000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1071144.43</valUSD>
        <pctVal>0.0374701753</pctVal>
        <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>3.500000000000</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>Praxair, Inc.</name>
        <lei>ZU69GUVJQGZ6Z1UOOO79</lei>
        <title>PX 4.05 03/15/21</title>
        <cusip>74005PAY0</cusip>
        <identifiers>
          <isin value="US74005PAY07"/>
          <ticker value="LIN/21A"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102694.22</valUSD>
        <pctVal>0.0035923918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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>Pharmacia Corp.</name>
        <lei>N/A</lei>
        <title>PFE 6.6 12/01/28</title>
        <cusip>71713UAW2</cusip>
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          <isin value="US71713UAW27"/>
          <ticker value="PFE/28"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164280.19</valUSD>
        <pctVal>0.0057467577</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRPCN 5.85 03/15/36</title>
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          <isin value="US89352HAB50"/>
          <ticker value="TRP/36"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247360.74</valUSD>
        <pctVal>0.0086530350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 4.125 03/04/43</title>
        <cusip>718172AW9</cusip>
        <identifiers>
          <isin value="US718172AW92"/>
          <ticker value="4I1E"/>
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        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435031.21</valUSD>
        <pctVal>0.0152180184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 943617</title>
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        <identifiers>
          <isin value="US31413EYN92"/>
          <ticker value="FNMA"/>
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        <balance>59423.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68017.5</valUSD>
        <pctVal>0.0023793501</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 959604</title>
        <cusip>31413YRZ6</cusip>
        <identifiers>
          <isin value="US31413YRZ69"/>
          <ticker value="FNMA"/>
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        <balance>7942.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8906.14</valUSD>
        <pctVal>0.0003115496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN5947</title>
        <cusip>3140JNTD2</cusip>
        <identifiers>
          <isin value="US3140JNTD27"/>
          <ticker value="FNMA"/>
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        <balance>562287.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579665.25</valUSD>
        <pctVal>0.0202775255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K020 A2</title>
        <cusip>3137ATRW4</cusip>
        <identifiers>
          <isin value="US3137ATRW40"/>
          <ticker value="FHLMC"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151181.87</valUSD>
        <pctVal>0.0052885596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.373000000000</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>Viacom Inc</name>
        <lei>X0ST5BPF0CZG9FE5OV61</lei>
        <title>VIAC 5.85 09/01/43</title>
        <cusip>92553PAU6</cusip>
        <identifiers>
          <isin value="US92553PAU66"/>
          <ticker value="VCXD"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43851.95</valUSD>
        <pctVal>0.0015340044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</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>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 2.625 03/06/23</title>
        <cusip>718172AV1</cusip>
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          <isin value="US718172AV10"/>
          <ticker value="4I1C"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101664.07</valUSD>
        <pctVal>0.0035563556</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>3.000 2049-10-01 USD</title>
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        <identifiers>
          <isin value="US3133KGU229"/>
          <ticker value="FHLMC"/>
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        <balance>654520.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>664099.1</valUSD>
        <pctVal>0.0232311432</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO1444</title>
        <cusip>3140JVTA0</cusip>
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          <isin value="US3140JVTA04"/>
          <ticker value="FN"/>
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        <balance>545592.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555846.05</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>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q40841</title>
        <cusip>3132WD5B6</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3871</title>
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          <isin value="US31418DJR44"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United Parcel Service, Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UPS 3.625 10/01/42</title>
        <cusip>911312AR7</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 4.8 10/01/41</title>
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          <ticker value="INTC"/>
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        <curCd>USD</curCd>
        <valUSD>100107.46</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL2326</title>
        <cusip>3138EJSQ2</cusip>
        <identifiers>
          <isin value="US3138EJSQ28"/>
          <ticker value="FNMA"/>
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        <balance>2077097.9</balance>
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        <curCd>USD</curCd>
        <valUSD>2255782.22</valUSD>
        <pctVal>0.0789105118</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Israel (State Of)</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL 4.5 01/30/43</title>
        <cusip>4651387N9</cusip>
        <identifiers>
          <isin value="US4651387N91"/>
          <ticker value="ISRAEL"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239600</valUSD>
        <pctVal>0.0083815532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Costco Wholesale Corporation</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>COST 2.75 05/18/24</title>
        <cusip>22160KAL9</cusip>
        <identifiers>
          <isin value="US22160KAL98"/>
          <ticker value="COST"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>776577.5</valUSD>
        <pctVal>0.0271657997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 3 10/30/24</title>
        <cusip>025816BR9</cusip>
        <identifiers>
          <isin value="US025816BR90"/>
          <ticker value="AXP24A"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227462.77</valUSD>
        <pctVal>0.0079569754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 257042</title>
        <cusip>31371NP33</cusip>
        <identifiers>
          <isin value="US31371NP330"/>
          <ticker value="FNMA"/>
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        <balance>178618.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203679.57</valUSD>
        <pctVal>0.0071250048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>FN 889224</title>
        <cusip>31410G4H3</cusip>
        <identifiers>
          <isin value="US31410G4H33"/>
          <ticker value="FNMA"/>
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        <balance>163851.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184440.49</valUSD>
        <pctVal>0.0064519940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 2.632 07/14/26</title>
        <cusip>86562MAF7</cusip>
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          <isin value="US86562MAF77"/>
          <ticker value="SMFG26A"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000942.94</valUSD>
        <pctVal>0.0350144260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.632000000000</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>Energy Transfer Operating L P</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ETP 4.75 01/15/26</title>
        <cusip>29273RBG3</cusip>
        <identifiers>
          <isin value="US29273RBG39"/>
          <ticker value="ETE/26A"/>
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        <balance>20000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21659.21</valUSD>
        <pctVal>0.0007576704</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>4.750000000000</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>FN MA2672</title>
        <cusip>31418B6J0</cusip>
        <identifiers>
          <isin value="US31418B6J09"/>
          <ticker value="FNMA"/>
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        <balance>463755.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476092.13</valUSD>
        <pctVal>0.0166543886</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>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>MMM 3.25 02/14/24 MTN</title>
        <cusip>88579YBB6</cusip>
        <identifiers>
          <isin value="US88579YBB65"/>
          <ticker value="MMM24"/>
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        <balance>456000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477272.5</valUSD>
        <pctVal>0.0166956796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>FN 972452</title>
        <cusip>31414PZR3</cusip>
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          <isin value="US31414PZR36"/>
          <ticker value="FNMA"/>
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        <balance>131979.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147763.99</valUSD>
        <pctVal>0.0051689972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 889390</title>
        <cusip>31410KC36</cusip>
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          <isin value="US31410KC363"/>
          <ticker value="FNMA"/>
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        <balance>9569.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9874.16</valUSD>
        <pctVal>0.0003454123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BN6683</title>
        <cusip>3140JPM93</cusip>
        <identifiers>
          <isin value="US3140JPM935"/>
          <ticker value="FNMA"/>
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        <balance>1445332.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1486604.89</valUSD>
        <pctVal>0.0520035807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GSMS 2019-GC40 A4</title>
        <cusip>36257HBP0</cusip>
        <identifiers>
          <isin value="US36257HBP01"/>
          <ticker value="GSMS"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156126.38</valUSD>
        <pctVal>0.0054615257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.160000000000</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>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 5.05 03/30/29</title>
        <cusip>161175BR4</cusip>
        <identifiers>
          <isin value="US161175BR49"/>
          <ticker value="CHTRIG"/>
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        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346070.39</valUSD>
        <pctVal>0.0121060408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</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>ROYAL PHILIPS NV</name>
        <lei>H1FJE8H61JGM1JSGM897</lei>
        <title>PHIANA 5 03/15/42</title>
        <cusip>500472AE5</cusip>
        <identifiers>
          <isin value="US500472AE51"/>
          <ticker value="PHG/42"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120248.03</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>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Huntington National Bank of Ohio</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
        <title>HBAN 3.55 10/06/23 BKNT</title>
        <cusip>44644AAE7</cusip>
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          <isin value="US44644AAE73"/>
          <ticker value="HBAN"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1049153.09</valUSD>
        <pctVal>0.0367008865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</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>Weyerhaeuser Company</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>WY 4.625 09/15/23</title>
        <cusip>962166BW3</cusip>
        <identifiers>
          <isin value="US962166BW36"/>
          <ticker value="WY23A"/>
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        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199124.49</valUSD>
        <pctVal>0.0069656615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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 Banks</name>
        <lei>N/A</lei>
        <title>FHLB 1.7 08/25/21</title>
        <cusip>3130A94N8</cusip>
        <identifiers>
          <isin value="US3130A94N80"/>
          <ticker value="FHLB"/>
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        <balance>2200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2200154.31</valUSD>
        <pctVal>0.0769645674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.700000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FedEx Corporation</name>
        <lei>549300E707U7WNPZN687</lei>
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          <isin value="US31428XAU00"/>
          <ticker value="FDX43"/>
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        <curCd>USD</curCd>
        <valUSD>49013.93</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Berkshire Hathaway Finance Corporation</name>
        <lei>549300RLHFT5RU20WM87</lei>
        <title>BRK 4.3 05/15/43</title>
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          <isin value="US084664BV29"/>
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        <curCd>USD</curCd>
        <valUSD>508748.42</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>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
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      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT 3.1 05/15/23</title>
        <cusip>857477AL7</cusip>
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          <isin value="US857477AL77"/>
          <ticker value="STT23"/>
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        <balance>225000</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>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZTS 3.95 09/12/47</title>
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          <isin value="US98978VAM54"/>
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        <balance>450000</balance>
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        <curCd>USD</curCd>
        <valUSD>490269.3</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>2047-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Discovery Communications, LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCA 3.95 03/20/28</title>
        <cusip>25470DAR0</cusip>
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          <isin value="US25470DAR08"/>
          <ticker value="DISCA"/>
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        <balance>485000</balance>
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        <curCd>USD</curCd>
        <valUSD>517748.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 5.5 03/30/26</title>
        <cusip>718286BN6</cusip>
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          <isin value="US718286BN61"/>
          <ticker value="PHLE"/>
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        <curCd>USD</curCd>
        <valUSD>236491.82</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Kreditanstalt Fur Wiederaufbau</name>
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        <title>KFW 0 04/18/36</title>
        <cusip>500769BR4</cusip>
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          <isin value="US500769BR40"/>
          <ticker value="KFW"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>339453.22</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>N/A</annualizedRt>
          <isDefault>N</isDefault>
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        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
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        <cusip>110122BN7</cusip>
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          <isin value="US110122BN77"/>
          <ticker value="BMY"/>
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        <curCd>USD</curCd>
        <valUSD>826983.05</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS4085</title>
        <cusip>3138WDRF0</cusip>
        <identifiers>
          <isin value="US3138WDRF00"/>
          <ticker value="FNMA"/>
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        <balance>530470.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570124.42</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BJ9260</title>
        <cusip>3140HBJE9</cusip>
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          <ticker value="FNMA"/>
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        <balance>1245593.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1304301.66</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 889579</title>
        <cusip>31410KJY1</cusip>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 10.625 03/16/25</title>
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          <ticker value="US587"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Appalachian Power Company</name>
        <lei>3SCHO1ABYYIG382BEI70</lei>
        <title>AEP 4.6 03/30/21</title>
        <cusip>037735CR6</cusip>
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          <ticker value="AEP/21B"/>
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        <curCd>USD</curCd>
        <valUSD>256361.67</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>American Express Credit Account Master Trust</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
        <title>AMXCA 2017-7 A</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</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>Tyson Foods, Inc.</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TSN 5.1 09/28/48</title>
        <cusip>902494BH5</cusip>
        <identifiers>
          <isin value="US902494BH59"/>
          <ticker value="TSN48"/>
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        <balance>350000</balance>
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        <curCd>USD</curCd>
        <valUSD>440705.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citibank Credit Card Issuance Trust</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CCCIT 2018-A7 A7</title>
        <cusip>17305EGS8</cusip>
        <identifiers>
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          <ticker value="C"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221994.88</valUSD>
        <pctVal>0.0077657007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.960000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>World Omni Auto Receivables Trust 2018-D</name>
        <lei>N/A</lei>
        <title>WOART 2018-D A3</title>
        <cusip>98162WAD9</cusip>
        <identifiers>
          <isin value="US98162WAD92"/>
          <ticker value="WOART"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101911.57</valUSD>
        <pctVal>0.0035650135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.330000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.9 03/11/24</title>
        <cusip>00206RCE0</cusip>
        <identifiers>
          <isin value="US00206RCE09"/>
          <ticker value="SOBN"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31912.85</valUSD>
        <pctVal>0.0011163575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benchmark Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B5 A4</title>
        <cusip>08160BAD6</cusip>
        <identifiers>
          <isin value="US08160BAD64"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>447505.28</valUSD>
        <pctVal>0.0156543794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.207600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank 2018-Bnk10</name>
        <lei>N/A</lei>
        <title>BANK 2018-BN12 A4</title>
        <cusip>06541KBA5</cusip>
        <identifiers>
          <isin value="US06541KBA51"/>
          <ticker value="BANK"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335981.58</valUSD>
        <pctVal>0.0117531197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.255000000000</annualizedRt>
          <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>FNA 2015-M3 A2</title>
        <cusip>3136AMST7</cusip>
        <identifiers>
          <isin value="US3136AMST75"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255085.1</valUSD>
        <pctVal>0.0089232443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.722960000000</annualizedRt>
          <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>FN 984075</title>
        <cusip>31415MFQ3</cusip>
        <identifiers>
          <isin value="US31415MFQ33"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>14686.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15299.14</valUSD>
        <pctVal>0.0005351860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <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>FN 737853</title>
        <cusip>31402TWN1</cusip>
        <identifiers>
          <isin value="US31402TWN17"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>195903.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215752.89</valUSD>
        <pctVal>0.0075473469</pctVal>
        <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>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 5 10/25/40</title>
        <cusip>931142CY7</cusip>
        <identifiers>
          <isin value="US931142CY78"/>
          <ticker value="WMT"/>
        </identifiers>
        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357448.96</valUSD>
        <pctVal>0.0125040796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>F 7.45 07/16/31</title>
        <cusip>345370CA6</cusip>
        <identifiers>
          <isin value="US345370CA64"/>
          <ticker value="717B"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178268.56</valUSD>
        <pctVal>0.0062360910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 6.375 03/01/41</title>
        <cusip>00206RDG4</cusip>
        <identifiers>
          <isin value="US00206RDG48"/>
          <ticker value="T41A"/>
        </identifiers>
        <balance>385000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510425.8</valUSD>
        <pctVal>0.0178554298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>San Diego Gas &amp; Electric Company</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SRE 3.6 09/01/23 NNN</title>
        <cusip>797440BR4</cusip>
        <identifiers>
          <isin value="US797440BR49"/>
          <ticker value="SRE/23"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209143.22</valUSD>
        <pctVal>0.0073161311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <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 Gold Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q52985</title>
        <cusip>3132XVJ79</cusip>
        <identifiers>
          <isin value="US3132XVJ796"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>515758.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536629.72</valUSD>
        <pctVal>0.0187720807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PC GOLD PC 30YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q56363</title>
        <cusip>3132Y0B90</cusip>
        <identifiers>
          <isin value="US3132Y0B905"/>
          <ticker value="FG"/>
        </identifiers>
        <balance>821826.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866506.83</valUSD>
        <pctVal>0.0303116572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 760874</title>
        <cusip>36176BCK1</cusip>
        <identifiers>
          <isin value="US36176BCK17"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>116353.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120650.49</valUSD>
        <pctVal>0.0042205280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <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>FNMA 6.625 11/15/30</title>
        <cusip>31359MGK3</cusip>
        <identifiers>
          <isin value="US31359MGK36"/>
          <ticker value="FNMA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285112.48</valUSD>
        <pctVal>0.0099736453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 4.5 04/01/21</title>
        <cusip>375558AQ6</cusip>
        <identifiers>
          <isin value="US375558AQ69"/>
          <ticker value="GILD"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205135.72</valUSD>
        <pctVal>0.0071759430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quebec (Province Of)</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>Q 7.5 07/15/23 +NJ</title>
        <cusip>748148PB3</cusip>
        <identifiers>
          <isin value="US748148PB31"/>
          <ticker value="Q"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356433.81</valUSD>
        <pctVal>0.0124685682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Dominion Energy Inc</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AstraZeneca Plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nike, Inc.</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>Sysco Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL5734</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G07030</title>
        <cusip>3128M9EB4</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Midamerican Energy Company</name>
        <lei>NINLOILYRTLIMK26MZ18</lei>
        <title>BRKHEC 4.8 09/15/43</title>
        <cusip>595620AL9</cusip>
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          <isin value="US595620AL95"/>
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        <curCd>USD</curCd>
        <valUSD>123699.46</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>2043-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
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      <invstOrSec>
        <name>Equity One, Inc.</name>
        <lei>529900053A7X7FJ97S58</lei>
        <title>REG 3.75 11/15/22</title>
        <cusip>294752AH3</cusip>
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          <ticker value="EQY22"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 889401</title>
        <cusip>31410KDE1</cusip>
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          <isin value="US31410KDE10"/>
          <ticker value="FNMA"/>
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        <balance>70691.31</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 987115</title>
        <cusip>31415RSC9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 2.75 03/05/22</title>
        <cusip>713448BY3</cusip>
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          <ticker value="PEP"/>
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        <balance>385000</balance>
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        <curCd>USD</curCd>
        <valUSD>393049.3</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>2022-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Westar Energy Inc.</name>
        <lei>J75GNWGEO73W89ZV3S44</lei>
        <title>EVRG 4.125 03/01/42</title>
        <cusip>95709TAH3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Autozone, Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AZO 3.125 07/15/23</title>
        <cusip>053332AP7</cusip>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 6.35 03/15/40</title>
        <cusip>00206RDE9</cusip>
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          <ticker value="T40C"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>NEW YORK ST DORM AUTH</name>
        <lei>549300C8XO7EXTX2XU71</lei>
        <title>NEW YORK ST DORM AUTH ST PER INCOME TAX REV BDS 2009F</title>
        <cusip>64990FMT8</cusip>
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          <ticker value="NYSHGR"/>
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        <balance>75000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CNOOC Finance (2015) USA LLC</name>
        <lei>549300Q3CTIH31RFPO82</lei>
        <title>CNOOC 3.75 05/02/23</title>
        <cusip>12634MAD2</cusip>
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          <ticker value="4479"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>519910.1</valUSD>
        <pctVal>0.0181872043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 4.8 03/01/50</title>
        <cusip>161175BT0</cusip>
        <identifiers>
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          <ticker value="CHTRIG"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527252.19</valUSD>
        <pctVal>0.0184440412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Parker-Hannifin Corporation</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>PH 4.45 11/21/44 MTN</title>
        <cusip>70109HAN5</cusip>
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          <isin value="US70109HAN52"/>
          <ticker value="PH44"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>566357.16</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>2044-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA1089</title>
        <cusip>36179NF60</cusip>
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          <isin value="US36179NF606"/>
          <ticker value="GNR"/>
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        <balance>964730.17</balance>
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        <curCd>USD</curCd>
        <valUSD>999436.94</valUSD>
        <pctVal>0.0349617440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BMO 2.55 11/06/22 MTN</title>
        <cusip>06366RJJ5</cusip>
        <identifiers>
          <isin value="US06366RJJ59"/>
          <ticker value="BMO22"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305982.17</valUSD>
        <pctVal>0.0107036971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</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>Reynolds American Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>BATSLN 6.15 09/15/43</title>
        <cusip>761713AZ9</cusip>
        <identifiers>
          <isin value="US761713AZ95"/>
          <ticker value="RAI43"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76369.91</valUSD>
        <pctVal>0.0026715295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.150000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 3.25 03/11/24 GMTN</title>
        <cusip>89114QCB2</cusip>
        <identifiers>
          <isin value="US89114QCB23"/>
          <ticker value="TD"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523578.33</valUSD>
        <pctVal>0.0183155243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX 2.5 05/15/23</title>
        <cusip>872540AP4</cusip>
        <identifiers>
          <isin value="US872540AP42"/>
          <ticker value="TJX"/>
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        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208944.87</valUSD>
        <pctVal>0.0073091926</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>2.500000000000</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>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 4.875 02/15/44</title>
        <cusip>437076BD3</cusip>
        <identifiers>
          <isin value="US437076BD31"/>
          <ticker value="HD44"/>
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        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515510.95</valUSD>
        <pctVal>0.0180333157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>UBS Cml Mtg Tr</name>
        <lei>N/A</lei>
        <title>UBSCM 2017-C7 A4</title>
        <cusip>90276WAS6</cusip>
        <identifiers>
          <isin value="US90276WAS61"/>
          <ticker value="LBUBS"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161232.32</valUSD>
        <pctVal>0.0056401388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.679000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K729 A2</title>
        <cusip>3137FCM43</cusip>
        <identifiers>
          <isin value="US3137FCM432"/>
          <ticker value="FHLMC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208957.84</valUSD>
        <pctVal>0.0073096463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.136000000000</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>Agilent Technologies Inc.</name>
        <lei>QUIX8Y7A2WP0XRMW7G29</lei>
        <title>A 3.2 10/01/22</title>
        <cusip>00846UAH4</cusip>
        <identifiers>
          <isin value="US00846UAH41"/>
          <ticker value="A22"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230245.41</valUSD>
        <pctVal>0.0080543161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 737416</title>
        <cusip>3620ARGZ8</cusip>
        <identifiers>
          <isin value="US3620ARGZ87"/>
          <ticker value="GNR"/>
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        <balance>62776.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65094.49</valUSD>
        <pctVal>0.0022770990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 4.5 05/02/43</title>
        <cusip>02209SAQ6</cusip>
        <identifiers>
          <isin value="US02209SAQ66"/>
          <ticker value="MO43"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>255511.68</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>2043-05-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>SunTrust Bank</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
        <title>TFC 2.75 05/01/23 BKNT</title>
        <cusip>86787EAN7</cusip>
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          <isin value="US86787EAN76"/>
          <ticker value="TFC/23"/>
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        <curCd>USD</curCd>
        <valUSD>356325.64</valUSD>
        <pctVal>0.0124647842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 992472</title>
        <cusip>31415XQZ7</cusip>
        <identifiers>
          <isin value="US31415XQZ77"/>
          <ticker value="FNMA"/>
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        <balance>9514.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10464.59</valUSD>
        <pctVal>0.0003660664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 992491</title>
        <cusip>31415XRL7</cusip>
        <identifiers>
          <isin value="US31415XRL72"/>
          <ticker value="FNMA"/>
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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>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>NBCUniversal Media LLC</name>
        <lei>VTBDOQJ6KOGQ6K786R46</lei>
        <title>CMCSA 2.875 01/15/23</title>
        <cusip>63946BAH3</cusip>
        <identifiers>
          <isin value="US63946BAH33"/>
          <ticker value="CMCSA"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128465.52</valUSD>
        <pctVal>0.0044939090</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>2.875000000000</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>Kreditanstalt Fur Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 2 10/04/22</title>
        <cusip>500769FH2</cusip>
        <identifiers>
          <isin value="US500769FH22"/>
          <ticker value="KW50"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252208.05</valUSD>
        <pctVal>0.0088226009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-04</maturityDt>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Poland (Republic of)</name>
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        <name>Pioneer Natural Resources Company</name>
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        <name>Jefferies Group LLC</name>
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        <name>The Kroger Co.</name>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZTS 3.25 02/01/23</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G07171</title>
        <cusip>3128M9JQ6</cusip>
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          <ticker value="FHLMC"/>
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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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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM1787</title>
        <cusip>3140J56Z7</cusip>
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          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN AB2891</title>
        <cusip>36178NF87</cusip>
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          <isin value="US36178NF871"/>
          <ticker value="GNR"/>
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        <balance>200620.4</balance>
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        <curCd>USD</curCd>
        <valUSD>206950.41</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF 4.75 07/15/21</title>
        <cusip>14040HAY1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 2.5 10/15/22</title>
        <cusip>68389XAP0</cusip>
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          <ticker value="US1719"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT 3 10/01/22</title>
        <cusip>26884LAE9</cusip>
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          <isin value="US26884LAE92"/>
          <ticker value="EQT22"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226045.97</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>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Exelon Corporation</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXC 5.1 06/15/45</title>
        <cusip>30161NAS0</cusip>
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          <isin value="US30161NAS09"/>
          <ticker value="PEO2"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>120609.18</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>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.4 05/15/25</title>
        <cusip>00206RCN0</cusip>
        <identifiers>
          <isin value="US00206RCN08"/>
          <ticker value="T25A"/>
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        <balance>835000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>874472.5</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>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
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      <invstOrSec>
        <name>Target Corporation</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TGT 3.9 11/15/47</title>
        <cusip>87612EBG0</cusip>
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          <ticker value="TGT47"/>
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        <balance>225000</balance>
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        <curCd>USD</curCd>
        <valUSD>258722.25</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>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
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      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 2.35 12/15/22</title>
        <cusip>931142DU4</cusip>
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          <isin value="US931142DU48"/>
          <ticker value="WMT22A"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>508751.52</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>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
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      <invstOrSec>
        <name>Commercial Mortgage Trust 2015-Dc1</name>
        <lei>N/A</lei>
        <title>COMM 2015-DC1 A5</title>
        <cusip>12629NAF2</cusip>
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          <isin value="US12629NAF24"/>
          <ticker value="COMM"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>208285.62</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 2.125 03/03/25 GDIF</title>
        <cusip>45905URL0</cusip>
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          <isin value="US45905URL07"/>
          <ticker value="IBRD"/>
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        <balance>700000</balance>
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        <curCd>USD</curCd>
        <valUSD>712019</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Sonoco Products Company</name>
        <lei>GKOMIK4RDJGHEF0VNP11</lei>
        <title>SON 4.375 11/01/21</title>
        <cusip>835495AK8</cusip>
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          <isin value="US835495AK80"/>
          <ticker value="SON21A"/>
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        <balance>25000</balance>
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        <curCd>USD</curCd>
        <valUSD>25722.99</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>2021-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 4.1 05/22/23 MTN</title>
        <cusip>61747YDU6</cusip>
        <identifiers>
          <isin value="US61747YDU64"/>
          <ticker value="MS"/>
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        <balance>580000</balance>
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        <curCd>USD</curCd>
        <valUSD>612456.55</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>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</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>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 2.9 11/15/21</title>
        <cusip>718172AL3</cusip>
        <identifiers>
          <isin value="US718172AL38"/>
          <ticker value="PM21A"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305336.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 4 06/20/42</title>
        <cusip>459200HF1</cusip>
        <identifiers>
          <isin value="US459200HF10"/>
          <ticker value="IBM42"/>
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        <balance>320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353576.41</valUSD>
        <pctVal>0.0123686122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FN 993055</title>
        <cusip>31415YE47</cusip>
        <identifiers>
          <isin value="US31415YE476"/>
          <ticker value="FNMA"/>
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        <balance>17735.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19557.91</valUSD>
        <pctVal>0.0006841639</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 257106</title>
        <cusip>31371NR31</cusip>
        <identifiers>
          <isin value="US31371NR310"/>
          <ticker value="FNMA"/>
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        <balance>2232.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2349.78</valUSD>
        <pctVal>0.0000821987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>EQNR 3.625 09/10/28</title>
        <cusip>29446MAB8</cusip>
        <identifiers>
          <isin value="US29446MAB81"/>
          <ticker value="EQNR28"/>
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        <balance>360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395306.02</valUSD>
        <pctVal>0.0138283741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canadian National Railway Company</name>
        <lei>3SU7BEP7TH9YEQOZCS77</lei>
        <title>CNRCN 3.5 11/15/42</title>
        <cusip>136375BW1</cusip>
        <identifiers>
          <isin value="US136375BW18"/>
          <ticker value="CNI42"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156636.34</valUSD>
        <pctVal>0.0054793648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Quest Diagnostics Incorporated</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>DGX 3.45 06/01/26</title>
        <cusip>74834LAZ3</cusip>
        <identifiers>
          <isin value="US74834LAZ31"/>
          <ticker value="DGX26"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120828.59</valUSD>
        <pctVal>0.0042267581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>Stanley Black &amp; Decker, Inc.</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>SWK 3.4 12/01/21</title>
        <cusip>854502AC5</cusip>
        <identifiers>
          <isin value="US854502AC58"/>
          <ticker value="US1727"/>
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        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270729.85</valUSD>
        <pctVal>0.0094705202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>FN 931195</title>
        <cusip>31412PRQ6</cusip>
        <identifiers>
          <isin value="US31412PRQ62"/>
          <ticker value="FNMA"/>
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        <balance>63851.78</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66602.7</valUSD>
        <pctVal>0.0023298584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FN AC3263</title>
        <cusip>31417MTV5</cusip>
        <identifiers>
          <isin value="US31417MTV53"/>
          <ticker value="FNMA"/>
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        <balance>131859.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141014.47</valUSD>
        <pctVal>0.0049328893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 2.375 11/07/29</title>
        <cusip>822582CD2</cusip>
        <identifiers>
          <isin value="US822582CD22"/>
          <ticker value="RDSA/29"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24797.48</valUSD>
        <pctVal>0.0008674516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</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>Total Capital International S.A.</name>
        <lei>549300U37G2I8G4RUG09</lei>
        <title>TOTAL 2.75 06/19/21</title>
        <cusip>89153VAP4</cusip>
        <identifiers>
          <isin value="US89153VAP40"/>
          <ticker value="TOT/21A"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30404.94</valUSD>
        <pctVal>0.0010636086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 4.625 05/10/21</title>
        <cusip>46625HHZ6</cusip>
        <identifiers>
          <isin value="US46625HHZ64"/>
          <ticker value="JPM21"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258738.31</valUSD>
        <pctVal>0.0090510388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Wisconsin Power and Light Company</name>
        <lei>JWBYHVQVMY66CVCOSO49</lei>
        <title>LNT 2.25 11/15/22</title>
        <cusip>976826BJ5</cusip>
        <identifiers>
          <isin value="US976826BJ50"/>
          <ticker value="LNT/22"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301411.13</valUSD>
        <pctVal>0.0105437955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.35 06/15/45</title>
        <cusip>00206RBK7</cusip>
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          <isin value="US00206RBK77"/>
          <ticker value="T45"/>
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        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178136</valUSD>
        <pctVal>0.0062314539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Whirlpool Corporation</name>
        <lei>WHENKOULSSK7WUM60H03</lei>
        <title>WHR 4.5 06/01/46</title>
        <cusip>963320AV8</cusip>
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          <isin value="US963320AV88"/>
          <ticker value="WHR46"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93332.37</valUSD>
        <pctVal>0.0032649008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AC8518</title>
        <cusip>31417VPC1</cusip>
        <identifiers>
          <isin value="US31417VPC18"/>
          <ticker value="FNMA"/>
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        <balance>305958.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337435.17</valUSD>
        <pctVal>0.0118039684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>FN AE1807</title>
        <cusip>31419CAH6</cusip>
        <identifiers>
          <isin value="US31419CAH60"/>
          <ticker value="FNMA"/>
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        <balance>1064435.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1141076.54</valUSD>
        <pctVal>0.0399165012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Flex Limited</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>FLEX 5 02/15/23</title>
        <cusip>33938EAS6</cusip>
        <identifiers>
          <isin value="US33938EAS63"/>
          <ticker value="FLEX"/>
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        <balance>572000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>611411.73</valUSD>
        <pctVal>0.0213880631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>International Business Machines Corporation</name>
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          <ticker value="IBM24B"/>
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        <curCd>USD</curCd>
        <valUSD>2075436.94</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
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          <ticker value="C22"/>
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        <curCd>USD</curCd>
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        <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>Equinor ASA</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2013-M9 A2</title>
        <cusip>3136AEX69</cusip>
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          <ticker value="FNMA"/>
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        <valUSD>88440.02</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>720278.37</valUSD>
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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>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A96310</title>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>345764.24</valUSD>
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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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A96995</title>
        <cusip>312945XY9</cusip>
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          <ticker value="FHLMC"/>
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        <balance>708290.5</balance>
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        <curCd>USD</curCd>
        <valUSD>760080.86</valUSD>
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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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL5167</title>
        <cusip>3138EMW56</cusip>
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          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>264377.24</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AZ1449</title>
        <cusip>3138YSTF3</cusip>
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          <ticker value="FNMA"/>
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        <balance>972840.56</balance>
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        <curCd>USD</curCd>
        <valUSD>996362.22</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <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>Export Development Canada</name>
        <lei>Z6MHCSLXHKYG4B6PHW02</lei>
        <title>EDC 2.75 03/15/23</title>
        <cusip>30216BHC9</cusip>
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          <ticker value="EDC"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1032862.92</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 2.355 12/05/22</title>
        <cusip>166764AB6</cusip>
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          <isin value="US166764AB69"/>
          <ticker value="A1HDFN"/>
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        <balance>270000</balance>
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        <curCd>USD</curCd>
        <valUSD>273781.29</valUSD>
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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>2.355000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wisconsin Power and Light Company</name>
        <lei>JWBYHVQVMY66CVCOSO49</lei>
        <title>LNT 4.1 10/15/44</title>
        <cusip>976826BK2</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
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        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
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        <name>Public Service Electric and Gas Company</name>
        <lei>549300RUHPVD434XUK18</lei>
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        <cusip>74456QBA3</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 5.05 11/15/40</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Commercial Mortgage Trust 2015-PC1</name>
        <lei>N/A</lei>
        <title>COMM 2015-PC1 A5</title>
        <cusip>12593GAF9</cusip>
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          <ticker value="COMM"/>
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        <curCd>USD</curCd>
        <valUSD>212922.64</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG K92325</title>
        <cusip>3132LNPJ7</cusip>
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          <isin value="US3132LNPJ70"/>
          <ticker value="FHLMC"/>
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        <balance>415670.99</balance>
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        <curCd>USD</curCd>
        <valUSD>426945.16</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2320</title>
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          <ticker value="FNMA"/>
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        <balance>823550.47</balance>
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        <curCd>USD</curCd>
        <valUSD>845434.08</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G60948</title>
        <cusip>31335BBR6</cusip>
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          <isin value="US31335BBR69"/>
          <ticker value="FHLMC"/>
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        <balance>3225697.54</balance>
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        <curCd>USD</curCd>
        <valUSD>3309712.54</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Quebec (Province Of)</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>Q 2.625 02/13/23</title>
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          <isin value="US748149AG65"/>
          <ticker value="45LK"/>
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        <balance>875000</balance>
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        <curCd>USD</curCd>
        <valUSD>898353.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY 2.6 07/15/22</title>
        <cusip>278642AE3</cusip>
        <identifiers>
          <isin value="US278642AE34"/>
          <ticker value="US560"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502915.99</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
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      <invstOrSec>
        <name>Cd Mtg Tr 2017-Cd3</name>
        <lei>N/A</lei>
        <title>CD 2017-CD4 A4</title>
        <cusip>12515DAR5</cusip>
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          <isin value="US12515DAR52"/>
          <ticker value="CD"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>265901.35</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.514000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL8469</title>
        <cusip>3138ETMT0</cusip>
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          <isin value="US3138ETMT03"/>
          <ticker value="FNMA"/>
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        <balance>372765.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387519.99</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 2.625 09/06/24</title>
        <cusip>3135G0ZR7</cusip>
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          <isin value="US3135G0ZR78"/>
          <ticker value="FNMA"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1041067.52</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL2438</title>
        <cusip>3138EJV88</cusip>
        <identifiers>
          <isin value="US3138EJV884"/>
          <ticker value="FNMA"/>
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        <balance>960749.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>989665.79</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>DELL 8.1 07/15/36 144A</title>
        <cusip>25272KAN3</cusip>
        <identifiers>
          <isin value="US25272KAN37"/>
          <ticker value="DELL"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>657468.93</valUSD>
        <pctVal>0.0229992103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.100000000000</annualizedRt>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC 2.95 05/25/21</title>
        <cusip>404280AY5</cusip>
        <identifiers>
          <isin value="US404280AY54"/>
          <ticker value="HSBC"/>
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        <balance>1600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1620324.13</valUSD>
        <pctVal>0.0566812723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM2001</title>
        <cusip>3140J6GK7</cusip>
        <identifiers>
          <isin value="US3140J6GK76"/>
          <ticker value="FNMA"/>
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        <balance>328214.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342102.2</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Republic of Panama</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 3.75 03/16/25</title>
        <cusip>698299BE3</cusip>
        <identifiers>
          <isin value="US698299BE38"/>
          <ticker value="PANAMA"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>531250</valUSD>
        <pctVal>0.0185838903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 4.3 05/01/24</title>
        <cusip>28370TAG4</cusip>
        <identifiers>
          <isin value="US28370TAG40"/>
          <ticker value="KMI/24"/>
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        <balance>170000</balance>
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        <curCd>USD</curCd>
        <valUSD>181696.83</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
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      <invstOrSec>
        <name>Chubb INA Holdings Inc</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>CB 3.35 05/03/26</title>
        <cusip>00440EAV9</cusip>
        <identifiers>
          <isin value="US00440EAV92"/>
          <ticker value="ACE/26"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1063527.23</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>2026-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF 4.2 10/29/25</title>
        <cusip>14040HBJ3</cusip>
        <identifiers>
          <isin value="US14040HBJ32"/>
          <ticker value="COF25A"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>539742.33</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>2025-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 2.875 05/10/26</title>
        <cusip>822582BT8</cusip>
        <identifiers>
          <isin value="US822582BT82"/>
          <ticker value="RDS.A/26"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103769.91</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>2026-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3310</title>
        <cusip>36179RVB2</cusip>
        <identifiers>
          <isin value="US36179RVB22"/>
          <ticker value="GNR"/>
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        <balance>1913546.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999029.11</valUSD>
        <pctVal>0.0699289181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK 2019-BNK18</name>
        <lei>N/A</lei>
        <title>BANK 2019-BN18 A3</title>
        <cusip>065402BB4</cusip>
        <identifiers>
          <isin value="US065402BB45"/>
          <ticker value="BANK"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211068.04</valUSD>
        <pctVal>0.0073834641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.325000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.7 05/14/45</title>
        <cusip>00287YAS8</cusip>
        <identifiers>
          <isin value="US00287YAS81"/>
          <ticker value="4ABB"/>
        </identifiers>
        <balance>4340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4849816.98</valUSD>
        <pctVal>0.1696535847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</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>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>DELL 5.45 06/15/23 144A</title>
        <cusip>25272KAG8</cusip>
        <identifiers>
          <isin value="US25272KAG85"/>
          <ticker value="DELL"/>
        </identifiers>
        <balance>1480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1605414.33</valUSD>
        <pctVal>0.0561597061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G15134</title>
        <cusip>3128MD4T7</cusip>
        <identifiers>
          <isin value="US3128MD4T79"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>203056.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210259.66</valUSD>
        <pctVal>0.0073551858</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>3.000000000000</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>GNMA PASS-THRU M SINGLE FAMILY</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA1920</title>
        <cusip>36179QDZ1</cusip>
        <identifiers>
          <isin value="US36179QDZ19"/>
          <ticker value="G2"/>
        </identifiers>
        <balance>245005.11</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260024</valUSD>
        <pctVal>0.0090960141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 2.95 01/15/22</title>
        <cusip>927804FK5</cusip>
        <identifiers>
          <isin value="US927804FK52"/>
          <ticker value="D/22"/>
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        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96661.82</valUSD>
        <pctVal>0.0033813697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.125 08/15/23</title>
        <cusip>94974BFN5</cusip>
        <identifiers>
          <isin value="US94974BFN55"/>
          <ticker value="NWTA"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212367.96</valUSD>
        <pctVal>0.0074289372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synchrony Credit Card Master Note Trust</name>
        <lei>549300G1V1M796QIYC04</lei>
        <title>SYNCT 2016-2 A</title>
        <cusip>87165LBB6</cusip>
        <identifiers>
          <isin value="US87165LBB62"/>
          <ticker value="GEMNT"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100409.42</valUSD>
        <pctVal>0.0035124662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.210000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Phillips 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PSX 4.65 11/15/34</title>
        <cusip>718546AK0</cusip>
        <identifiers>
          <isin value="US718546AK04"/>
          <ticker value="PSX"/>
        </identifiers>
        <balance>395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464251.34</valUSD>
        <pctVal>0.0162401807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 3.125 07/31/29</title>
        <cusip>29379VBV4</cusip>
        <identifiers>
          <isin value="US29379VBV45"/>
          <ticker value="EPD/29"/>
        </identifiers>
        <balance>875000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>900378.37</valUSD>
        <pctVal>0.0314965325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>ALLYA 2019-4 A4</title>
        <cusip>02007TAD7</cusip>
        <identifiers>
          <isin value="US02007TAD72"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99640.07</valUSD>
        <pctVal>0.0034855532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.920000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>N/A</lei>
        <title>FHMS K092 A2</title>
        <cusip>3137FLYV0</cusip>
        <identifiers>
          <isin value="US3137FLYV03"/>
          <ticker value="FEDMFH"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320209.83</valUSD>
        <pctVal>0.0112014012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.298000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBCMS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS 2019-C3 A4</title>
        <cusip>05550MAU8</cusip>
        <identifiers>
          <isin value="US05550MAU80"/>
          <ticker value="BBCMS"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214461.5</valUSD>
        <pctVal>0.0075021722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.583000000000</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>Parker-Hannifin Corporation</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>PH 3.3 11/21/24 MTN</title>
        <cusip>70109HAL9</cusip>
        <identifiers>
          <isin value="US70109HAL96"/>
          <ticker value="PH24"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523834.23</valUSD>
        <pctVal>0.0183244760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deere &amp; Company</name>
        <lei>PWFTNG3EI0Y73OXWDH08</lei>
        <title>DE 2.6 06/08/22</title>
        <cusip>244199BE4</cusip>
        <identifiers>
          <isin value="US244199BE40"/>
          <ticker value="DE"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127351.63</valUSD>
        <pctVal>0.0044549435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank 2018-Bnk14</name>
        <lei>N/A</lei>
        <title>BANK 2018-BN14 A4</title>
        <cusip>06035RAS5</cusip>
        <identifiers>
          <isin value="US06035RAS58"/>
          <ticker value="BANK"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224039.02</valUSD>
        <pctVal>0.0078372077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.231000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank 2018-Bnk14</name>
        <lei>N/A</lei>
        <title>BANK 2018-BN14 A2</title>
        <cusip>06035RAP1</cusip>
        <identifiers>
          <isin value="US06035RAP10"/>
          <ticker value="BANK"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106207.68</valUSD>
        <pctVal>0.0037152977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.128000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BK0922</title>
        <cusip>3140HEAY8</cusip>
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          <isin value="US3140HEAY83"/>
          <ticker value="FNMA"/>
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        <balance>381951.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402321.62</valUSD>
        <pctVal>0.0140737899</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL5377</title>
        <cusip>3138EM6P1</cusip>
        <identifiers>
          <isin value="US3138EM6P11"/>
          <ticker value="FNMA"/>
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        <balance>2661490.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2868810.86</valUSD>
        <pctVal>0.1003551368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K102 A2</title>
        <cusip>3137FQKC6</cusip>
        <identifiers>
          <isin value="US3137FQKC64"/>
          <ticker value="FHLMC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252512.73</valUSD>
        <pctVal>0.0088332591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.537000000000</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>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 3.8 08/15/29</title>
        <cusip>03027XAW0</cusip>
        <identifiers>
          <isin value="US03027XAW02"/>
          <ticker value="AMT29A"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1603694.39</valUSD>
        <pctVal>0.0560995401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Allergan Funding SCS</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>AGN 3.85 06/15/24</title>
        <cusip>00507UAF8</cusip>
        <identifiers>
          <isin value="US00507UAF84"/>
          <ticker value="AGN24"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1050438.1</valUSD>
        <pctVal>0.0367458380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 4.375 05/11/45</title>
        <cusip>822582BF8</cusip>
        <identifiers>
          <isin value="US822582BF88"/>
          <ticker value="RDS/45"/>
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        <balance>390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>465589.16</valUSD>
        <pctVal>0.0162869796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>G2 766711</title>
        <cusip>36176HR89</cusip>
        <identifiers>
          <isin value="US36176HR898"/>
          <ticker value="GNR"/>
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        <balance>1110992.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1174642.13</valUSD>
        <pctVal>0.0410906739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>CGCMT 2015-P1 A5</title>
        <cusip>17324DAU8</cusip>
        <identifiers>
          <isin value="US17324DAU81"/>
          <ticker value="UBSC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213275</valUSD>
        <pctVal>0.0074606667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.717000000000</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>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 4.85 05/15/41</title>
        <cusip>478160BA1</cusip>
        <identifiers>
          <isin value="US478160BA19"/>
          <ticker value="JNJ41"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512748.32</valUSD>
        <pctVal>0.0179366749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</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>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 3.55 05/15/21</title>
        <cusip>478160AZ7</cusip>
        <identifiers>
          <isin value="US478160AZ78"/>
          <ticker value="JNJ21"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255876.38</valUSD>
        <pctVal>0.0089509244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 4.3 11/20/26</title>
        <cusip>172967JC6</cusip>
        <identifiers>
          <isin value="US172967JC62"/>
          <ticker value="C26"/>
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        <balance>825000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>898383.86</valUSD>
        <pctVal>0.0314267617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 2.4 06/07/21</title>
        <cusip>46625HRT9</cusip>
        <identifiers>
          <isin value="US46625HRT94"/>
          <ticker value="JPM21D"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503297.96</valUSD>
        <pctVal>0.0176060877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>HCA Inc.</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA 4.125 06/15/29</title>
        <cusip>404119BX6</cusip>
        <identifiers>
          <isin value="US404119BX69"/>
          <ticker value="HCA29A"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265269.8</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>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>N/A</lei>
        <title>FHLB 1.875 07/07/21</title>
        <cusip>3130AGLD5</cusip>
        <identifiers>
          <isin value="US3130AGLD58"/>
          <ticker value="FHLB"/>
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        <balance>3500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3515024.24</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G16600</title>
        <cusip>3128MFRV2</cusip>
        <identifiers>
          <isin value="US3128MFRV28"/>
          <ticker value="FHLMC"/>
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        <balance>2844325.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2935762.22</valUSD>
        <pctVal>0.1026971918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 4.75 03/08/44 MTN</title>
        <cusip>91086QBB3</cusip>
        <identifiers>
          <isin value="US91086QBB32"/>
          <ticker value="MEX"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1105000</valUSD>
        <pctVal>0.0386544919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Total Capital International S.A.</name>
        <lei>549300U37G2I8G4RUG09</lei>
        <title>TOTAL 3.7 01/15/24</title>
        <cusip>89153VAG4</cusip>
        <identifiers>
          <isin value="US89153VAG41"/>
          <ticker value="TOT/24"/>
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        <balance>415000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441296.67</valUSD>
        <pctVal>0.0154371933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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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      </invstOrSec>
      <invstOrSec>
        <name>Primerica, Inc.</name>
        <lei>254900621R686KJR7022</lei>
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          <ticker value="PRI22"/>
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        <curCd>USD</curCd>
        <valUSD>105871.02</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Precision Castparts Corp.</name>
        <lei>0XOOAY5P5J7Q734SEC89</lei>
        <title>PCP 2.5 01/15/23</title>
        <cusip>740189AG0</cusip>
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          <ticker value="PCP23"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508936.63</valUSD>
        <pctVal>0.0178033365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 4.875 11/15/43</title>
        <cusip>718172BD0</cusip>
        <identifiers>
          <isin value="US718172BD03"/>
          <ticker value="4I1H"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119582.2</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>2043-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 745215</title>
        <cusip>3620C03Y2</cusip>
        <identifiers>
          <isin value="US3620C03Y25"/>
          <ticker value="GNR"/>
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        <balance>59908.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62429.66</valUSD>
        <pctVal>0.0021838794</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Atmos Energy Corporation</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATO 4.15 01/15/43</title>
        <cusip>049560AL9</cusip>
        <identifiers>
          <isin value="US049560AL95"/>
          <ticker value="ATO"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280604.68</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>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3664</title>
        <cusip>36179SB97</cusip>
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          <isin value="US36179SB976"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <pctVal>0.0165340846</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2935</title>
        <cusip>36179RHL6</cusip>
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          <isin value="US36179RHL69"/>
          <ticker value="GNR"/>
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        <balance>635269.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>654099.62</valUSD>
        <pctVal>0.0228813470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GATX Corporation</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GMT 3.5 03/15/28</title>
        <cusip>361448BA0</cusip>
        <identifiers>
          <isin value="US361448BA03"/>
          <ticker value="GMTA28"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515475.08</valUSD>
        <pctVal>0.0180320609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Macy's Retail Holdings, Inc.</name>
        <lei>549300JMONK27O4SQQ19</lei>
        <title>M 4.5 12/15/34</title>
        <cusip>55616XAM9</cusip>
        <identifiers>
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          <ticker value="M"/>
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        <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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K719 A2</title>
        <cusip>3137BKVP2</cusip>
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          <ticker value="FHLMC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ubs Coml Mtg Tr 2017</name>
        <lei>N/A</lei>
        <title>UBSCM 2017-C1 A4</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AI3470</title>
        <cusip>3138AG2C1</cusip>
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          <ticker value="FNMA"/>
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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>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AO7970</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 747643</title>
        <cusip>3620C3S86</cusip>
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          <isin value="US3620C3S866"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>542249.15</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 4.1 06/15/21</title>
        <cusip>031162BG4</cusip>
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        <curCd>USD</curCd>
        <valUSD>169519.82</valUSD>
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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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V84594</title>
        <cusip>3132LAC75</cusip>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2366</title>
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          <ticker value="FN"/>
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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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Husky Energy Inc.</name>
        <lei>N/A</lei>
        <title>HSECN 4.4 04/15/29</title>
        <cusip>448055AP8</cusip>
        <identifiers>
          <isin value="US448055AP89"/>
          <ticker value="HSECN"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91451.82</valUSD>
        <pctVal>0.0031991164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Kreditanstalt Fur Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 2.625 04/12/21</title>
        <cusip>500769HU1</cusip>
        <identifiers>
          <isin value="US500769HU15"/>
          <ticker value="KFW"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1518102.95</valUSD>
        <pctVal>0.0531054282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 2.95 05/15/25</title>
        <cusip>68389XBC8</cusip>
        <identifiers>
          <isin value="US68389XBC83"/>
          <ticker value="ORCL25F"/>
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        <balance>885000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>921328.94</valUSD>
        <pctVal>0.0322294136</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>2.950000000000</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>Energy Transfer Operating L P</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ETP 5.5 06/01/27</title>
        <cusip>29278NAN3</cusip>
        <identifiers>
          <isin value="US29278NAN30"/>
          <ticker value="ETP27"/>
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        <balance>521000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585736.93</valUSD>
        <pctVal>0.0204899216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2013-LC6 A4</title>
        <cusip>20048EAY7</cusip>
        <identifiers>
          <isin value="US20048EAY77"/>
          <ticker value="COMM"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152845.89</valUSD>
        <pctVal>0.0053467694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.941000000000</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>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GSMS 2013-GC10 A5</title>
        <cusip>36192CAE5</cusip>
        <identifiers>
          <isin value="US36192CAE57"/>
          <ticker value="GSMS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102034.06</valUSD>
        <pctVal>0.0035692984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.943000000000</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>FN 890329</title>
        <cusip>31410LEA6</cusip>
        <identifiers>
          <isin value="US31410LEA61"/>
          <ticker value="FNMA"/>
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        <balance>688032.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>717750.3</valUSD>
        <pctVal>0.0251079395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91408</title>
        <cusip>3128P7R54</cusip>
        <identifiers>
          <isin value="US3128P7R549"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>203530.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212981.5</valUSD>
        <pctVal>0.0074503997</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>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 783740</title>
        <cusip>3622A2EM0</cusip>
        <identifiers>
          <isin value="US3622A2EM01"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>196182.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198850.94</valUSD>
        <pctVal>0.0069560923</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>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 3.25 07/08/29</title>
        <cusip>931142EN9</cusip>
        <identifiers>
          <isin value="US931142EN95"/>
          <ticker value="WMT"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1073320.89</valUSD>
        <pctVal>0.0375463110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 3.55 06/26/25</title>
        <cusip>931142ED1</cusip>
        <identifiers>
          <isin value="US931142ED14"/>
          <ticker value="WMT25"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193364.69</valUSD>
        <pctVal>0.0067641754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.375 10/15/41</title>
        <cusip>00206RJG8</cusip>
        <identifiers>
          <isin value="US00206RJG83"/>
          <ticker value="T"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594968.97</valUSD>
        <pctVal>0.0208128717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BLK 3.25 04/30/29</title>
        <cusip>09247XAP6</cusip>
        <identifiers>
          <isin value="US09247XAP69"/>
          <ticker value="BLK29"/>
        </identifiers>
        <balance>218000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234055.87</valUSD>
        <pctVal>0.0081876115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>The Mosaic Company</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>MOS 5.45 11/15/33</title>
        <cusip>61945CAD5</cusip>
        <identifiers>
          <isin value="US61945CAD56"/>
          <ticker value="MOS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283796.77</valUSD>
        <pctVal>0.0099276199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</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 Realty Investment Trust</name>
        <lei>549300LI6XZ51GOCJ427</lei>
        <title>FRT 3 08/01/22</title>
        <cusip>313747AS6</cusip>
        <identifiers>
          <isin value="US313747AS60"/>
          <ticker value="FRT22"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25537.25</valUSD>
        <pctVal>0.0008933298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.000000000000</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>Toyota Auto Receivables 2019-D Owner Trust</name>
        <lei>N/A</lei>
        <title>TAOT 2019-D A4</title>
        <cusip>89233MAE3</cusip>
        <identifiers>
          <isin value="US89233MAE30"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99862.28</valUSD>
        <pctVal>0.0034933264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.990000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 4.45 11/03/45</title>
        <cusip>594918BL7</cusip>
        <identifiers>
          <isin value="US594918BL72"/>
          <ticker value="MSFT"/>
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        <balance>360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450790.2</valUSD>
        <pctVal>0.0157692906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dollar Tree Inc</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>DLTR 3.7 05/15/23</title>
        <cusip>256746AF5</cusip>
        <identifiers>
          <isin value="US256746AF59"/>
          <ticker value="DLTR"/>
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        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171938</valUSD>
        <pctVal>0.0060146389</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>3.700000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.875 01/15/26</title>
        <cusip>00206RHT2</cusip>
        <identifiers>
          <isin value="US00206RHT23"/>
          <ticker value="T"/>
        </identifiers>
        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69660.6</valUSD>
        <pctVal>0.0024368281</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>3.875000000000</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>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 4.3 02/15/29</title>
        <cusip>22822VAL5</cusip>
        <identifiers>
          <isin value="US22822VAL53"/>
          <ticker value="CCI29"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1108413.79</valUSD>
        <pctVal>0.0387739112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 5.65 06/15/42</title>
        <cusip>031162BH2</cusip>
        <identifiers>
          <isin value="US031162BH25"/>
          <ticker value="AMGN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126877.55</valUSD>
        <pctVal>0.0044383595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</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>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 2.7 02/15/23</title>
        <cusip>674599CE3</cusip>
        <identifiers>
          <isin value="US674599CE35"/>
          <ticker value="OXY"/>
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        <balance>725000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>730773.07</valUSD>
        <pctVal>0.0255634948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>Invesco Finance PLC</name>
        <lei>549300OYQ3LAJYXXO449</lei>
        <title>IVZ 4 01/30/24</title>
        <cusip>46132FAB6</cusip>
        <identifiers>
          <isin value="US46132FAB67"/>
          <ticker value="IVZ/24"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106302.78</valUSD>
        <pctVal>0.0037186244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>International Paper Company</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>IP 3.65 06/15/24</title>
        <cusip>460146CJ0</cusip>
        <identifiers>
          <isin value="US460146CJ08"/>
          <ticker value="IP24"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262541.6</valUSD>
        <pctVal>0.0091840834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFCM 2012-LC5 A3</title>
        <cusip>94988HAC5</cusip>
        <identifiers>
          <isin value="US94988HAC51"/>
          <ticker value="WFCM"/>
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        <balance>143687.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146143.74</valUSD>
        <pctVal>0.0051123186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.918000000000</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>FN AI4361</title>
        <cusip>3138AHZ33</cusip>
        <identifiers>
          <isin value="US3138AHZ333"/>
          <ticker value="FNMA"/>
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        <balance>8482.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8905</valUSD>
        <pctVal>0.0003115097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.050000000000</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>John Deere Capital Corporation</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 3.125 09/10/21 MTN</title>
        <cusip>24422EUK3</cusip>
        <identifiers>
          <isin value="US24422EUK36"/>
          <ticker value="DE/21D"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127882.18</valUSD>
        <pctVal>0.0044735029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>Georgia Power Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>SO 2.4 04/01/21</title>
        <cusip>373334KF7</cusip>
        <identifiers>
          <isin value="US373334KF74"/>
          <ticker value="SO/21"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75339</valUSD>
        <pctVal>0.0026354668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF 3.3 10/30/24</title>
        <cusip>14040HBT1</cusip>
        <identifiers>
          <isin value="US14040HBT14"/>
          <ticker value="COF24A"/>
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        <balance>1050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1093569.03</valUSD>
        <pctVal>0.0382546201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY 3.7 10/05/23 GMTN</title>
        <cusip>78013XW20</cusip>
        <identifiers>
          <isin value="US78013XW204"/>
          <ticker value="RY"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528614.92</valUSD>
        <pctVal>0.0184917114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>WORLD OMNI AUTO TRUST</name>
        <lei>N/A</lei>
        <title>WOART 2018-B A3</title>
        <cusip>98162QAC4</cusip>
        <identifiers>
          <isin value="US98162QAC42"/>
          <ticker value="WOART"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100910.64</valUSD>
        <pctVal>0.0035299996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.870000000000</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>Whirlpool Corporation</name>
        <lei>WHENKOULSSK7WUM60H03</lei>
        <title>WHR 3.7 05/01/25</title>
        <cusip>963320AT3</cusip>
        <identifiers>
          <isin value="US963320AT33"/>
          <ticker value="WHR"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264147.76</valUSD>
        <pctVal>0.0092402692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC 2.95 01/30/23 BKNT</title>
        <cusip>69349LAK4</cusip>
        <identifiers>
          <isin value="US69349LAK44"/>
          <ticker value="PNC/23A"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511779.58</valUSD>
        <pctVal>0.0179027870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</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>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 2.65 12/02/22</title>
        <cusip>025816BD0</cusip>
        <identifiers>
          <isin value="US025816BD05"/>
          <ticker value="AXP22"/>
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        <balance>632000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>644178.71</valUSD>
        <pctVal>0.0225342993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 5.2 02/15/49</title>
        <cusip>22822VAM3</cusip>
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        <curCd>USD</curCd>
        <valUSD>608357.51</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GD 2.25 11/15/22</title>
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          <ticker value="GD22"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>505366.4</valUSD>
        <pctVal>0.0176784447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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      <invstOrSec>
        <name>PPL Electric Utilities Corporation</name>
        <lei>N/A</lei>
        <title>PPL 4.125 06/15/44</title>
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          <ticker value="PPL/44A"/>
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        <curCd>USD</curCd>
        <valUSD>112270.26</valUSD>
        <pctVal>0.0039273754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX 2.75 06/15/21</title>
        <cusip>872539AA9</cusip>
        <identifiers>
          <isin value="US872539AA91"/>
          <ticker value="TJX21"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151846.6</valUSD>
        <pctVal>0.0053118128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALL 5.2 01/15/42</title>
        <cusip>020002AY7</cusip>
        <identifiers>
          <isin value="US020002AY71"/>
          <ticker value="ALL42"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271493.37</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>2042-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 3.3 04/22/24</title>
        <cusip>931142DP5</cusip>
        <identifiers>
          <isin value="US931142DP52"/>
          <ticker value="WMT24"/>
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        <balance>625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>657339.88</valUSD>
        <pctVal>0.0229946960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 6.2 03/15/40</title>
        <cusip>674599DJ1</cusip>
        <identifiers>
          <isin value="US674599DJ13"/>
          <ticker value="OXY"/>
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        <balance>360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432613.22</valUSD>
        <pctVal>0.0151334337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1510 A2</title>
        <cusip>3137FL2L7</cusip>
        <identifiers>
          <isin value="US3137FL2L77"/>
          <ticker value="FEDMFH"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109874.13</valUSD>
        <pctVal>0.0038435554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.718000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1510 A3</title>
        <cusip>3137FL2M5</cusip>
        <identifiers>
          <isin value="US3137FL2M50"/>
          <ticker value="FEDMFH"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110885.33</valUSD>
        <pctVal>0.0038789286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.794000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 3.75 07/15/42</title>
        <cusip>03523TBQ0</cusip>
        <identifiers>
          <isin value="US03523TBQ04"/>
          <ticker value="BUD42A"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67210.85</valUSD>
        <pctVal>0.0023511324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>World Omni Auto Recv Tr 2019-C</name>
        <lei>N/A</lei>
        <title>WOART 2019-C A3</title>
        <cusip>98162RAD0</cusip>
        <identifiers>
          <isin value="US98162RAD08"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99926.74</valUSD>
        <pctVal>0.0034955813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.960000000000</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>The Procter &amp; Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PG 3.5 10/25/47</title>
        <cusip>742718FB0</cusip>
        <identifiers>
          <isin value="US742718FB02"/>
          <ticker value="PG47"/>
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        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400596.08</valUSD>
        <pctVal>0.0140134280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Synchrony Credit Card Master Note Trust</name>
        <lei>549300G1V1M796QIYC04</lei>
        <title>SYNCT 2017-2 A</title>
        <cusip>87165LBU4</cusip>
        <identifiers>
          <isin value="US87165LBU44"/>
          <ticker value="GEMNT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101525.02</valUSD>
        <pctVal>0.0035514915</pctVal>
        <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>2.620000000000</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>Citibank Credit Card Issuance Trust</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CCCIT 2014-A5 A5</title>
        <cusip>17305EFR1</cusip>
        <identifiers>
          <isin value="US17305EFR18"/>
          <ticker value="C"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151754.15</valUSD>
        <pctVal>0.0053085788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.680000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 3.75 06/16/24</title>
        <cusip>172967HT1</cusip>
        <identifiers>
          <isin value="US172967HT16"/>
          <ticker value="C"/>
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        <balance>909000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>965544.23</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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      <invstOrSec>
        <name>John Deere Capital Corporation</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 2.8 03/06/23 MTN</title>
        <cusip>24422ETG4</cusip>
        <identifiers>
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          <ticker value="DE23"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513110.82</valUSD>
        <pctVal>0.0179493557</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>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA1764</title>
        <cusip>31418A6A1</cusip>
        <identifiers>
          <isin value="US31418A6A18"/>
          <ticker value="FNMA"/>
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        <balance>397721.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423652.24</valUSD>
        <pctVal>0.0148199657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>MERCEDES-BENZ AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>MBART 2019-1 A3</title>
        <cusip>58769TAD7</cusip>
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          <ticker value="MBART"/>
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        <curCd>USD</curCd>
        <valUSD>99981.78</valUSD>
        <pctVal>0.0034975067</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 7.95 06/15/39</title>
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        <identifiers>
          <isin value="US674599DH56"/>
          <ticker value="OXY"/>
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        <balance>965000</balance>
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        <curCd>USD</curCd>
        <valUSD>1338391.3</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>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.950000000000</annualizedRt>
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      <invstOrSec>
        <name>World Omni Auto Recv Tr 2019-C</name>
        <lei>N/A</lei>
        <title>WOART 2019-C A4</title>
        <cusip>98162RAE8</cusip>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99912.59</valUSD>
        <pctVal>0.0034950863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.030000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>National Fuel Gas Company</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>NFG 3.75 03/01/23</title>
        <cusip>636180BL4</cusip>
        <identifiers>
          <isin value="US636180BL49"/>
          <ticker value="NFG23A"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258079.21</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>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CNOOC Nexen Finance 2014 ULC</name>
        <lei>N/A</lei>
        <title>CNOOC 4.25 04/30/24</title>
        <cusip>12591DAC5</cusip>
        <identifiers>
          <isin value="US12591DAC56"/>
          <ticker value="5738"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320535.99</valUSD>
        <pctVal>0.0112128107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>UTX 3.75 11/01/46</title>
        <cusip>913017CJ6</cusip>
        <identifiers>
          <isin value="US913017CJ69"/>
          <ticker value="UTX46"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>817323.81</valUSD>
        <pctVal>0.0285911643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Kellogg Company</name>
        <lei>LONOZNOJYIBXOHXWDB86</lei>
        <title>K 2.75 03/01/23</title>
        <cusip>487836BL1</cusip>
        <identifiers>
          <isin value="US487836BL11"/>
          <ticker value="KELA"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355457.77</valUSD>
        <pctVal>0.0124344249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Macy's Retail Holdings, Inc.</name>
        <lei>549300JMONK27O4SQQ19</lei>
        <title>M 5.125 01/15/42</title>
        <cusip>55616XAG2</cusip>
        <identifiers>
          <isin value="US55616XAG25"/>
          <ticker value="M/42"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36801.23</valUSD>
        <pctVal>0.0012873600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG K91490</title>
        <cusip>3132LMRK4</cusip>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>609045.24</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08554</title>
        <cusip>3128MJTL4</cusip>
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          <isin value="US3128MJTL40"/>
          <ticker value="FHLMC"/>
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        <balance>835228.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>879517.36</valUSD>
        <pctVal>0.0307667843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS V2.907 11/07/23 .</title>
        <cusip>539439AP4</cusip>
        <identifiers>
          <isin value="US539439AP41"/>
          <ticker value="LYG23"/>
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        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106582.74</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>2023-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.907000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA0110</title>
        <cusip>3140Q7DQ7</cusip>
        <identifiers>
          <isin value="US3140Q7DQ77"/>
          <ticker value="FNMA"/>
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        <balance>1531886.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1590882.24</valUSD>
        <pctVal>0.0556513526</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 3.6 03/01/35</title>
        <cusip>539830BC2</cusip>
        <identifiers>
          <isin value="US539830BC24"/>
          <ticker value="LMT35"/>
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        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147626.68</valUSD>
        <pctVal>0.0051641939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 4.45 03/03/26 MTN</title>
        <cusip>06051GFU8</cusip>
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          <ticker value="BAC26B"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549154.69</valUSD>
        <pctVal>0.0192102222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>Corporate Office Properties LP</name>
        <lei>H0TWO5VRNEP6CQAWPX27</lei>
        <title>OFC 3.6 05/15/23</title>
        <cusip>22003BAG1</cusip>
        <identifiers>
          <isin value="US22003BAG14"/>
          <ticker value="OFC/23"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92619.36</valUSD>
        <pctVal>0.0032399586</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>3.600000000000</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>Precision Castparts Corp.</name>
        <lei>0XOOAY5P5J7Q734SEC89</lei>
        <title>PCP 4.375 06/15/45</title>
        <cusip>740189AP0</cusip>
        <identifiers>
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          <ticker value="PCP45"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404801.48</valUSD>
        <pctVal>0.0141605389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Starbucks Corporation</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>SBUX 4.3 06/15/45</title>
        <cusip>855244AH2</cusip>
        <identifiers>
          <isin value="US855244AH20"/>
          <ticker value="SRBC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221478.01</valUSD>
        <pctVal>0.0077476199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 3.2 07/06/21</title>
        <cusip>37045XBM7</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18626</title>
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        <valUSD>2860019.06</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Simon Property Group, L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 2.75 02/01/23</title>
        <cusip>828807CN5</cusip>
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          <ticker value="SPG/23"/>
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        <curCd>USD</curCd>
        <valUSD>30597.43</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>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Broadcom Corp</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>AVGO 4.75 04/15/29 144A</title>
        <cusip>11135FAB7</cusip>
        <identifiers>
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          <ticker value="AVGO"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3280449</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GlaxoSmithKline Capital Inc.</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GSK 3.375 05/15/23</title>
        <cusip>377372AL1</cusip>
        <identifiers>
          <isin value="US377372AL15"/>
          <ticker value="GSK/23A"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1042984.58</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>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 2.4 09/15/23</title>
        <cusip>68389XBL8</cusip>
        <identifiers>
          <isin value="US68389XBL82"/>
          <ticker value="ORCL23A"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30501</valUSD>
        <pctVal>0.0010669689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D 4.9 08/01/41 C</title>
        <cusip>25746UBM0</cusip>
        <identifiers>
          <isin value="US25746UBM09"/>
          <ticker value="D41"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41071.18</valUSD>
        <pctVal>0.0014367290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Praxair, Inc.</name>
        <lei>ZU69GUVJQGZ6Z1UOOO79</lei>
        <title>PX 2.7 02/21/23</title>
        <cusip>74005PBF0</cusip>
        <identifiers>
          <isin value="US74005PBF09"/>
          <ticker value="LIN/23"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255344.03</valUSD>
        <pctVal>0.0089323020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>Seagate HDD Cayman</name>
        <lei>529900BD50TRWEG1SF63</lei>
        <title>STX 4.875 06/01/27</title>
        <cusip>81180WAR2</cusip>
        <identifiers>
          <isin value="US81180WAR25"/>
          <ticker value="9SZA"/>
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        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393212.66</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>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>American Campus Communities Operating Partnership, L.P.</name>
        <lei>RDKVCX5HITZ2GPIR7153</lei>
        <title>ACC 4.125 07/01/24</title>
        <cusip>024836AB4</cusip>
        <identifiers>
          <isin value="US024836AB49"/>
          <ticker value="ACC24"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106659.14</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>4.125000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Synchrony Credit Card Master Note Trust</name>
        <lei>549300G1V1M796QIYC04</lei>
        <title>SYNCT 2018-2 A</title>
        <cusip>87165LCC3</cusip>
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          <isin value="US87165LCC37"/>
          <ticker value="GEMNT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104421.33</valUSD>
        <pctVal>0.0036528086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.470000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.419 12/20/28</title>
        <cusip>06051GHD4</cusip>
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          <isin value="US06051GHD43"/>
          <ticker value="NCBX"/>
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        <balance>1200000</balance>
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        <curCd>USD</curCd>
        <valUSD>1260172.52</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>QVC, Inc.</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVCN 4.45 02/15/25</title>
        <cusip>747262AU7</cusip>
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          <ticker value="QVCN"/>
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        <balance>415000</balance>
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        <curCd>USD</curCd>
        <valUSD>429231.62</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>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>QVC, Inc.</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVCN 5.45 08/15/34</title>
        <cusip>747262AW3</cusip>
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          <isin value="US747262AW35"/>
          <ticker value="QVCN"/>
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        <balance>450000</balance>
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        <curCd>USD</curCd>
        <valUSD>432037.42</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alabama Power Company</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>SO 4.1 01/15/42</title>
        <cusip>010392FG8</cusip>
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          <isin value="US010392FG85"/>
          <ticker value="SO/42"/>
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        <balance>730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>784040.29</valUSD>
        <pctVal>0.0274268588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</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>The Johns Hopkins University</name>
        <lei>549300Z1XKWYKTIOM958</lei>
        <title>JHUNIV 4.083 07/01/53 2013</title>
        <cusip>478115AB4</cusip>
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          <isin value="US478115AB49"/>
          <ticker value="JHUNIV"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115554.08</valUSD>
        <pctVal>0.0040422482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.083000000000</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>Ally Master Owner Trust</name>
        <lei>N/A</lei>
        <title>AMOT 2018-2 A</title>
        <cusip>02005AGU6</cusip>
        <identifiers>
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        <name>Target Corporation</name>
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      <invstOrSec>
        <name>Barclays PLC</name>
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      <invstOrSec>
        <name>El Paso Natural Gas Company</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>Cardinal Health, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K155 A3</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
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          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 3.65 09/01/25</title>
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      <invstOrSec>
        <name>AmerisourceBergen Corporation</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AZ4775</title>
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          <ticker value="FNMA"/>
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        <issuerCat>USGSE</issuerCat>
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        <name>UBS Commercial Mor</name>
        <lei>N/A</lei>
        <title>UBSCM 2012-C1 A3</title>
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          <isin value="US90269GAC50"/>
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        <valUSD>.01</valUSD>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02973</title>
        <cusip>3128M4T60</cusip>
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          <ticker value="FHLMC"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A31136</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G03218</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G03176</title>
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      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WM 3.9 03/01/35</title>
        <cusip>94106LBB4</cusip>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Commercial Mortgage Trust 2013-CR</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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          <ticker value="FHLMC"/>
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        <name>Alibaba Group Holding Ltd</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <name>Citibank Credit Card Issuance Trust</name>
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        <name>QUALCOMM Incorporated</name>
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        <name>Amgen Inc.</name>
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        <name>Waste Management, Inc.</name>
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        <name>The Boeing Company</name>
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        <title>BA 3.3 03/01/35</title>
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        <name>Verizon Communications Inc.</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G12868</title>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A51296</title>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>ConocoPhillips</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GlaxoSmithKline Capital Inc.</name>
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        <name>Baxter International, Inc.</name>
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        <name>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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          <ticker value="WBK21A"/>
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        <curCd>USD</curCd>
        <valUSD>250325.18</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Air Products &amp; Chemicals, Inc.</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>APD 2.75 02/03/23</title>
        <cusip>009158AT3</cusip>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>255205.21</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 5.25 08/15/43 144A</title>
        <cusip>110122BS6</cusip>
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          <ticker value="BMY"/>
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        <curCd>USD</curCd>
        <valUSD>110301.21</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 2.5 11/02/22</title>
        <cusip>718172CD9</cusip>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>253701.52</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2022-11-02</maturityDt>
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        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 3 11/13/27</title>
        <cusip>037833DK3</cusip>
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          <ticker value="APC4"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <name>International Paper Company</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>IP 3 02/15/27</title>
        <cusip>460146CP6</cusip>
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          <ticker value="IP27"/>
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        <name>Microsoft Corporation</name>
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        <title>MSFT 3.95 08/08/56</title>
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        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 7.75 05/14/38</title>
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        <name>Suncor Energy Inc.</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>SUCN 6.8 05/15/38</title>
        <cusip>71644EAJ1</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 3.625 05/15/24 144A</title>
        <cusip>110122BM9</cusip>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 4.35 11/15/47 144A</title>
        <cusip>110122BV9</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 8.15 06/15/38</title>
        <cusip>444859AZ5</cusip>
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          <ticker value="HUM38"/>
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        <balance>280000</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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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Spectrum Management Holding Company LLC</name>
        <lei>B1WXCWLJVJXMWJX6O298</lei>
        <title>TWC 7.3 07/01/38</title>
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          <ticker value="TWC38"/>
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        <curCd>USD</curCd>
        <valUSD>919663.02</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>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.300000000000</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>Precision Castparts Corp.</name>
        <lei>0XOOAY5P5J7Q734SEC89</lei>
        <title>PCP 3.9 01/15/43</title>
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        <identifiers>
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          <ticker value="PCP"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108361.26</valUSD>
        <pctVal>0.0037906330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Santander UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>SANUK 4 03/13/24</title>
        <cusip>80283LAJ2</cusip>
        <identifiers>
          <isin value="US80283LAJ26"/>
          <ticker value="SAN/24"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267260.66</valUSD>
        <pctVal>0.0093491629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Toyota Auto Receivables Owner Trust 2018-D</name>
        <lei>N/A</lei>
        <title>TAOT 2018-D A3</title>
        <cusip>89231PAD0</cusip>
        <identifiers>
          <isin value="US89231PAD06"/>
          <ticker value="TAOT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203436.68</valUSD>
        <pctVal>0.0071165081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.180000000000</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>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 3.2 06/15/26 144A</title>
        <cusip>110122CA4</cusip>
        <identifiers>
          <isin value="US110122CA48"/>
          <ticker value="BMY"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315185.69</valUSD>
        <pctVal>0.0110256495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G04650</title>
        <cusip>3128M6QB7</cusip>
        <identifiers>
          <isin value="US3128M6QB74"/>
          <ticker value="FHLMC"/>
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        <balance>77483.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87402.85</valUSD>
        <pctVal>0.0030574776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K032 A2</title>
        <cusip>3137B4GY6</cusip>
        <identifiers>
          <isin value="US3137B4GY67"/>
          <ticker value="FHLMC"/>
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        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379691.43</valUSD>
        <pctVal>0.0132821532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.310000000000</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>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 3.1 01/09/23 GMTN</title>
        <cusip>36962G6S8</cusip>
        <identifiers>
          <isin value="US36962G6S82"/>
          <ticker value="GE"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510876.31</valUSD>
        <pctVal>0.0178711893</pctVal>
        <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>3.100000000000</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>Duke Energy Indiana Inc.</name>
        <lei>6URPHM2EAWGJ2C6ISB97</lei>
        <title>DUK 4.9 07/15/43 WWW</title>
        <cusip>263901AF7</cusip>
        <identifiers>
          <isin value="US263901AF72"/>
          <ticker value="DUK/43A"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1233718.63</valUSD>
        <pctVal>0.0431572550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A67116</title>
        <cusip>3128KX3Z2</cusip>
        <identifiers>
          <isin value="US3128KX3Z25"/>
          <ticker value="FHLMC"/>
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        <balance>14831.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17260.32</valUSD>
        <pctVal>0.0006037909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>JPMBB Commercial Mortgage Securities Trust 2014-C25</name>
        <lei>N/A</lei>
        <title>JPMBB 2014-C25 A5</title>
        <cusip>46643PBE9</cusip>
        <identifiers>
          <isin value="US46643PBE97"/>
          <ticker value="JPMBB"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158728.32</valUSD>
        <pctVal>0.0055525453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.672000000000</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>Hershey Co (The)</name>
        <lei>21X2CX66SU2BR6QTAD08</lei>
        <title>HSY 2.3 08/15/26</title>
        <cusip>427866AX6</cusip>
        <identifiers>
          <isin value="US427866AX66"/>
          <ticker value="HSY26"/>
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        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>368692.31</valUSD>
        <pctVal>0.0128973881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>KO 2.5 04/01/23</title>
        <cusip>191216AZ3</cusip>
        <identifiers>
          <isin value="US191216AZ30"/>
          <ticker value="CCCB"/>
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        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363004.95</valUSD>
        <pctVal>0.0126984361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 2.4 08/08/26</title>
        <cusip>594918BR4</cusip>
        <identifiers>
          <isin value="US594918BR43"/>
          <ticker value="MSFT"/>
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        <balance>2670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2701625.59</valUSD>
        <pctVal>0.0945067552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 1.65 03/01/21</title>
        <cusip>478160BS2</cusip>
        <identifiers>
          <isin value="US478160BS27"/>
          <ticker value="JNJ21B"/>
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        <balance>185000</balance>
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        <curCd>USD</curCd>
        <valUSD>184928.24</valUSD>
        <pctVal>0.0064690562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</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>FN BO3181</title>
        <cusip>3140JXRB6</cusip>
        <identifiers>
          <isin value="US3140JXRB60"/>
          <ticker value="FNMA"/>
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        <balance>1335304.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1320592.89</valUSD>
        <pctVal>0.0461962418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>FN 945876</title>
        <cusip>31413HJV1</cusip>
        <identifiers>
          <isin value="US31413HJV15"/>
          <ticker value="FNMA"/>
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        <balance>9197.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10244.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 3.5 01/31/23</title>
        <cusip>03027XAB6</cusip>
        <identifiers>
          <isin value="US03027XAB64"/>
          <ticker value="AMT23"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217629.35</valUSD>
        <pctVal>0.0076129882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Duke Realty Limited Partnership</name>
        <lei>2549009GZDBNY1KE9O81</lei>
        <title>DRE 4.375 06/15/22</title>
        <cusip>26441YAV9</cusip>
        <identifiers>
          <isin value="US26441YAV92"/>
          <ticker value="DRE/22"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104826.69</valUSD>
        <pctVal>0.0036669886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Reynolds American Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>BATSLN 4.45 06/12/25</title>
        <cusip>761713BG0</cusip>
        <identifiers>
          <isin value="US761713BG06"/>
          <ticker value="RAI25"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>538442.61</valUSD>
        <pctVal>0.0188354982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 4.25 10/26/49 144A</title>
        <cusip>110122CD8</cusip>
        <identifiers>
          <isin value="US110122CD86"/>
          <ticker value="BMY"/>
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        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445228.26</valUSD>
        <pctVal>0.0155747259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 4.2 03/01/21</title>
        <cusip>37045XBF2</cusip>
        <identifiers>
          <isin value="US37045XBF24"/>
          <ticker value="GM/21A"/>
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        <balance>1315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1343431.26</valUSD>
        <pctVal>0.0469951608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Kellogg Company</name>
        <lei>LONOZNOJYIBXOHXWDB86</lei>
        <title>K 4.5 04/01/46</title>
        <cusip>487836BQ0</cusip>
        <identifiers>
          <isin value="US487836BQ08"/>
          <ticker value="K46"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>837300.41</valUSD>
        <pctVal>0.0292899746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Caterpillar Financial Services Corporation</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CAT 3.75 11/24/23 MTN</title>
        <cusip>14912L5X5</cusip>
        <identifiers>
          <isin value="US14912L5X53"/>
          <ticker value="CAT"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1067446.54</valUSD>
        <pctVal>0.0373408178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Mylan Inc</name>
        <lei>30ZMPDNA1RHIBH89C294</lei>
        <title>MYL 5.4 11/29/43</title>
        <cusip>628530BC0</cusip>
        <identifiers>
          <isin value="US628530BC02"/>
          <ticker value="MYL"/>
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        <balance>585000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>648330.13</valUSD>
        <pctVal>0.0226795219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AO0800</title>
        <cusip>3138LQ3J1</cusip>
        <identifiers>
          <isin value="US3138LQ3J18"/>
          <ticker value="FNMA"/>
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        <balance>391505.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401776.74</valUSD>
        <pctVal>0.0140547292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC 2.375 01/13/22</title>
        <cusip>3137EADB2</cusip>
        <identifiers>
          <isin value="US3137EADB22"/>
          <ticker value="FHLMC"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1523121.99</valUSD>
        <pctVal>0.0532810015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1511 A3</title>
        <cusip>3137FLYK4</cusip>
        <identifiers>
          <isin value="US3137FLYK48"/>
          <ticker value="FEDMFH"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108351.11</valUSD>
        <pctVal>0.0037902779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.542000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1511 A2</title>
        <cusip>3137FLYJ7</cusip>
        <identifiers>
          <isin value="US3137FLYJ74"/>
          <ticker value="FEDMFH"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107378.65</valUSD>
        <pctVal>0.0037562599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.470000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.45 08/04/26</title>
        <cusip>037833BZ2</cusip>
        <identifiers>
          <isin value="US037833BZ29"/>
          <ticker value="AAPL"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228213.16</valUSD>
        <pctVal>0.0079832251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 4.049 11/01/52</title>
        <cusip>20030NCG4</cusip>
        <identifiers>
          <isin value="US20030NCG43"/>
          <ticker value="CMCSA"/>
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        <balance>1169000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1309711.34</valUSD>
        <pctVal>0.0458155895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.049000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>The Republic of Peru</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERU 6.55 03/14/37</title>
        <cusip>715638AU6</cusip>
        <identifiers>
          <isin value="US715638AU64"/>
          <ticker value="RPEF"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>731250</valUSD>
        <pctVal>0.0255801785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.550000000000</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>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRPCN V0 05/15/67</title>
        <cusip>89352HAC3</cusip>
        <identifiers>
          <isin value="US89352HAC34"/>
          <ticker value="TRPCN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83661.99</valUSD>
        <pctVal>0.0029266169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.119880000000</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>FN AB2768</title>
        <cusip>31416YCE6</cusip>
        <identifiers>
          <isin value="US31416YCE68"/>
          <ticker value="FNMA"/>
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        <balance>404002.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439882.82</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K018 A2</title>
        <cusip>3137APP61</cusip>
        <identifiers>
          <isin value="US3137APP610"/>
          <ticker value="FHLMC"/>
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        <balance>498313.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503752.07</valUSD>
        <pctVal>0.0176219731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.789000000000</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>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 4.25 05/15/49</title>
        <cusip>459200KC4</cusip>
        <identifiers>
          <isin value="US459200KC42"/>
          <ticker value="IBM"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>572231.53</valUSD>
        <pctVal>0.0200174833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Dupont De Nemours Inc</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DD 5.319 11/15/38</title>
        <cusip>26078JAE0</cusip>
        <identifiers>
          <isin value="US26078JAE01"/>
          <ticker value="DWDP38"/>
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        <balance>208000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248283.59</valUSD>
        <pctVal>0.0086853177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.319000000000</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>PacifiCorp</name>
        <lei>SGY07Y7FNYBNLM6Z1M11</lei>
        <title>BRKHEC 6.1 08/01/36</title>
        <cusip>695114CB2</cusip>
        <identifiers>
          <isin value="US695114CB21"/>
          <ticker value="BRK.B/36A"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270012.14</valUSD>
        <pctVal>0.0094454136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</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>Canadian Pacific Railway Company</name>
        <lei>54930036474DURYNB481</lei>
        <title>CP 5.95 05/15/37</title>
        <cusip>13645RAF1</cusip>
        <identifiers>
          <isin value="US13645RAF10"/>
          <ticker value="CP37"/>
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        <balance>710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>955783.99</valUSD>
        <pctVal>0.0334347009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 5.2 12/03/25</title>
        <cusip>023135BN5</cusip>
        <identifiers>
          <isin value="US023135BN51"/>
          <ticker value="AMZN"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583205.27</valUSD>
        <pctVal>0.0204013605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</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</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AER 4.5 05/15/21</title>
        <cusip>00772BAF8</cusip>
        <identifiers>
          <isin value="US00772BAF85"/>
          <ticker value="AER"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1032155.67</valUSD>
        <pctVal>0.0361062923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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 2018-3</name>
        <lei>N/A</lei>
        <title>AMCAR 2018-3 C</title>
        <cusip>03066MAF3</cusip>
        <identifiers>
          <isin value="US03066MAF32"/>
          <ticker value="AMCAR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103838.97</valUSD>
        <pctVal>0.0036324368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.740000000000</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>Americredit Automobile Receivables Trust 2018-3</name>
        <lei>N/A</lei>
        <title>AMCAR 2018-3 B</title>
        <cusip>03066MAE6</cusip>
        <identifiers>
          <isin value="US03066MAE66"/>
          <ticker value="AMCAR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102697.59</valUSD>
        <pctVal>0.0035925096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.580000000000</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>Healthpeak Properties Inc</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>PEAK 3.4 02/01/25</title>
        <cusip>40414LAM1</cusip>
        <identifiers>
          <isin value="US40414LAM19"/>
          <ticker value="PEAK25"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208885.39</valUSD>
        <pctVal>0.0073071119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>American International Group, Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AIG 3.9 04/01/26</title>
        <cusip>026874DH7</cusip>
        <identifiers>
          <isin value="US026874DH71"/>
          <ticker value="AIG26"/>
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        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1020440.12</valUSD>
        <pctVal>0.0356964655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</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>Vodafone Group plc</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 4.125 05/30/25</title>
        <cusip>92857WBJ8</cusip>
        <identifiers>
          <isin value="US92857WBJ80"/>
          <ticker value="VOD"/>
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        <balance>895000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>972214.34</valUSD>
        <pctVal>0.0340094582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WM 2.95 06/15/24</title>
        <cusip>94106LBF5</cusip>
        <identifiers>
          <isin value="US94106LBF58"/>
          <ticker value="WM24A"/>
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        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109434.25</valUSD>
        <pctVal>0.0038281677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</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>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D 4.25 06/01/28</title>
        <cusip>25746UCY3</cusip>
        <identifiers>
          <isin value="US25746UCY38"/>
          <ticker value="D"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1106459.07</valUSD>
        <pctVal>0.0387055323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Honda Auto Receivables Owner Trust 2018-4</name>
        <lei>N/A</lei>
        <title>HAROT 2018-4 A4</title>
        <cusip>43815AAD4</cusip>
        <identifiers>
          <isin value="US43815AAD46"/>
          <ticker value="HAROT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102948.5</valUSD>
        <pctVal>0.0036012868</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>3.300000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5280</title>
        <cusip>36202F2M7</cusip>
        <identifiers>
          <isin value="US36202F2M77"/>
          <ticker value="GNR"/>
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        <balance>283192.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300592.68</valUSD>
        <pctVal>0.0105151650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G31057</title>
        <cusip>3132J4MF3</cusip>
        <identifiers>
          <isin value="US3132J4MF33"/>
          <ticker value="FHLMC"/>
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        <balance>397172.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406554.48</valUSD>
        <pctVal>0.0142218614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NSC 2.903 02/15/23</title>
        <cusip>655844BL1</cusip>
        <identifiers>
          <isin value="US655844BL13"/>
          <ticker value="NSC23"/>
        </identifiers>
        <balance>725000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>743165.02</valUSD>
        <pctVal>0.0259969830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.903000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>F 3.35 11/01/22</title>
        <cusip>345397ZU0</cusip>
        <identifiers>
          <isin value="US345397ZU05"/>
          <ticker value="F/22V"/>
        </identifiers>
        <balance>470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474782.05</valUSD>
        <pctVal>0.0166085601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 6 05/15/37 A</title>
        <cusip>927804FB5</cusip>
        <identifiers>
          <isin value="US927804FB53"/>
          <ticker value="D/37"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20273.84</valUSD>
        <pctVal>0.0007092081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 6.1 06/01/37</title>
        <cusip>26442CAA2</cusip>
        <identifiers>
          <isin value="US26442CAA27"/>
          <ticker value="DUK/37"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204086.06</valUSD>
        <pctVal>0.0071392244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.100000000000</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>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>AMAT 3.9 10/01/25</title>
        <cusip>038222AJ4</cusip>
        <identifiers>
          <isin value="US038222AJ43"/>
          <ticker value="AMAT"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545126.32</valUSD>
        <pctVal>0.0190693040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>MMM 3.375 03/01/29 MTN</title>
        <cusip>88579YBG5</cusip>
        <identifiers>
          <isin value="US88579YBG52"/>
          <ticker value="MMM29"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534327.81</valUSD>
        <pctVal>0.0186915566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <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>FN 735502</title>
        <cusip>31402RDF3</cusip>
        <identifiers>
          <isin value="US31402RDF38"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>12302.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14105.81</valUSD>
        <pctVal>0.0004934416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <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>FN 832628</title>
        <cusip>31407KA58</cusip>
        <identifiers>
          <isin value="US31407KA587"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2766.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2772.95</valUSD>
        <pctVal>0.0000970018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 6.2 02/14/59</title>
        <cusip>02209SBG7</cusip>
        <identifiers>
          <isin value="US02209SBG75"/>
          <ticker value="MO59"/>
        </identifiers>
        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333643.49</valUSD>
        <pctVal>0.0116713299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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>WPP Finance 2010</name>
        <lei>549300OJB3S151W7KN44</lei>
        <title>WPPLN 3.75 09/19/24</title>
        <cusip>92936MAF4</cusip>
        <identifiers>
          <isin value="US92936MAF41"/>
          <ticker value="WPPLN"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158299.67</valUSD>
        <pctVal>0.0055375505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>FNA 2019-M7 A2</title>
        <cusip>3136B4QB7</cusip>
        <identifiers>
          <isin value="US3136B4QB72"/>
          <ticker value="FNMA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210284.72</valUSD>
        <pctVal>0.0073560624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.143000000000</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>FN MA1511</title>
        <cusip>31418AVD7</cusip>
        <identifiers>
          <isin value="US31418AVD70"/>
          <ticker value="FNMA"/>
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        <balance>285006.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284689.3</valUSD>
        <pctVal>0.0099588418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 755677</title>
        <cusip>36230QJW9</cusip>
        <identifiers>
          <isin value="US36230QJW96"/>
          <ticker value="GNR"/>
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        <balance>238844.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252589.65</valUSD>
        <pctVal>0.0088359498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 782259</title>
        <cusip>36241KQL5</cusip>
        <identifiers>
          <isin value="US36241KQL51"/>
          <ticker value="GNR"/>
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        <balance>97674.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108124.59</valUSD>
        <pctVal>0.0037823539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>HNDA 1.65 07/12/21 MTN</title>
        <cusip>02665WBF7</cusip>
        <identifiers>
          <isin value="US02665WBF77"/>
          <ticker value="HNDA"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399077</valUSD>
        <pctVal>0.0139602884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.650000000000</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>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 6.875 01/10/39 GMTN</title>
        <cusip>36962G4B7</cusip>
        <identifiers>
          <isin value="US36962G4B75"/>
          <ticker value="GE/39"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400962.83</valUSD>
        <pctVal>0.0140262574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya Holdings Inc</name>
        <lei>549300QKBENKLBXQ8968</lei>
        <title>AET 2.75 11/15/22</title>
        <cusip>008117AP8</cusip>
        <identifiers>
          <isin value="US008117AP87"/>
          <ticker value="CVS/22A"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406518.31</valUSD>
        <pctVal>0.0142205961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Ventas Realty L.P./Ventas Capital Corp.</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VTR 3.75 05/01/24</title>
        <cusip>92277GAD9</cusip>
        <identifiers>
          <isin value="US92277GAD97"/>
          <ticker value="VTR/24"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63027.83</valUSD>
        <pctVal>0.0022048043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT 3.3 12/16/24</title>
        <cusip>857477AN3</cusip>
        <identifiers>
          <isin value="US857477AN34"/>
          <ticker value="STT"/>
        </identifiers>
        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348136.24</valUSD>
        <pctVal>0.0121783072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BDX 4.685 12/15/44</title>
        <cusip>075887BG3</cusip>
        <identifiers>
          <isin value="US075887BG35"/>
          <ticker value="BDX44"/>
        </identifiers>
        <balance>239000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>279703.91</valUSD>
        <pctVal>0.0097844457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.685000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G13433</title>
        <cusip>3128MCBA2</cusip>
        <identifiers>
          <isin value="US3128MCBA24"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>27263.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28498.71</valUSD>
        <pctVal>0.0009969259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>FN AS7580</title>
        <cusip>3138WHM66</cusip>
        <identifiers>
          <isin value="US3138WHM665"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>933235.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>955805.99</valUSD>
        <pctVal>0.0334354705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>G2 3665</title>
        <cusip>36202ECA5</cusip>
        <identifiers>
          <isin value="US36202ECA55"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>117564.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132111.24</valUSD>
        <pctVal>0.0046214415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>BANK 2019-BNK19</name>
        <lei>N/A</lei>
        <title>BANK 2019-BN19 A3</title>
        <cusip>06540WBD4</cusip>
        <identifiers>
          <isin value="US06540WBD48"/>
          <ticker value="BANK"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313244.73</valUSD>
        <pctVal>0.0109577519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-08-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.183000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J09463</title>
        <cusip>3128PMQQ6</cusip>
        <identifiers>
          <isin value="US3128PMQQ65"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>28540.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29496.54</valUSD>
        <pctVal>0.0010318315</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>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A78507</title>
        <cusip>3128LCNY8</cusip>
        <identifiers>
          <isin value="US3128LCNY80"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>263200.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289963.08</valUSD>
        <pctVal>0.0101433263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBK 5.75 12/01/43</title>
        <cusip>21684AAB2</cusip>
        <identifiers>
          <isin value="US21684AAB26"/>
          <ticker value="RABOBK"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>330789.66</valUSD>
        <pctVal>0.0115714988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dupont De Nemours Inc</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DD 4.725 11/15/28</title>
        <cusip>26078JAD2</cusip>
        <identifiers>
          <isin value="US26078JAD28"/>
          <ticker value="DWDP28A"/>
        </identifiers>
        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>658554.82</valUSD>
        <pctVal>0.0230371963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.725000000000</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>Deere &amp; Company</name>
        <lei>PWFTNG3EI0Y73OXWDH08</lei>
        <title>DE 5.375 10/16/29</title>
        <cusip>244199BD6</cusip>
        <identifiers>
          <isin value="US244199BD66"/>
          <ticker value="DE29"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310808.58</valUSD>
        <pctVal>0.0108725319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>Republic of Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>COLOM 6.125 01/18/41</title>
        <cusip>195325BM6</cusip>
        <identifiers>
          <isin value="US195325BM66"/>
          <ticker value="COLOM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>323500</valUSD>
        <pctVal>0.0113164960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>FN AE0949</title>
        <cusip>31419BBT1</cusip>
        <identifiers>
          <isin value="US31419BBT17"/>
          <ticker value="FNMA"/>
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        <balance>843282.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>904466.07</valUSD>
        <pctVal>0.0316395261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FN MA1239</title>
        <cusip>31418ALV8</cusip>
        <identifiers>
          <isin value="US31418ALV88"/>
          <ticker value="FNMA"/>
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        <balance>445741.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>466106.37</valUSD>
        <pctVal>0.0163050723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Georgia Power Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>SO 2.65 09/15/29 B</title>
        <cusip>373334KL4</cusip>
        <identifiers>
          <isin value="US373334KL43"/>
          <ticker value="SO/29"/>
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        <balance>910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>898136.51</valUSD>
        <pctVal>0.0314181090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synchrony Card Issuance Trust 2018-1</name>
        <lei>N/A</lei>
        <title>SYNIT 2019-A1 A</title>
        <cusip>87166PAE1</cusip>
        <identifiers>
          <isin value="US87166PAE16"/>
          <ticker value="SYNIT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203953.22</valUSD>
        <pctVal>0.0071345775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</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>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 7.55 04/15/38</title>
        <cusip>29379VAM5</cusip>
        <identifiers>
          <isin value="US29379VAM54"/>
          <ticker value="EPD38"/>
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        <balance>515000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747178.42</valUSD>
        <pctVal>0.0261373775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.550000000000</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>Entergy Louisiana, LLC</name>
        <lei>0V5453U14HDZO63CGH17</lei>
        <title>ETR 5.4 11/01/24</title>
        <cusip>29364WAK4</cusip>
        <identifiers>
          <isin value="US29364WAK45"/>
          <ticker value="ETR/24D"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171803.49</valUSD>
        <pctVal>0.0060099336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</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>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 3.625 05/20/21 MTN</title>
        <cusip>58013MEL4</cusip>
        <identifiers>
          <isin value="US58013MEL46"/>
          <ticker value="MCD21"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205063.19</valUSD>
        <pctVal>0.0071734058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 2 01/26/22</title>
        <cusip>459058FY4</cusip>
        <identifiers>
          <isin value="US459058FY46"/>
          <ticker value="IBRD"/>
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        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236683.42</valUSD>
        <pctVal>0.0082795270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 2.954 05/16/26</title>
        <cusip>166764BL3</cusip>
        <identifiers>
          <isin value="US166764BL33"/>
          <ticker value="CVX26"/>
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        <balance>1325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1384977.54</valUSD>
        <pctVal>0.0484485096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.954000000000</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>Air Products &amp; Chemicals, Inc.</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>APD 3 11/03/21</title>
        <cusip>009158AR7</cusip>
        <identifiers>
          <isin value="US009158AR75"/>
          <ticker value="APD21A"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306112.37</valUSD>
        <pctVal>0.0107082517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FN 833163</title>
        <cusip>31407KTU3</cusip>
        <identifiers>
          <isin value="US31407KTU33"/>
          <ticker value="FNMA"/>
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        <balance>59210.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65204.08</valUSD>
        <pctVal>0.0022809327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>FN 844909</title>
        <cusip>31407YVA4</cusip>
        <identifiers>
          <isin value="US31407YVA45"/>
          <ticker value="FNMA"/>
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        <balance>304.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314.24</valUSD>
        <pctVal>0.0000109926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>MS 3.95 04/23/27</title>
        <cusip>61761JZN2</cusip>
        <identifiers>
          <isin value="US61761JZN26"/>
          <ticker value="MS27C"/>
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        <balance>1190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1276758.65</valUSD>
        <pctVal>0.0446628569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AL 3.5 01/15/22</title>
        <cusip>00912XBE3</cusip>
        <identifiers>
          <isin value="US00912XBE31"/>
          <ticker value="AL22C"/>
        </identifiers>
        <balance>214000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219928.14</valUSD>
        <pctVal>0.0076934032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN AB9363</title>
        <cusip>31417GMM5</cusip>
        <identifiers>
          <isin value="US31417GMM59"/>
          <ticker value="FNMA"/>
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        <balance>2197025.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2315889.14</valUSD>
        <pctVal>0.0810131384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN AQ6784</title>
        <cusip>3138MNRE2</cusip>
        <identifiers>
          <isin value="US3138MNRE27"/>
          <ticker value="FNMA"/>
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        <balance>693175.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>730676.2</valUSD>
        <pctVal>0.0255601061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 2018-L1</name>
        <lei>N/A</lei>
        <title>MSC 2018-L1 A4</title>
        <cusip>61691QAE8</cusip>
        <identifiers>
          <isin value="US61691QAE89"/>
          <ticker value="MSC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225873.5</valUSD>
        <pctVal>0.0079013804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.407000000000</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>AvalonBay Communities, Inc.</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AVB 4.35 04/15/48 MTN</title>
        <cusip>05348EBE8</cusip>
        <identifiers>
          <isin value="US05348EBE86"/>
          <ticker value="AVB"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>589091.93</valUSD>
        <pctVal>0.0206072844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</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>GN 704514</title>
        <cusip>36296XVF8</cusip>
        <identifiers>
          <isin value="US36296XVF85"/>
          <ticker value="GNR"/>
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        <balance>471149.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513377.76</valUSD>
        <pctVal>0.0179586936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FNA 2017-M1 A2</title>
        <cusip>3136AUG21</cusip>
        <identifiers>
          <isin value="US3136AUG215"/>
          <ticker value="FNMA"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100806.88</valUSD>
        <pctVal>0.0035263699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.417000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AA6243</title>
        <cusip>36178D5C1</cusip>
        <identifiers>
          <isin value="US36178D5C16"/>
          <ticker value="GNR"/>
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        <balance>154452.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162207.04</valUSD>
        <pctVal>0.0056742359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN AU1657</title>
        <cusip>3138X0ZX9</cusip>
        <identifiers>
          <isin value="US3138X0ZX95"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>385051.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390951.23</valUSD>
        <pctVal>0.0136760372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <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>FN AJ9218</title>
        <cusip>3138E2G41</cusip>
        <identifiers>
          <isin value="US3138E2G411"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>637338.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>682790.53</valUSD>
        <pctVal>0.0238849964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BO4708</title>
        <cusip>3140K0GS1</cusip>
        <identifiers>
          <isin value="US3140K0GS15"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>1345910.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1365584.87</valUSD>
        <pctVal>0.0477701260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AA6160</title>
        <cusip>36178DZZ7</cusip>
        <identifiers>
          <isin value="US36178DZZ76"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>399458.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419513.47</valUSD>
        <pctVal>0.0146751855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Jpmcc Commercial Mortgage Securities</name>
        <lei>N/A</lei>
        <title>JPMCC 2017-JP7 A5</title>
        <cusip>465968AE5</cusip>
        <identifiers>
          <isin value="US465968AE58"/>
          <ticker value="JPMCC"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105824.13</valUSD>
        <pctVal>0.0037018805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.454000000000</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>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1512 A2</title>
        <cusip>3137FMTS1</cusip>
        <identifiers>
          <isin value="US3137FMTS12"/>
          <ticker value="FEDMFH"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103847.94</valUSD>
        <pctVal>0.0036327505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.988000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Colgate-Palmolive Company</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>CL 2.1 05/01/23 MTN</title>
        <cusip>19416QEC0</cusip>
        <identifiers>
          <isin value="US19416QEC06"/>
          <ticker value="CL"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252455.81</valUSD>
        <pctVal>0.0088312679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Swedish Export Credit Corporation</name>
        <lei>1FOLRR5RWTWWI397R131</lei>
        <title>SEK 1.75 03/10/21 GMTN</title>
        <cusip>00254EMJ8</cusip>
        <identifiers>
          <isin value="US00254EMJ81"/>
          <ticker value="SEK"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499979.99</valUSD>
        <pctVal>0.0174900203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EnCana Corporation</name>
        <lei>CZ72ZHBVKZXQRV3XFE26</lei>
        <title>ECACN 6.625 08/15/37</title>
        <cusip>292505AE4</cusip>
        <identifiers>
          <isin value="US292505AE49"/>
          <ticker value="ECA37"/>
        </identifiers>
        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218068.22</valUSD>
        <pctVal>0.0076283405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K023 A2</title>
        <cusip>3137AWQH1</cusip>
        <identifiers>
          <isin value="US3137AWQH11"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352420.36</valUSD>
        <pctVal>0.0123281719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.307000000000</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>FN AO0752</title>
        <cusip>3138LQZS6</cusip>
        <identifiers>
          <isin value="US3138LQZS60"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>621777.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>640646.3</valUSD>
        <pctVal>0.0224107305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMBB 2014-C19 A4</title>
        <cusip>46641WAV9</cusip>
        <identifiers>
          <isin value="US46641WAV90"/>
          <ticker value="JPMBB"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>532611.6</valUSD>
        <pctVal>0.0186315211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.996500000000</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>FN AS0275</title>
        <cusip>3138W9JV3</cusip>
        <identifiers>
          <isin value="US3138W9JV33"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>234113.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241211.88</valUSD>
        <pctVal>0.0084379391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FN AT5026</title>
        <cusip>3138WSSQ2</cusip>
        <identifiers>
          <isin value="US3138WSSQ25"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1864901.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1920641.55</valUSD>
        <pctVal>0.0671868083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K033 A2</title>
        <cusip>3137B4WB8</cusip>
        <identifiers>
          <isin value="US3137B4WB80"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361574.61</valUSD>
        <pctVal>0.0126484007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.060000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AstraZeneca Plc</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AZN 6.45 09/15/37</title>
        <cusip>046353AD0</cusip>
        <identifiers>
          <isin value="US046353AD01"/>
          <ticker value="AZN37"/>
        </identifiers>
        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634712.63</valUSD>
        <pctVal>0.0222031622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Florida, Inc</name>
        <lei>7MOHLM3DKE63RX2ZCN83</lei>
        <title>DUK 6.35 09/15/37</title>
        <cusip>341099CH0</cusip>
        <identifiers>
          <isin value="US341099CH09"/>
          <ticker value="DUK/37A"/>
        </identifiers>
        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476361.86</valUSD>
        <pctVal>0.0166638241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V80058</title>
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          <isin value="US3132L5B362"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>678940.2</valUSD>
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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>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3132GFN457"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>419963.38</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5176</title>
        <cusip>36202FXD3</cusip>
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          <isin value="US36202FXD31"/>
          <ticker value="GNR"/>
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        <balance>684046.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>754435.78</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36180C5Q83"/>
          <ticker value="GNR"/>
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        <balance>693396.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>726955.53</valUSD>
        <pctVal>0.0254299517</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1512 A3</title>
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          <isin value="US3137FMTT94"/>
          <ticker value="FEDMFH"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103249.86</valUSD>
        <pctVal>0.0036118288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.059000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AE7758</title>
        <cusip>31419JTQ1</cusip>
        <identifiers>
          <isin value="US31419JTQ12"/>
          <ticker value="FNMA"/>
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        <balance>119323.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123623.11</valUSD>
        <pctVal>0.0043245145</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 Natural Resources Limited</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CNQCN 6.75 02/01/39</title>
        <cusip>136385AP6</cusip>
        <identifiers>
          <isin value="US136385AP65"/>
          <ticker value="CNQ39"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271274.72</valUSD>
        <pctVal>0.0094895805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>Appalachian Power Company</name>
        <lei>3SCHO1ABYYIG382BEI70</lei>
        <title>AEP 7 04/01/38</title>
        <cusip>037735CM7</cusip>
        <identifiers>
          <isin value="US037735CM71"/>
          <ticker value="AEP/38"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106538.95</valUSD>
        <pctVal>0.0037268860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>Entergy Louisiana, LLC</name>
        <lei>0V5453U14HDZO63CGH17</lei>
        <title>ETR 3.05 06/01/31</title>
        <cusip>29364WAX6</cusip>
        <identifiers>
          <isin value="US29364WAX65"/>
          <ticker value="ETR/31"/>
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        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>984591.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K157 A3</title>
        <cusip>3137FHQ71</cusip>
        <identifiers>
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          <ticker value="FEDMFH"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113031.77</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AY0544</title>
        <cusip>3138YDTA7</cusip>
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          <ticker value="FNMA"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1162907.9</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AQ8185</title>
        <cusip>3138MQCX9</cusip>
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          <isin value="US3138MQCX93"/>
          <ticker value="FNMA"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163222.54</valUSD>
        <pctVal>0.0057097596</pctVal>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AI5603</title>
        <cusip>3138AKGM5</cusip>
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          <isin value="US3138AKGM50"/>
          <ticker value="FNMA"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208440.79</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0022</title>
        <cusip>36179MAX8</cusip>
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          <isin value="US36179MAX83"/>
          <ticker value="GNR"/>
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        <balance>474742.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501681.49</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02540</title>
        <cusip>3128M4EM1</cusip>
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          <ticker value="FHLMC"/>
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        <balance>47821.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52775.22</valUSD>
        <pctVal>0.0018461532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>SHW 3.45 06/01/27</title>
        <cusip>824348AW6</cusip>
        <identifiers>
          <isin value="US824348AW63"/>
          <ticker value="SHW27A"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1058140.24</valUSD>
        <pctVal>0.0370152700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STT V2.653 05/15/23</title>
        <cusip>857477AZ6</cusip>
        <identifiers>
          <isin value="US857477AZ63"/>
          <ticker value="STT"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1013927.04</valUSD>
        <pctVal>0.0354686285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A69303</title>
        <cusip>3128L1KQ2</cusip>
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          <isin value="US3128L1KQ21"/>
          <ticker value="FHLMC"/>
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        <balance>17400.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19928.21</valUSD>
        <pctVal>0.0006971175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A59081</title>
        <cusip>3128KNCS0</cusip>
        <identifiers>
          <isin value="US3128KNCS06"/>
          <ticker value="FHLMC"/>
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        <balance>126651.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140313.78</valUSD>
        <pctVal>0.0049083782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KR 6.9 04/15/38</title>
        <cusip>501044CK5</cusip>
        <identifiers>
          <isin value="US501044CK58"/>
          <ticker value="KR38"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134687.96</valUSD>
        <pctVal>0.0047115789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.900000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Consolidated Edison Company of New York, Inc.</name>
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        <identifiers>
          <isin value="US209111EU37"/>
          <ticker value="ED38"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143020.49</valUSD>
        <pctVal>0.0050030628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP 3.25 03/03/23 MTN</title>
        <cusip>05574LFY9</cusip>
        <identifiers>
          <isin value="US05574LFY92"/>
          <ticker value="BNP"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259180.24</valUSD>
        <pctVal>0.0090664982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2017-M4 A2</title>
        <cusip>3136AVY52</cusip>
        <identifiers>
          <isin value="US3136AVY521"/>
          <ticker value="FNMA"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152707.08</valUSD>
        <pctVal>0.0053419137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.586000000000</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>CGCMT 2016-GC36 A5</title>
        <cusip>17324TAE9</cusip>
        <identifiers>
          <isin value="US17324TAE91"/>
          <ticker value="UBSC"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319165.5</valUSD>
        <pctVal>0.0111648690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.616000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AY3062</title>
        <cusip>3138YGML3</cusip>
        <identifiers>
          <isin value="US3138YGML36"/>
          <ticker value="FNMA"/>
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        <balance>378687.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390060.21</valUSD>
        <pctVal>0.0136448681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C09004</title>
        <cusip>31292SAD2</cusip>
        <identifiers>
          <isin value="US31292SAD27"/>
          <ticker value="FHLMC"/>
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        <balance>351681.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371361.08</valUSD>
        <pctVal>0.0129907456</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL1449</title>
        <cusip>3138EHTF9</cusip>
        <identifiers>
          <isin value="US3138EHTF97"/>
          <ticker value="FNMA"/>
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        <balance>1150948.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1232161.37</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>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG K90791</title>
        <cusip>3132J22Y8</cusip>
        <identifiers>
          <isin value="US3132J22Y83"/>
          <ticker value="FHLMC"/>
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        <balance>334133.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344463.1</valUSD>
        <pctVal>0.0120498155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB9990</title>
        <cusip>31417HC44</cusip>
        <identifiers>
          <isin value="US31417HC448"/>
          <ticker value="FNMA"/>
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        <balance>185734.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191365.19</valUSD>
        <pctVal>0.0066942300</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>PNC Financial Services Group Inc</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC 3.15 05/19/27</title>
        <cusip>693475AT2</cusip>
        <identifiers>
          <isin value="US693475AT21"/>
          <ticker value="PNC27"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1048977.05</valUSD>
        <pctVal>0.0366947284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>QUALCOMM Incorporated</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QCOM 4.3 05/20/47</title>
        <cusip>747525AV5</cusip>
        <identifiers>
          <isin value="US747525AV54"/>
          <ticker value="QCOM"/>
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        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378601.54</valUSD>
        <pctVal>0.0132440273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch</name>
        <lei>N/A</lei>
        <title>RABOBK 3.375 05/21/25 MTN</title>
        <cusip>21688AAE2</cusip>
        <identifiers>
          <isin value="US21688AAE29"/>
          <ticker value="RABOBK"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>530117.31</valUSD>
        <pctVal>0.0185442672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>FN AS6398</title>
        <cusip>3138WGDC5</cusip>
        <identifiers>
          <isin value="US3138WGDC55"/>
          <ticker value="FNMA"/>
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        <balance>1274725.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1330771.06</valUSD>
        <pctVal>0.0465522888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Alabama Power Company</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>SO 6.125 05/15/38</title>
        <cusip>010392EZ7</cusip>
        <identifiers>
          <isin value="US010392EZ75"/>
          <ticker value="SO/38"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68223.11</valUSD>
        <pctVal>0.0023865427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-05-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
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          <ticker value="KOBD"/>
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        <curCd>USD</curCd>
        <valUSD>621250</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
        <valUSD>190843.23</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN AI9137</title>
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          <isin value="US3138APEK00"/>
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        <curCd>USD</curCd>
        <valUSD>1119301.42</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB5049</title>
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          <isin value="US31417BTF49"/>
          <ticker value="FNMA"/>
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        <balance>1436975.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1537342.59</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>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FN AP6273</title>
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          <isin value="US3138M96K22"/>
          <ticker value="FNMA"/>
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        <curCd>USD</curCd>
        <valUSD>625709.54</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AU3164</title>
        <cusip>3138X2QS6</cusip>
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          <isin value="US3138X2QS67"/>
          <ticker value="FNMA"/>
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        <balance>210404.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217173.44</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>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AE5436</title>
        <cusip>31419GBE3</cusip>
        <identifiers>
          <isin value="US31419GBE35"/>
          <ticker value="FNMA"/>
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        <balance>203844.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221384.33</valUSD>
        <pctVal>0.0077443428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NAROT 2019-C A4</title>
        <cusip>65479JAE3</cusip>
        <identifiers>
          <isin value="US65479JAE38"/>
          <ticker value="NAROT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99817.95</valUSD>
        <pctVal>0.0034917757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</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>BA Credit Card Trust</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BACCT 2018-A2 A2</title>
        <cusip>05522RCZ9</cusip>
        <identifiers>
          <isin value="US05522RCZ91"/>
          <ticker value="MBNAS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253608.18</valUSD>
        <pctVal>0.0088715795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>USB 2.95 07/15/22 MTN</title>
        <cusip>91159JAA4</cusip>
        <identifiers>
          <isin value="US91159JAA43"/>
          <ticker value="USB22"/>
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        <balance>1700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1739692.79</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>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AR3792</title>
        <cusip>3138W1GA9</cusip>
        <identifiers>
          <isin value="US3138W1GA96"/>
          <ticker value="FNMA"/>
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        <balance>565776.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582671.62</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Oesterreichische Kontrollbank Aktiengesellschaft</name>
        <lei>5299000OVRLMF858L016</lei>
        <title>OKB 2.375 10/01/21</title>
        <cusip>676167BL2</cusip>
        <identifiers>
          <isin value="US676167BL26"/>
          <ticker value="OKB"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1011328.82</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GSMS 2014-GC24 A5</title>
        <cusip>36253GAE2</cusip>
        <identifiers>
          <isin value="US36253GAE26"/>
          <ticker value="GSMS"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320017.92</valUSD>
        <pctVal>0.0111946879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.931000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ameren Illinois Company</name>
        <lei>RC71E2BZ6UOMFPDJSE79</lei>
        <title>AEE 3.25 03/01/25</title>
        <cusip>02361DAP5</cusip>
        <identifiers>
          <isin value="US02361DAP50"/>
          <ticker value="AEE/25"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524088.19</valUSD>
        <pctVal>0.0183333599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2018-A1 A1</title>
        <cusip>14041NFR7</cusip>
        <identifiers>
          <isin value="US14041NFR70"/>
          <ticker value="COMET"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203014.06</valUSD>
        <pctVal>0.0071017243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.010000000000</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>The Republic of Korea</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA 3.5 09/20/28</title>
        <cusip>50064FAP9</cusip>
        <identifiers>
          <isin value="US50064FAP99"/>
          <ticker value="SLUB"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543003.03</valUSD>
        <pctVal>0.0189950283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 4.2 01/21/24</title>
        <cusip>718286BY2</cusip>
        <identifiers>
          <isin value="US718286BY27"/>
          <ticker value="PHILIP"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1075609.38</valUSD>
        <pctVal>0.0376263657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4101</title>
        <cusip>36179SRW9</cusip>
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          <isin value="US36179SRW97"/>
          <ticker value="GNR"/>
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        <balance>121605.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123200.05</valUSD>
        <pctVal>0.0043097152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Credit Suisse AG New York Branch</name>
        <lei>N/A</lei>
        <title>CS 3 10/29/21</title>
        <cusip>22546QAR8</cusip>
        <identifiers>
          <isin value="US22546QAR83"/>
          <ticker value="CS"/>
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        <balance>1250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1275095.18</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>2021-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMDB 2017-C5 A5</title>
        <cusip>46590TAE5</cusip>
        <identifiers>
          <isin value="US46590TAE55"/>
          <ticker value="JPMDB"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321483.48</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>2050-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.693900000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AZ2947</title>
        <cusip>3138YUHZ7</cusip>
        <identifiers>
          <isin value="US3138YUHZ70"/>
          <ticker value="FNMA"/>
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        <balance>1132756.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1200179.42</valUSD>
        <pctVal>0.0419840051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18571</title>
        <cusip>3128MMT52</cusip>
        <identifiers>
          <isin value="US3128MMT522"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>384728.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390089.73</valUSD>
        <pctVal>0.0136459007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.500000000000</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>FN AR8151</title>
        <cusip>3138W6BV7</cusip>
        <identifiers>
          <isin value="US3138W6BV75"/>
          <ticker value="FNMA"/>
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        <balance>1129035.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1163353.77</valUSD>
        <pctVal>0.0406957908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K716 A2</title>
        <cusip>3137BDDC7</cusip>
        <identifiers>
          <isin value="US3137BDDC70"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>505077.1</valUSD>
        <pctVal>0.0176683246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.130000000000</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>GNMA PASS-THRU M SINGLE FAMILY</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2521</title>
        <cusip>36179QYS4</cusip>
        <identifiers>
          <isin value="US36179QYS47"/>
          <ticker value="G2"/>
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        <balance>779581.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>813036.5</valUSD>
        <pctVal>0.0284411880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>GNMA PASS-THRU M SINGLE FAMILY</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2224</title>
        <cusip>36179QPH8</cusip>
        <identifiers>
          <isin value="US36179QPH82"/>
          <ticker value="G2"/>
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        <balance>1312742.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1391807.02</valUSD>
        <pctVal>0.0486874146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G60724</title>
        <cusip>31335AYV4</cusip>
        <identifiers>
          <isin value="US31335AYV42"/>
          <ticker value="FHLMC"/>
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        <balance>898177.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>922416.44</valUSD>
        <pctVal>0.0322674559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0933</title>
        <cusip>36179NBA5</cusip>
        <identifiers>
          <isin value="US36179NBA54"/>
          <ticker value="GNR"/>
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        <balance>943697.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>977845.79</valUSD>
        <pctVal>0.0342064544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK V3.442 02/07/28 MTN</title>
        <cusip>06406RAB3</cusip>
        <identifiers>
          <isin value="US06406RAB33"/>
          <ticker value="BK"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1061105.69</valUSD>
        <pctVal>0.0371190057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.442000000000</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>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-CR14 A3</title>
        <cusip>12630DAX2</cusip>
        <identifiers>
          <isin value="US12630DAX21"/>
          <ticker value="COMM"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444604.44</valUSD>
        <pctVal>0.0155529038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.955000000000</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>Wells Fargo Commercial Mortgage Trust</name>
        <lei>549300VOKB4Z9J8DIM89</lei>
        <title>WFCM 2016-C32 A4</title>
        <cusip>94989YAZ6</cusip>
        <identifiers>
          <isin value="US94989YAZ60"/>
          <ticker value="WFCM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211894.46</valUSD>
        <pctVal>0.0074123735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.560000000000</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>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 4.8 07/08/44 MTN</title>
        <cusip>38141EC31</cusip>
        <identifiers>
          <isin value="US38141EC311"/>
          <ticker value="GS44"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423943.87</valUSD>
        <pctVal>0.0148301673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K040 A2</title>
        <cusip>3137BEVH4</cusip>
        <identifiers>
          <isin value="US3137BEVH49"/>
          <ticker value="FHLMC"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314792.82</valUSD>
        <pctVal>0.0110119063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.241000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AA6054</title>
        <cusip>36178DWP2</cusip>
        <identifiers>
          <isin value="US36178DWP22"/>
          <ticker value="GNR"/>
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        <balance>1613015.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1665809.94</valUSD>
        <pctVal>0.0582724315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q09009</title>
        <cusip>3132GUKW3</cusip>
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          <isin value="US3132GUKW35"/>
          <ticker value="FHLMC"/>
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        <balance>1268411.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1360379.1</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>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AmeriCredit Automobile Receivables Trust</name>
        <lei>5493003R0K8V08JVGR27</lei>
        <title>AMCAR 2018-1 B</title>
        <cusip>03066HAE7</cusip>
        <identifiers>
          <isin value="US03066HAE71"/>
          <ticker value="ACAR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101541.61</valUSD>
        <pctVal>0.0035520718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.260000000000</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 Express Credit Account Master Trust</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
        <title>AMXCA 2018-4 A</title>
        <cusip>02582JHZ6</cusip>
        <identifiers>
          <isin value="US02582JHZ66"/>
          <ticker value="AMXCA"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253715.7</valUSD>
        <pctVal>0.0088753407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.990000000000</annualizedRt>
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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>Jpmdb Coml Mtg Sec Tr 2016-C4</name>
        <lei>N/A</lei>
        <title>JPMDB 2016-C4 A3</title>
        <cusip>46646RAJ2</cusip>
        <identifiers>
          <isin value="US46646RAJ23"/>
          <ticker value="JPMDB"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155746.98</valUSD>
        <pctVal>0.0054482537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.141300000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q44663</title>
        <cusip>3132WJFD8</cusip>
        <identifiers>
          <isin value="US3132WJFD89"/>
          <ticker value="FHLMC"/>
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        <balance>1396496.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1430744.87</valUSD>
        <pctVal>0.0500495167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08747</title>
        <cusip>3128MJZM5</cusip>
        <identifiers>
          <isin value="US3128MJZM58"/>
          <ticker value="FHLMC"/>
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        <balance>546721.28</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>560286.22</valUSD>
        <pctVal>0.0195996191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18629</title>
        <cusip>3128MMVX8</cusip>
        <identifiers>
          <isin value="US3128MMVX88"/>
          <ticker value="FHLMC"/>
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        <balance>68608.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68231.79</valUSD>
        <pctVal>0.0023868463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>G2 5264</title>
        <cusip>36202FZ58</cusip>
        <identifiers>
          <isin value="US36202FZ584"/>
          <ticker value="GNR"/>
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        <balance>16674.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18481.04</valUSD>
        <pctVal>0.0006464934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>John Deere Capital Corporation</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 3.15 10/15/21 MTN</title>
        <cusip>24422ERH4</cusip>
        <identifiers>
          <isin value="US24422ERH44"/>
          <ticker value="US1660"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256174.74</valUSD>
        <pctVal>0.0089613615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>GNMA PASS-THRU M SINGLE FAMILY</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2677</title>
        <cusip>36179Q6N6</cusip>
        <identifiers>
          <isin value="US36179Q6N61"/>
          <ticker value="G2"/>
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        <balance>434607.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448918.71</valUSD>
        <pctVal>0.0157038232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C09063</title>
        <cusip>31292SB82</cusip>
        <identifiers>
          <isin value="US31292SB824"/>
          <ticker value="FHLMC"/>
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        <balance>341631.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362243.44</valUSD>
        <pctVal>0.0126717974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Molson Coors Brewing Company</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>TAP 2.1 07/15/21</title>
        <cusip>60871RAF7</cusip>
        <identifiers>
          <isin value="US60871RAF73"/>
          <ticker value="TAP21"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55048.21</valUSD>
        <pctVal>0.0019256657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GlaxoSmithKline Capital Inc.</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GSK 3.875 05/15/28</title>
        <cusip>377372AN7</cusip>
        <identifiers>
          <isin value="US377372AN70"/>
          <ticker value="GSK/28"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1104589.99</valUSD>
        <pctVal>0.0386401491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C09042</title>
        <cusip>31292SBK5</cusip>
        <identifiers>
          <isin value="US31292SBK50"/>
          <ticker value="FHLMC"/>
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        <balance>441621.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>465274.18</valUSD>
        <pctVal>0.0162759611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>WFRBS Commercial Mtg Tst 2011-C2</name>
        <lei>N/A</lei>
        <title>WFRBS 2013-C12 AS</title>
        <cusip>92937FAF8</cusip>
        <identifiers>
          <isin value="US92937FAF80"/>
          <ticker value="WFRBS"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51580.46</valUSD>
        <pctVal>0.0018043588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.560000000000</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>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 4.2 03/15/28</title>
        <cusip>161175BK9</cusip>
        <identifiers>
          <isin value="US161175BK95"/>
          <ticker value="CHTRIG"/>
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        <balance>740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>788880.86</valUSD>
        <pctVal>0.0275961890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>AmerisourceBergen Corporation</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>ABC 4.3 12/15/47</title>
        <cusip>03073EAQ8</cusip>
        <identifiers>
          <isin value="US03073EAQ89"/>
          <ticker value="ABC47"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1038647.18</valUSD>
        <pctVal>0.0363333747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Whirlpool Corporation</name>
        <lei>WHENKOULSSK7WUM60H03</lei>
        <title>WHR 4.85 06/15/21 MTN</title>
        <cusip>96332HCD9</cusip>
        <identifiers>
          <isin value="US96332HCD98"/>
          <ticker value="WHR21"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103704.38</valUSD>
        <pctVal>0.0036277286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Csail Commercial Mortgage Trust</name>
        <lei>549300ZAGI6FKGY8O078</lei>
        <title>CSAIL 2015-C3 A4</title>
        <cusip>12635FAT1</cusip>
        <identifiers>
          <isin value="US12635FAT12"/>
          <ticker value="CSAIL"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528741.05</valUSD>
        <pctVal>0.0184961236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.718200000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 6.05 01/11/40</title>
        <cusip>91086QAV0</cusip>
        <identifiers>
          <isin value="US91086QAV05"/>
          <ticker value="MXLE"/>
        </identifiers>
        <balance>820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066000</valUSD>
        <pctVal>0.0372902157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.050000000000</annualizedRt>
          <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>FN MA3121</title>
        <cusip>31418CPF5</cusip>
        <identifiers>
          <isin value="US31418CPF58"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>6750298.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7092436.33</valUSD>
        <pctVal>0.2481036403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4125</title>
        <cusip>36179SSN8</cusip>
        <identifiers>
          <isin value="US36179SSN89"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>73120.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73687.67</valUSD>
        <pctVal>0.0025777009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <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>FN AS3600</title>
        <cusip>3138WDAA9</cusip>
        <identifiers>
          <isin value="US3138WDAA95"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1307699.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1348896.85</valUSD>
        <pctVal>0.0471863551</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>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08726</title>
        <cusip>3128MJYY0</cusip>
        <identifiers>
          <isin value="US3128MJYY06"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>845504.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866493.42</valUSD>
        <pctVal>0.0303111881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 4.35 01/15/47</title>
        <cusip>91087BAB6</cusip>
        <identifiers>
          <isin value="US91087BAB62"/>
          <ticker value="MEX"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527500</valUSD>
        <pctVal>0.0184527099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK 2019-BNK20</name>
        <lei>N/A</lei>
        <title>BANK 2019-BN20 A3</title>
        <cusip>06540AAD3</cusip>
        <identifiers>
          <isin value="US06540AAD37"/>
          <ticker value="BANK"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257573.75</valUSD>
        <pctVal>0.0090103008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.011000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST</name>
        <lei>N/A</lei>
        <title>MSC 2019-H7 A4</title>
        <cusip>61771MAW0</cusip>
        <identifiers>
          <isin value="US61771MAW01"/>
          <ticker value="MSC"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260754.43</valUSD>
        <pctVal>0.0091215656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.261000000000</annualizedRt>
          <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>FN AL3803</title>
        <cusip>3138ELGM9</cusip>
        <identifiers>
          <isin value="US3138ELGM97"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>847098.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>869327.89</valUSD>
        <pctVal>0.0304103420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canada (Government of)</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADA 2 11/15/22</title>
        <cusip>135087H64</cusip>
        <identifiers>
          <isin value="US135087H643"/>
          <ticker value="CANADA"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504630</valUSD>
        <pctVal>0.0176526844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BMARK 2019-B12 A5</title>
        <cusip>08162FAE3</cusip>
        <identifiers>
          <isin value="US08162FAE34"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129812.84</valUSD>
        <pctVal>0.0045410402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.115600000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91388</title>
        <cusip>3128P7RH8</cusip>
        <identifiers>
          <isin value="US3128P7RH87"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>207695.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217360.99</valUSD>
        <pctVal>0.0076036006</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>3.500000000000</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>Ubs-Barclays Commercial Mtg Tst</name>
        <lei>549300G1IXWLFE766Q13</lei>
        <title>UBSBB 2013-C6 A4</title>
        <cusip>90349GBF1</cusip>
        <identifiers>
          <isin value="US90349GBF19"/>
          <ticker value="UBSBB"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257195.48</valUSD>
        <pctVal>0.0089970684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.244300000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.999 11/01/49</title>
        <cusip>20030NCE9</cusip>
        <identifiers>
          <isin value="US20030NCE94"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33268.2</valUSD>
        <pctVal>0.0011637696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.999000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHTR 3.75 02/15/28</title>
        <cusip>161175BJ2</cusip>
        <identifiers>
          <isin value="US161175BJ23"/>
          <ticker value="CHTRIG"/>
        </identifiers>
        <balance>1790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1856788.68</valUSD>
        <pctVal>0.0649531430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2559</title>
        <cusip>3140Q9ZZ9</cusip>
        <identifiers>
          <isin value="US3140Q9ZZ94"/>
          <ticker value="FN"/>
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        <balance>883921.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>922891.18</valUSD>
        <pctVal>0.0322840630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AJ3643</title>
        <cusip>36182YBL2</cusip>
        <identifiers>
          <isin value="US36182YBL20"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>790448.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>834793.25</valUSD>
        <pctVal>0.0292022705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>The Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 2.55 02/15/22 MTN</title>
        <cusip>25468PCT1</cusip>
        <identifiers>
          <isin value="US25468PCT12"/>
          <ticker value="DIS22A"/>
        </identifiers>
        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299798.37</valUSD>
        <pctVal>0.0104873789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J32223</title>
        <cusip>31307NPG3</cusip>
        <identifiers>
          <isin value="US31307NPG33"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>497602.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504530.71</valUSD>
        <pctVal>0.0176492111</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>2.500000000000</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>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K058 A2</title>
        <cusip>3137BSP72</cusip>
        <identifiers>
          <isin value="US3137BSP729"/>
          <ticker value="FEDMFH"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256166.8</valUSD>
        <pctVal>0.0089610837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.653000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3 01/22/21 MTN</title>
        <cusip>94974BFR6</cusip>
        <identifiers>
          <isin value="US94974BFR69"/>
          <ticker value="WFC21A"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101167.34</valUSD>
        <pctVal>0.0035389793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TFC 2.75 04/01/22 MTN</title>
        <cusip>05531FAX1</cusip>
        <identifiers>
          <isin value="US05531FAX15"/>
          <ticker value="TFC22A"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152658.12</valUSD>
        <pctVal>0.0053402010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <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>FNA 2013-M6 2A</title>
        <cusip>3136AC7J4</cusip>
        <identifiers>
          <isin value="US3136AC7J45"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>94733.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95978.77</valUSD>
        <pctVal>0.0033574756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.521000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 6.55 09/15/40</title>
        <cusip>494550BF2</cusip>
        <identifiers>
          <isin value="US494550BF27"/>
          <ticker value="KMP40"/>
        </identifiers>
        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260825.22</valUSD>
        <pctVal>0.0091240419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CGCMT 2013-GC15 A4</title>
        <cusip>17321JAD6</cusip>
        <identifiers>
          <isin value="US17321JAD63"/>
          <ticker value="CGCMT"/>
        </identifiers>
        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373804.8</valUSD>
        <pctVal>0.0130762304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.371000000000</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>FNA 2016-M5 A2</title>
        <cusip>3136AR5S3</cusip>
        <identifiers>
          <isin value="US3136AR5S36"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251031.05</valUSD>
        <pctVal>0.0087814278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.469000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J14808</title>
        <cusip>3128PUKV3</cusip>
        <identifiers>
          <isin value="US3128PUKV31"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>303481.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314615.5</valUSD>
        <pctVal>0.0110057034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FNA 2013-M14 A2</title>
        <cusip>3136AHAG5</cusip>
        <identifiers>
          <isin value="US3136AHAG51"/>
          <ticker value="FNMA"/>
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        <balance>169543.43</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177091.08</valUSD>
        <pctVal>0.0061949011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.329000000000</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>FNA 2012-M9 A2</title>
        <cusip>3136A72D3</cusip>
        <identifiers>
          <isin value="US3136A72D33"/>
          <ticker value="FNMA"/>
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        <balance>131314.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132078.99</valUSD>
        <pctVal>0.0046203133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.482000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91949</title>
        <cusip>3128P8EW7</cusip>
        <identifiers>
          <isin value="US3128P8EW74"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>380781.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391065.84</valUSD>
        <pctVal>0.0136800465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02702</title>
        <cusip>3128M4KP7</cusip>
        <identifiers>
          <isin value="US3128M4KP76"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>11085.97</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12311.79</valUSD>
        <pctVal>0.0004306842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA6217</title>
        <cusip>36179U4A7</cusip>
        <identifiers>
          <isin value="US36179U4A78"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>796134.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799645.75</valUSD>
        <pctVal>0.0279727603</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3937</title>
        <cusip>36179SLS4</cusip>
        <identifiers>
          <isin value="US36179SLS40"/>
          <ticker value="GNR"/>
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        <balance>2916966.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3033786.21</valUSD>
        <pctVal>0.1061262122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FNMA 1.75 07/02/24</title>
        <cusip>3135G0V75</cusip>
        <identifiers>
          <isin value="US3135G0V753"/>
          <ticker value="FNMA"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2002280.1</valUSD>
        <pctVal>0.0700426424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 4 10/02/23</title>
        <cusip>91086QBC1</cusip>
        <identifiers>
          <isin value="US91086QBC15"/>
          <ticker value="MEX"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157939.5</valUSD>
        <pctVal>0.0055249512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G07924</title>
        <cusip>3128MAD55</cusip>
        <identifiers>
          <isin value="US3128MAD554"/>
          <ticker value="FHLMC"/>
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        <balance>781852.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>827634.86</valUSD>
        <pctVal>0.0289518597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN AV2339</title>
        <cusip>3138XDS50</cusip>
        <identifiers>
          <isin value="US3138XDS503"/>
          <ticker value="FNMA"/>
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        <balance>460530.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>492898.5</valUSD>
        <pctVal>0.0172422996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCEGP 2.65 02/03/21 BKNT</title>
        <cusip>05578DAU6</cusip>
        <identifiers>
          <isin value="US05578DAU63"/>
          <ticker value="BPCEGP"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251755.18</valUSD>
        <pctVal>0.0088067589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q10438</title>
        <cusip>3132HLPX5</cusip>
        <identifiers>
          <isin value="US3132HLPX54"/>
          <ticker value="FHLMC"/>
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        <balance>999351.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1055097.7</valUSD>
        <pctVal>0.0369088375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN BN6097</title>
        <cusip>3140JNX39</cusip>
        <identifiers>
          <isin value="US3140JNX390"/>
          <ticker value="FNMA"/>
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        <balance>3767392.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3927755.59</valUSD>
        <pctVal>0.1373985489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08624</title>
        <cusip>3128MJVS6</cusip>
        <identifiers>
          <isin value="US3128MJVS64"/>
          <ticker value="FHLMC"/>
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        <balance>1032417.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1094697.79</valUSD>
        <pctVal>0.0382941057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FN AU1808</title>
        <cusip>3138X1AJ5</cusip>
        <identifiers>
          <isin value="US3138X1AJ59"/>
          <ticker value="FNMA"/>
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        <balance>1796402.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1848522.2</valUSD>
        <pctVal>0.0646639696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>G2 5083</title>
        <cusip>36202FUG9</cusip>
        <identifiers>
          <isin value="US36202FUG98"/>
          <ticker value="GNR"/>
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        <balance>1053664.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1162408.66</valUSD>
        <pctVal>0.0406627295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4027</title>
        <cusip>36202EPL7</cusip>
        <identifiers>
          <isin value="US36202EPL73"/>
          <ticker value="GNR"/>
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        <balance>14594.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16271.22</valUSD>
        <pctVal>0.0005691907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>FN AJ4408</title>
        <cusip>3138AV3S2</cusip>
        <identifiers>
          <isin value="US3138AV3S28"/>
          <ticker value="FNMA"/>
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        <balance>102899.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111752.04</valUSD>
        <pctVal>0.0039092474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K082 A2</title>
        <cusip>3137FJKE8</cusip>
        <identifiers>
          <isin value="US3137FJKE87"/>
          <ticker value="FEDMFH"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388103.45</valUSD>
        <pctVal>0.0135764178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.920000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q58904</title>
        <cusip>3132Y23N4</cusip>
        <identifiers>
          <isin value="US3132Y23N45"/>
          <ticker value="FHLMC"/>
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        <balance>754024.44</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>795289.75</valUSD>
        <pctVal>0.0278203812</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A97443</title>
        <cusip>312946HU3</cusip>
        <identifiers>
          <isin value="US312946HU37"/>
          <ticker value="FHLMC"/>
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        <balance>302143.98</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328334.39</valUSD>
        <pctVal>0.0114856100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FN AI1247</title>
        <cusip>3138AEL50</cusip>
        <identifiers>
          <isin value="US3138AEL504"/>
          <ticker value="FNMA"/>
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        <balance>112547.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117687.02</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5082</title>
        <cusip>36202FUF1</cusip>
        <identifiers>
          <isin value="US36202FUF16"/>
          <ticker value="GNR"/>
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        <balance>266516.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287906.3</valUSD>
        <pctVal>0.0100713771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 890339</title>
        <cusip>31410LEL2</cusip>
        <identifiers>
          <isin value="US31410LEL27"/>
          <ticker value="FNMA"/>
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        <balance>1067.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1102.96</valUSD>
        <pctVal>0.0000385831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>FNA 2012-M4 1A2</title>
        <cusip>3136A56W1</cusip>
        <identifiers>
          <isin value="US3136A56W14"/>
          <ticker value="FNMA"/>
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        <balance>61373.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62168.93</valUSD>
        <pctVal>0.0021747587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.976000000000</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.4 06/14/46 MTN</title>
        <cusip>94974BGT1</cusip>
        <identifiers>
          <isin value="US94974BGT17"/>
          <ticker value="WFC46"/>
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        <balance>850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>969524.76</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>2046-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A68761</title>
        <cusip>3128L0WW8</cusip>
        <identifiers>
          <isin value="US3128L0WW87"/>
          <ticker value="FHLMC"/>
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        <balance>122603.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131938.55</valUSD>
        <pctVal>0.0046154006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K733 A2</title>
        <cusip>3137FJXQ7</cusip>
        <identifiers>
          <isin value="US3137FJXQ70"/>
          <ticker value="FEDMFH"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536303</valUSD>
        <pctVal>0.0187606515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.750000000000</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>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 3 02/21/24</title>
        <cusip>4581X0CF3</cusip>
        <identifiers>
          <isin value="US4581X0CF37"/>
          <ticker value="I7DD"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157458.11</valUSD>
        <pctVal>0.0055081115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A39306</title>
        <cusip>31297VKT4</cusip>
        <identifiers>
          <isin value="US31297VKT43"/>
          <ticker value="FHLMC"/>
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        <balance>98913.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108151.87</valUSD>
        <pctVal>0.0037833082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G12869</title>
        <cusip>3128MBMS3</cusip>
        <identifiers>
          <isin value="US3128MBMS30"/>
          <ticker value="FHLMC"/>
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        <balance>19507.46</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20160.81</valUSD>
        <pctVal>0.0007052542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>FN MA2771</title>
        <cusip>31418CCH5</cusip>
        <identifiers>
          <isin value="US31418CCH51"/>
          <ticker value="FNMA"/>
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        <balance>739160.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>757053.47</valUSD>
        <pctVal>0.0264828210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>G2 MA3936</title>
        <cusip>36179SLR6</cusip>
        <identifiers>
          <isin value="US36179SLR66"/>
          <ticker value="GNR"/>
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        <balance>2170211.05</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2241835.35</valUSD>
        <pctVal>0.0784226302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q19909</title>
        <cusip>3132JBN33</cusip>
        <identifiers>
          <isin value="US3132JBN336"/>
          <ticker value="FHLMC"/>
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        <balance>619664.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638285.36</valUSD>
        <pctVal>0.0223281414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K079 A2</title>
        <cusip>3137FGZT5</cusip>
        <identifiers>
          <isin value="US3137FGZT52"/>
          <ticker value="FHLMC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221672.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.926000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG K90641</title>
        <cusip>3132J2WA7</cusip>
        <identifiers>
          <isin value="US3132J2WA79"/>
          <ticker value="FHLMC"/>
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        <balance>95367.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99985.41</valUSD>
        <pctVal>0.0034976337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wf-Rbs Com Mg Tst</name>
        <lei>N/A</lei>
        <title>WFRBS 2013-C13 A4</title>
        <cusip>92937UAD0</cusip>
        <identifiers>
          <isin value="US92937UAD00"/>
          <ticker value="WFRBS"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511279.7</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>2045-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.001000000000</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>G2 4561</title>
        <cusip>36202FB62</cusip>
        <identifiers>
          <isin value="US36202FB627"/>
          <ticker value="GNR"/>
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        <balance>125146.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143017.29</valUSD>
        <pctVal>0.0050029508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4619</title>
        <cusip>36202FDY9</cusip>
        <identifiers>
          <isin value="US36202FDY97"/>
          <ticker value="GNR"/>
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        <balance>205528.45</balance>
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        <curCd>USD</curCd>
        <valUSD>227877.15</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG Q24954</title>
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        <curCd>USD</curCd>
        <valUSD>685587.34</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FN AQ8647</title>
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        <curCd>USD</curCd>
        <valUSD>1048699.75</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G14891</title>
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          <isin value="US3128MDUQ48"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>288746.27</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AW8595</title>
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          <isin value="US3138XYRR75"/>
          <ticker value="FNMA"/>
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        <balance>335490.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347170.64</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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A73778</title>
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          <isin value="US3128L7FT94"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>85153.15</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>N/A</lei>
        <title>FHMS K723 A2</title>
        <cusip>3137BSPW7</cusip>
        <identifiers>
          <isin value="US3137BSPW75"/>
          <ticker value="FEDMFH"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253157.23</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.454000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS5500</title>
        <cusip>3138WFDE3</cusip>
        <identifiers>
          <isin value="US3138WFDE39"/>
          <ticker value="FNMA"/>
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        <balance>369866.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379700.34</valUSD>
        <pctVal>0.0132824649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AR9188</title>
        <cusip>3138W7F66</cusip>
        <identifiers>
          <isin value="US3138W7F667"/>
          <ticker value="FNMA"/>
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        <balance>139331.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138659.79</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>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>549300W6NRTMFPYUPG47</lei>
        <title>WFCM 2015-LC20 A5</title>
        <cusip>94989EAE7</cusip>
        <identifiers>
          <isin value="US94989EAE77"/>
          <ticker value="WFCM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207526.32</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>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2781</title>
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          <isin value="US31418CCT99"/>
          <ticker value="FNMA"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFCM 2017-C39 A5</title>
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          <isin value="US95000XAF42"/>
          <ticker value="WFCM"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>264473.93</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.418000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>N/A</lei>
        <title>FHMS K066 A2</title>
        <cusip>3137F2LJ3</cusip>
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          <isin value="US3137F2LJ39"/>
          <ticker value="FEDMFH"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G15089</title>
        <cusip>3128MD2W2</cusip>
        <identifiers>
          <isin value="US3128MD2W27"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 2.125 10/15/21</title>
        <cusip>298785GP5</cusip>
        <identifiers>
          <isin value="US298785GP55"/>
          <ticker value="EIB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201670.15</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q29640</title>
        <cusip>3132MALV1</cusip>
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          <ticker value="FHLMC"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>667578.9</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AF5097</title>
        <cusip>36181LUW6</cusip>
        <identifiers>
          <isin value="US36181LUW61"/>
          <ticker value="GNR"/>
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        <balance>1105577.36</balance>
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        <curCd>USD</curCd>
        <valUSD>1167176</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>2043-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5191</title>
        <cusip>36179TXU4</cusip>
        <identifiers>
          <isin value="US36179TXU41"/>
          <ticker value="GNR"/>
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        <balance>1494737.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1541233.09</valUSD>
        <pctVal>0.0539145538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4067</title>
        <cusip>36179SQU4</cusip>
        <identifiers>
          <isin value="US36179SQU41"/>
          <ticker value="GNR"/>
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        <balance>1082387.13</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1090453.36</valUSD>
        <pctVal>0.0381456295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BMARK 2018-B7 A2</title>
        <cusip>08162TAY9</cusip>
        <identifiers>
          <isin value="US08162TAY91"/>
          <ticker value="BMARK"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320738.91</valUSD>
        <pctVal>0.0112199091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.377000000000</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>FN BC0822</title>
        <cusip>3140EU4G1</cusip>
        <identifiers>
          <isin value="US3140EU4G13"/>
          <ticker value="FNMA"/>
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        <balance>5358096.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5591176.2</valUSD>
        <pctVal>0.1955873982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>G2 783976</title>
        <cusip>3622A2MZ2</cusip>
        <identifiers>
          <isin value="US3622A2MZ22"/>
          <ticker value="GNR"/>
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        <balance>3393330.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3583814.21</valUSD>
        <pctVal>0.1253669840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 1.75 09/14/22 GMTN</title>
        <cusip>4581X0CZ9</cusip>
        <identifiers>
          <isin value="US4581X0CZ90"/>
          <ticker value="IADB"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400936.15</valUSD>
        <pctVal>0.0140253241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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 BAML Trust</name>
        <lei>N/A</lei>
        <title>MSBAM 2013-C9 A4</title>
        <cusip>61762DAW1</cusip>
        <identifiers>
          <isin value="US61762DAW11"/>
          <ticker value="MSBAM"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204959.12</valUSD>
        <pctVal>0.0071697653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.102000000000</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>Australia &amp; New Zealand Banking Group NY Branch</name>
        <lei>N/A</lei>
        <title>ANZ 2.3 06/01/21 MTN</title>
        <cusip>05253JAM3</cusip>
        <identifiers>
          <isin value="US05253JAM36"/>
          <ticker value="5A2B"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251352.7</valUSD>
        <pctVal>0.0087926795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</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>G2 MA0392</title>
        <cusip>36179MNH9</cusip>
        <identifiers>
          <isin value="US36179MNH96"/>
          <ticker value="GNR"/>
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        <balance>447236.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>470845.76</valUSD>
        <pctVal>0.0164708630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN AB6016</title>
        <cusip>31417CVJ1</cusip>
        <identifiers>
          <isin value="US31417CVJ16"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>648881.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>683726.86</valUSD>
        <pctVal>0.0239177506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN AO8031</title>
        <cusip>3138LY4R5</cusip>
        <identifiers>
          <isin value="US3138LY4R52"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>2244019.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2365029.76</valUSD>
        <pctVal>0.0827321481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Wells Fargo Coml Tr 2016-C36</name>
        <lei>549300BSYX29G4VVM177</lei>
        <title>WFCM 2016-C36 A4</title>
        <cusip>95000MBP5</cusip>
        <identifiers>
          <isin value="US95000MBP59"/>
          <ticker value="WFCM"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258557.4</valUSD>
        <pctVal>0.0090447103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.065000000000</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>Wells Fargo Commercial Trust 2015-C30</name>
        <lei>N/A</lei>
        <title>WFCM 2015-C30 A4</title>
        <cusip>94989NBE6</cusip>
        <identifiers>
          <isin value="US94989NBE67"/>
          <ticker value="WFCM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266043</valUSD>
        <pctVal>0.0093065674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.664000000000</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>G2 MA3663</title>
        <cusip>36179SB89</cusip>
        <identifiers>
          <isin value="US36179SB893"/>
          <ticker value="GNR"/>
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        <balance>1074066.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1119049.1</valUSD>
        <pctVal>0.0391459496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN MA2775</title>
        <cusip>31418CCM4</cusip>
        <identifiers>
          <isin value="US31418CCM47"/>
          <ticker value="FNMA"/>
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        <balance>379255.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384347.8</valUSD>
        <pctVal>0.0134450397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.500000000000</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>GNMA PASS-THRU M SINGLE FAMILY</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA1839</title>
        <cusip>36179QBG5</cusip>
        <identifiers>
          <isin value="US36179QBG55"/>
          <ticker value="G2"/>
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        <balance>228858.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242889.05</valUSD>
        <pctVal>0.0084966089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K031 A2</title>
        <cusip>3137B3NX2</cusip>
        <identifiers>
          <isin value="US3137B3NX29"/>
          <ticker value="FHLMC"/>
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        <balance>227000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235885.23</valUSD>
        <pctVal>0.0082516052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.300000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G16562</title>
        <cusip>3128MFQP6</cusip>
        <identifiers>
          <isin value="US3128MFQP68"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>806875.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>843889.79</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>FG Q18305</title>
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          <isin value="US3132J9U715"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>1839074.7</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
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          <ticker value="MXLF"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>615500</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 AJ0645</title>
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          <isin value="US36182UWE36"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>365682.12</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS4458</title>
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        <identifiers>
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          <ticker value="FNMA"/>
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        <balance>3256515.84</balance>
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        <curCd>USD</curCd>
        <valUSD>3430812.9</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4196</title>
        <cusip>36179SUV7</cusip>
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          <isin value="US36179SUV77"/>
          <ticker value="GNR"/>
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        <balance>1473134.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1526848.22</valUSD>
        <pctVal>0.0534113503</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0851</title>
        <cusip>36179M5L0</cusip>
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          <isin value="US36179M5L06"/>
          <ticker value="GNR"/>
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        <balance>771900.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799831.88</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08794</title>
        <cusip>3128MJ3C2</cusip>
        <identifiers>
          <isin value="US3128MJ3C27"/>
          <ticker value="FHLMC"/>
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        <balance>472422.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499009.19</valUSD>
        <pctVal>0.0174560603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>CFCRE Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CFCRE 2016-C3 A3</title>
        <cusip>12531WBB7</cusip>
        <identifiers>
          <isin value="US12531WBB72"/>
          <ticker value="CFCRE"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321269.37</valUSD>
        <pctVal>0.0112384654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.865000000000</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>FN CA0620</title>
        <cusip>3140Q7VN4</cusip>
        <identifiers>
          <isin value="US3140Q7VN45"/>
          <ticker value="FNMA"/>
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        <balance>3757120.05</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3946301.6</valUSD>
        <pctVal>0.1380473151</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08681</title>
        <cusip>3128MJXK1</cusip>
        <identifiers>
          <isin value="US3128MJXK11"/>
          <ticker value="FHLMC"/>
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        <balance>1640463.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1714795.19</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>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Wells Fargo Coml T</name>
        <lei>549300CFP9NBBMZH1008</lei>
        <title>WFCM 2016-NXS6 A4</title>
        <cusip>95000KBB0</cusip>
        <identifiers>
          <isin value="US95000KBB08"/>
          <ticker value="WFCM"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153802.47</valUSD>
        <pctVal>0.0053802320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.918000000000</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>FN AS8074</title>
        <cusip>3138WH6L1</cusip>
        <identifiers>
          <isin value="US3138WH6L17"/>
          <ticker value="FNMA"/>
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        <balance>751684.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>768963.22</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-UBS6 A5</title>
        <cusip>12592PBF9</cusip>
        <identifiers>
          <isin value="US12592PBF99"/>
          <ticker value="COMM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263538.8</valUSD>
        <pctVal>0.0092189669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
        <lei>N/A</lei>
        <title>FFCB 1.375 10/11/22</title>
        <cusip>3133EKY91</cusip>
        <identifiers>
          <isin value="US3133EKY911"/>
          <ticker value="FFCB"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>993655.57</valUSD>
        <pctVal>0.0347595033</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</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>Morgan Stanley BAML Trust</name>
        <lei>N/A</lei>
        <title>MSBAM 2016-C29 A4</title>
        <cusip>61766EBE4</cusip>
        <identifiers>
          <isin value="US61766EBE41"/>
          <ticker value="MSBAM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261277.2</valUSD>
        <pctVal>0.0091398529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2049-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.325000000000</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>Ontario (Province Of)</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>ONT 2.5 04/27/26</title>
        <cusip>68323ADP6</cusip>
        <identifiers>
          <isin value="US68323ADP66"/>
          <ticker value="O3AK"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510630.93</valUSD>
        <pctVal>0.0178626056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18475</title>
        <cusip>3128MMQ55</cusip>
        <identifiers>
          <isin value="US3128MMQ551"/>
          <ticker value="FHLMC"/>
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        <balance>1818977.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1844347.78</valUSD>
        <pctVal>0.0645179423</pctVal>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0391</title>
        <cusip>36179MNG1</cusip>
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          <isin value="US36179MNG14"/>
          <ticker value="GNR"/>
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        <balance>2210943.57</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2290942.36</valUSD>
        <pctVal>0.0801404641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL8951</title>
        <cusip>3138ET5M4</cusip>
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          <isin value="US3138ET5M44"/>
          <ticker value="FNMA"/>
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        <balance>741149.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>760693.09</valUSD>
        <pctVal>0.0266101402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4002</title>
        <cusip>36179SNT0</cusip>
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          <isin value="US36179SNT05"/>
          <ticker value="GNR"/>
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        <balance>141033.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142259.84</valUSD>
        <pctVal>0.0049764541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18618</title>
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        <identifiers>
          <isin value="US3128MMVL41"/>
          <ticker value="FHLMC"/>
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        <balance>202029.76</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200921.67</valUSD>
        <pctVal>0.0070285295</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>2.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2016-M7 AV2</title>
        <cusip>3136ASC46</cusip>
        <identifiers>
          <isin value="US3136ASC465"/>
          <ticker value="FNMA"/>
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        <balance>245187.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245510.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.156560000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G60145</title>
        <cusip>31335AES3</cusip>
        <identifiers>
          <isin value="US31335AES33"/>
          <ticker value="FHLMC"/>
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        <balance>844022.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>889740.04</valUSD>
        <pctVal>0.0311243884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC 2.625 02/17/22 BKNT</title>
        <cusip>69353RFB9</cusip>
        <identifiers>
          <isin value="US69353RFB96"/>
          <ticker value="PNC"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>760555.36</valUSD>
        <pctVal>0.0266053222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5202</title>
        <cusip>36202FX76</cusip>
        <identifiers>
          <isin value="US36202FX761"/>
          <ticker value="GNR"/>
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        <balance>399892.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422583.56</valUSD>
        <pctVal>0.0147825817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>G2 5203</title>
        <cusip>36202FX84</cusip>
        <identifiers>
          <isin value="US36202FX845"/>
          <ticker value="GNR"/>
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        <balance>253919.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269518.73</valUSD>
        <pctVal>0.0094281534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>G2 AK6867</title>
        <cusip>36183QTY1</cusip>
        <identifiers>
          <isin value="US36183QTY16"/>
          <ticker value="GNR"/>
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        <balance>2032622.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2125244.91</valUSD>
        <pctVal>0.0743441286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>CGCMT 2015-GC27 A5</title>
        <cusip>17323CAE7</cusip>
        <identifiers>
          <isin value="US17323CAE75"/>
          <ticker value="UBSC"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206689.76</valUSD>
        <pctVal>0.0072303056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.137000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91826</title>
        <cusip>3128P8A35</cusip>
        <identifiers>
          <isin value="US3128P8A352"/>
          <ticker value="FHLMC"/>
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        <balance>271628.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278289.62</valUSD>
        <pctVal>0.0097349718</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCEGP 4 04/15/24</title>
        <cusip>05578DAG7</cusip>
        <identifiers>
          <isin value="US05578DAG79"/>
          <ticker value="BPCEGP"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267489.3</valUSD>
        <pctVal>0.0093571611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 BE9902</title>
        <cusip>3617G5AB5</cusip>
        <identifiers>
          <isin value="US3617G5AB51"/>
          <ticker value="GNR"/>
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        <balance>983166.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1036917.45</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3034</title>
        <cusip>36179RLP2</cusip>
        <identifiers>
          <isin value="US36179RLP28"/>
          <ticker value="GNR"/>
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        <balance>1163345.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1212903.5</valUSD>
        <pctVal>0.0424291118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2016-M3 A2</title>
        <cusip>3136ARTE8</cusip>
        <identifiers>
          <isin value="US3136ARTE84"/>
          <ticker value="FNMA"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102467.19</valUSD>
        <pctVal>0.0035844499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.702000000000</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>African Development Bank</name>
        <lei>549300LNCLMO3ITVCU07</lei>
        <title>AFDB 1.25 07/26/21 GDIF</title>
        <cusip>00828EBP3</cusip>
        <identifiers>
          <isin value="US00828EBP34"/>
          <ticker value="AFDB"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496696.35</valUSD>
        <pctVal>0.0173751539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-26</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>FHLMC PC GOLD PC 30YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q27352</title>
        <cusip>3132M7ZR2</cusip>
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          <ticker value="FG"/>
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        <balance>2294332.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2418342.72</valUSD>
        <pctVal>0.0845971123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AX6139</title>
        <cusip>3138Y7ZD7</cusip>
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          <isin value="US3138Y7ZD74"/>
          <ticker value="FNMA"/>
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        <balance>1600683.7</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1713910</valUSD>
        <pctVal>0.0599550409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91891</title>
        <cusip>3128P8C41</cusip>
        <identifiers>
          <isin value="US3128P8C416"/>
          <ticker value="FHLMC"/>
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        <balance>347995.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357468.36</valUSD>
        <pctVal>0.0125047582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2056</title>
        <cusip>3140Q9JA2</cusip>
        <identifiers>
          <isin value="US3140Q9JA28"/>
          <ticker value="FN"/>
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        <balance>534763.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564957.1</valUSD>
        <pctVal>0.0197630132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FN MA2841</title>
        <cusip>31418CEP5</cusip>
        <identifiers>
          <isin value="US31418CEP59"/>
          <ticker value="FNMA"/>
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        <balance>149701.82</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150552.79</valUSD>
        <pctVal>0.0052665535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08648</title>
        <cusip>3128MJWJ5</cusip>
        <identifiers>
          <isin value="US3128MJWJ56"/>
          <ticker value="FHLMC"/>
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        <balance>624753.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>640248.42</valUSD>
        <pctVal>0.0223968121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3.9 05/01/45</title>
        <cusip>94974BGK0</cusip>
        <identifiers>
          <isin value="US94974BGK08"/>
          <ticker value="WFC45"/>
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        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1077544.31</valUSD>
        <pctVal>0.0376940523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</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>FNA 2012-M2 A2</title>
        <cusip>3136A4TX7</cusip>
        <identifiers>
          <isin value="US3136A4TX75"/>
          <ticker value="FNMA"/>
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        <balance>97348.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98100.33</valUSD>
        <pctVal>0.0034316909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.717000000000</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>Australia &amp; New Zealand Banking Group NY Branch</name>
        <lei>N/A</lei>
        <title>ANZ 2.55 11/23/21</title>
        <cusip>05253JAQ4</cusip>
        <identifiers>
          <isin value="US05253JAQ40"/>
          <ticker value="ANZ"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252972.13</valUSD>
        <pctVal>0.0088493295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</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>FN 928261</title>
        <cusip>31412LJE1</cusip>
        <identifiers>
          <isin value="US31412LJE11"/>
          <ticker value="FNMA"/>
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        <balance>64023.89</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69455.38</valUSD>
        <pctVal>0.0024296493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Wells Fargo Commercial Mortgage Trust</name>
        <lei>549300MZIB10PDVAE312</lei>
        <title>WFCM 2016-C35 A4</title>
        <cusip>95000FAT3</cusip>
        <identifiers>
          <isin value="US95000FAT30"/>
          <ticker value="WFCM"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102601.73</valUSD>
        <pctVal>0.0035891563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.931000000000</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>FN MA3239</title>
        <cusip>31418CS54</cusip>
        <identifiers>
          <isin value="US31418CS542"/>
          <ticker value="FNMA"/>
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        <balance>1543174.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1619672.73</valUSD>
        <pctVal>0.0566584854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 7.05 03/15/33</title>
        <cusip>20030NAC5</cusip>
        <identifiers>
          <isin value="US20030NAC56"/>
          <ticker value="CMCSA"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200865.86</valUSD>
        <pctVal>0.0070265772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.050000000000</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>Mexico (United Mexican States)</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX 7.5 04/08/33 MTNA</title>
        <cusip>91086QAN8</cusip>
        <identifiers>
          <isin value="US91086QAN88"/>
          <ticker value="MXLS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142500</valUSD>
        <pctVal>0.0049848553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18601</title>
        <cusip>3128MMU35</cusip>
        <identifiers>
          <isin value="US3128MMU355"/>
          <ticker value="FHLMC"/>
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        <balance>528789.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>544767.4</valUSD>
        <pctVal>0.0190567485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>G2 AD8825</title>
        <cusip>36180MYW1</cusip>
        <identifiers>
          <isin value="US36180MYW18"/>
          <ticker value="GNR"/>
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        <balance>396648.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415050.44</valUSD>
        <pctVal>0.0145190623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN 943388</title>
        <cusip>31413ERH0</cusip>
        <identifiers>
          <isin value="US31413ERH08"/>
          <ticker value="FNMA"/>
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        <balance>128792.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147407.24</valUSD>
        <pctVal>0.0051565176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 826057</title>
        <cusip>31407BWS4</cusip>
        <identifiers>
          <isin value="US31407BWS41"/>
          <ticker value="FNMA"/>
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        <balance>50506.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55849.6</valUSD>
        <pctVal>0.0019536995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G60707</title>
        <cusip>31335AYC6</cusip>
        <identifiers>
          <isin value="US31335AYC60"/>
          <ticker value="FHLMC"/>
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        <balance>1113083.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1143114.64</valUSD>
        <pctVal>0.0399877969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Commercial Mortgage Trust</name>
        <lei>9J6MBOOO7BECTDTUZW19</lei>
        <title>COMM 2014-CR19 A5</title>
        <cusip>12592GBD4</cusip>
        <identifiers>
          <isin value="US12592GBD43"/>
          <ticker value="COMM"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318010.68</valUSD>
        <pctVal>0.0111244717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.796000000000</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>Csail Commercial Mortagage Trust</name>
        <lei>N/A</lei>
        <title>CSAIL 2018-C14 A4</title>
        <cusip>12596GAZ2</cusip>
        <identifiers>
          <isin value="US12596GAZ28"/>
          <ticker value="CSAIL"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337165.65</valUSD>
        <pctVal>0.0117945402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.421600400000</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>FN MA3276</title>
        <cusip>31418CUA0</cusip>
        <identifiers>
          <isin value="US31418CUA07"/>
          <ticker value="FNMA"/>
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        <balance>1682773.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1746489.8</valUSD>
        <pctVal>0.0610947292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GSMS 2013-GC14 A5</title>
        <cusip>36198FAE2</cusip>
        <identifiers>
          <isin value="US36198FAE25"/>
          <ticker value="GSMS"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159714.12</valUSD>
        <pctVal>0.0055870300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.243000000000</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>Hess Corporation</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HES 7.125 03/15/33</title>
        <cusip>023551AM6</cusip>
        <identifiers>
          <isin value="US023551AM66"/>
          <ticker value="HES/33"/>
        </identifiers>
        <balance>690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>872736.52</valUSD>
        <pctVal>0.0305295808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91971</title>
        <cusip>3128P8FL0</cusip>
        <identifiers>
          <isin value="US3128P8FL01"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>147522.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155557.91</valUSD>
        <pctVal>0.0054416398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91970</title>
        <cusip>3128P8FK2</cusip>
        <identifiers>
          <isin value="US3128P8FK28"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>401288.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418132.21</valUSD>
        <pctVal>0.0146268671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Viacom Inc</name>
        <lei>X0ST5BPF0CZG9FE5OV61</lei>
        <title>VIAC 5.5 05/15/33</title>
        <cusip>925524AV2</cusip>
        <identifiers>
          <isin value="US925524AV24"/>
          <ticker value="VIAC"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281266.64</valUSD>
        <pctVal>0.0098391123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Corning Incorporated</name>
        <lei>549300X2937PB0CJ7I56</lei>
        <title>GLW 5.75 08/15/40</title>
        <cusip>219350AV7</cusip>
        <identifiers>
          <isin value="US219350AV70"/>
          <ticker value="GLW40"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211814.99</valUSD>
        <pctVal>0.0074095935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch</name>
        <lei>N/A</lei>
        <title>RABOBK 2.75 01/10/23</title>
        <cusip>21688AAL6</cusip>
        <identifiers>
          <isin value="US21688AAL61"/>
          <ticker value="RABOBK"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1019622.42</valUSD>
        <pctVal>0.0356678611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08797</title>
        <cusip>3128MJ3F5</cusip>
        <identifiers>
          <isin value="US3128MJ3F57"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>1339969.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1412429.35</valUSD>
        <pctVal>0.0494088134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FN 826585</title>
        <cusip>31407CJ65</cusip>
        <identifiers>
          <isin value="US31407CJ650"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>97636.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107674.65</valUSD>
        <pctVal>0.0037666144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
        <lei>N/A</lei>
        <title>FHMS K065 A2</title>
        <cusip>3137F1G44</cusip>
        <identifiers>
          <isin value="US3137F1G447"/>
          <ticker value="FHMS"/>
        </identifiers>
        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371160.93</valUSD>
        <pctVal>0.0129837440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.243000000000</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>FN BK4764</title>
        <cusip>3140HJJJ1</cusip>
        <identifiers>
          <isin value="US3140HJJJ13"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>750017.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>781254.28</valUSD>
        <pctVal>0.0273294002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FN BJ9977</title>
        <cusip>3140HCCP9</cusip>
        <identifiers>
          <isin value="US3140HCCP92"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>595778.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>623564.55</valUSD>
        <pctVal>0.0218131863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Aflac Incorporated</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>AFL 6.45 08/15/40</title>
        <cusip>001055AF9</cusip>
        <identifiers>
          <isin value="US001055AF96"/>
          <ticker value="AFL40"/>
        </identifiers>
        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20724.29</valUSD>
        <pctVal>0.0007249655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.450000000000</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>Magellan Midstream Partners LP</name>
        <lei>MZF5TI8NFVZZNUSKDL39</lei>
        <title>MMP 4.25 02/01/21</title>
        <cusip>55907RAA6</cusip>
        <identifiers>
          <isin value="US55907RAA68"/>
          <ticker value="MMP/21"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204928.5</valUSD>
        <pctVal>0.0071686942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>FN AR9582</title>
        <cusip>3138W7UG7</cusip>
        <identifiers>
          <isin value="US3138W7UG70"/>
          <ticker value="FNMA"/>
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        <balance>368051.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379808.88</valUSD>
        <pctVal>0.0132862618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18420</title>
        <cusip>3128MMPE7</cusip>
        <identifiers>
          <isin value="US3128MMPE71"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>491653.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504821.69</valUSD>
        <pctVal>0.0176593900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA 2.7 01/11/23 GMTN</title>
        <cusip>89236TEL5</cusip>
        <identifiers>
          <isin value="US89236TEL52"/>
          <ticker value="TMQH"/>
        </identifiers>
        <balance>625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637789.88</valUSD>
        <pctVal>0.0223108088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>FNA 2018-M1 A2</title>
        <cusip>3136AY7L1</cusip>
        <identifiers>
          <isin value="US3136AY7L11"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260481</valUSD>
        <pctVal>0.0091120006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.985000000000</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>FN AH4158</title>
        <cusip>3138A5TQ5</cusip>
        <identifiers>
          <isin value="US3138A5TQ53"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>158942.9</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170477.29</valUSD>
        <pctVal>0.0059635412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FN MA0706</title>
        <cusip>31417YYC5</cusip>
        <identifiers>
          <isin value="US31417YYC55"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>392907.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422206.35</valUSD>
        <pctVal>0.0147693864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FN AS5666</title>
        <cusip>3138WFJL1</cusip>
        <identifiers>
          <isin value="US3138WFJL18"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1061265.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1124450.57</valUSD>
        <pctVal>0.0393349008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.864 07/23/24 MTN</title>
        <cusip>06051GHL6</cusip>
        <identifiers>
          <isin value="US06051GHL68"/>
          <ticker value="BAC"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1052382.32</valUSD>
        <pctVal>0.0368138496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.864000000000</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>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 6.22 04/30/40</title>
        <cusip>126408GS6</cusip>
        <identifiers>
          <isin value="US126408GS60"/>
          <ticker value="CSX40"/>
        </identifiers>
        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495288.82</valUSD>
        <pctVal>0.0173259164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.220000000000</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>Ford Credit Floorplan Master Owner Trust A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORDF 2018-4 A</title>
        <cusip>34528PAK2</cusip>
        <identifiers>
          <isin value="US34528PAK21"/>
          <ticker value="FORDF"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108908.29</valUSD>
        <pctVal>0.0038097689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.060000000000</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>John Deere Capital Corporation</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 3.05 01/06/28 MTN</title>
        <cusip>24422EUB3</cusip>
        <identifiers>
          <isin value="US24422EUB37"/>
          <ticker value="DE/28"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262552.62</valUSD>
        <pctVal>0.0091844689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</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>FN MA3281</title>
        <cusip>31418CUF9</cusip>
        <identifiers>
          <isin value="US31418CUF93"/>
          <ticker value="FNMA"/>
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        <balance>761307.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>802203.76</valUSD>
        <pctVal>0.0280622432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 6.875 03/01/33 D</title>
        <cusip>293791AF6</cusip>
        <identifiers>
          <isin value="US293791AF64"/>
          <ticker value="EPD33"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68184.43</valUSD>
        <pctVal>0.0023851896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>D 5.25 08/01/33 F</title>
        <cusip>257469AJ5</cusip>
        <identifiers>
          <isin value="US257469AJ58"/>
          <ticker value="D33A"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301413.89</valUSD>
        <pctVal>0.0105438921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>WFRBS Commercial Mtg Tst 2011-C2</name>
        <lei>N/A</lei>
        <title>WFRBS 2011-C5 A4</title>
        <cusip>92936JBB9</cusip>
        <identifiers>
          <isin value="US92936JBB98"/>
          <ticker value="WFRBS"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152716.43</valUSD>
        <pctVal>0.0053422407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.667000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 651753</title>
        <cusip>36292LBW3</cusip>
        <identifiers>
          <isin value="US36292LBW37"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>9082.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10192.88</valUSD>
        <pctVal>0.0003565616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0006</title>
        <cusip>36179MAF7</cusip>
        <identifiers>
          <isin value="US36179MAF77"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>124877.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126498.3</valUSD>
        <pctVal>0.0044250928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Landwirtschaftliche Rentenbank</name>
        <lei>529900Z3J0N6S0F7CT25</lei>
        <title>RENTEN 2.375 06/10/25</title>
        <cusip>515110BP8</cusip>
        <identifiers>
          <isin value="US515110BP87"/>
          <ticker value="RENTEN"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1029319.39</valUSD>
        <pctVal>0.0360070751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</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>San Diego Gas &amp; Electric Company</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SRE 4.5 08/15/40</title>
        <cusip>797440BM5</cusip>
        <identifiers>
          <isin value="US797440BM51"/>
          <ticker value="SRE/40"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169327.96</valUSD>
        <pctVal>0.0059233360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>ONCRTX 7.25 01/15/33</title>
        <cusip>68233DAP2</cusip>
        <identifiers>
          <isin value="US68233DAP24"/>
          <ticker value="ONCRTX"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288919.33</valUSD>
        <pctVal>0.0101068144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</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>Georgia Power Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>SO 4.3 03/15/43</title>
        <cusip>373334KA8</cusip>
        <identifiers>
          <isin value="US373334KA87"/>
          <ticker value="SO/43"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109303.81</valUSD>
        <pctVal>0.0038236047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Progressive Corporation</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>PGR 3.75 08/23/21</title>
        <cusip>743315AN3</cusip>
        <identifiers>
          <isin value="US743315AN32"/>
          <ticker value="PGR21"/>
        </identifiers>
        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340392.22</valUSD>
        <pctVal>0.0119074102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4018</title>
        <cusip>36202EPB9</cusip>
        <identifiers>
          <isin value="US36202EPB91"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>69772.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79814.87</valUSD>
        <pctVal>0.0027920391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4747</title>
        <cusip>36202FHY5</cusip>
        <identifiers>
          <isin value="US36202FHY51"/>
          <ticker value="GNR"/>
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        <balance>165316.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182587.56</valUSD>
        <pctVal>0.0063871759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 783176</title>
        <cusip>36241LQ58</cusip>
        <identifiers>
          <isin value="US36241LQ589"/>
          <ticker value="GNR"/>
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        <balance>580318.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>617967.46</valUSD>
        <pctVal>0.0216173920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Ameren Illinois Company</name>
        <lei>RC71E2BZ6UOMFPDJSE79</lei>
        <title>AEE 2.7 09/01/22</title>
        <cusip>02361DAL4</cusip>
        <identifiers>
          <isin value="US02361DAL47"/>
          <ticker value="AEE/22"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508946.74</valUSD>
        <pctVal>0.0178036902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>FNA 2017-M2 A2</title>
        <cusip>3136AVKR9</cusip>
        <identifiers>
          <isin value="US3136AVKR90"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103014.21</valUSD>
        <pctVal>0.0036035855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.801000000000</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>G2 MA4003</title>
        <cusip>36179SNU7</cusip>
        <identifiers>
          <isin value="US36179SNU77"/>
          <ticker value="GNR"/>
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        <balance>1430782.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1477024.37</valUSD>
        <pctVal>0.0516684403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q03085</title>
        <cusip>3132GJCW7</cusip>
        <identifiers>
          <isin value="US3132GJCW71"/>
          <ticker value="FHLMC"/>
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        <balance>187663.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201438.75</valUSD>
        <pctVal>0.0070466177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4881</title>
        <cusip>36202FM60</cusip>
        <identifiers>
          <isin value="US36202FM608"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>712259.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751718.38</valUSD>
        <pctVal>0.0262961919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FHLMC Pc Prepay Prm 30</name>
        <lei>N/A</lei>
        <title>FHMS K735 A2</title>
        <cusip>3137FMU67</cusip>
        <identifiers>
          <isin value="US3137FMU673"/>
          <ticker value="FEDMFH"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155120.12</valUSD>
        <pctVal>0.0054263253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.862000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 5.4 09/15/40</title>
        <cusip>437076AU6</cusip>
        <identifiers>
          <isin value="US437076AU64"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>663462.49</valUSD>
        <pctVal>0.0232088737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <valUSD>796471.01</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <ticker value="FNMA"/>
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        <valUSD>903776.43</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>The Procter &amp; Gamble Company</name>
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          <ticker value="PG22A"/>
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        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217912.26</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
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      <invstOrSec>
        <name>Praxair, Inc.</name>
        <lei>ZU69GUVJQGZ6Z1UOOO79</lei>
        <title>PX 2.45 02/15/22</title>
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          <ticker value="LIN/22"/>
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        <balance>422000</balance>
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        <curCd>USD</curCd>
        <valUSD>427113.23</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>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AL1939</title>
        <cusip>3138EJEM6</cusip>
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          <isin value="US3138EJEM69"/>
          <ticker value="FNMA"/>
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        <balance>1140540.03</balance>
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        <curCd>USD</curCd>
        <valUSD>1206514.91</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AW8167</title>
        <cusip>3138XYCD4</cusip>
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          <isin value="US3138XYCD45"/>
          <ticker value="FNMA"/>
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        <balance>535910.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564850.23</valUSD>
        <pctVal>0.0197592748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C92010</title>
        <cusip>3128P8GT2</cusip>
        <identifiers>
          <isin value="US3128P8GT28"/>
          <ticker value="FHLMC"/>
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        <balance>383159.12</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401079.79</valUSD>
        <pctVal>0.0140303489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3492</title>
        <cusip>31418C3A0</cusip>
        <identifiers>
          <isin value="US31418C3A09"/>
          <ticker value="FNMA"/>
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        <balance>152389.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159618.39</valUSD>
        <pctVal>0.0055836812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 6 10/31/33</title>
        <cusip>172967CC3</cusip>
        <identifiers>
          <isin value="US172967CC36"/>
          <ticker value="C"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450781.8</valUSD>
        <pctVal>0.0157689968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Progressive Corporation</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>PGR 2.45 01/15/27</title>
        <cusip>743315AR4</cusip>
        <identifiers>
          <isin value="US743315AR46"/>
          <ticker value="PGR27"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251056.76</valUSD>
        <pctVal>0.0087823271</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>2.450000000000</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>Marathon Oil Corporation</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>MRO 6.8 03/15/32</title>
        <cusip>565849AB2</cusip>
        <identifiers>
          <isin value="US565849AB20"/>
          <ticker value="MRO32"/>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222341.75</valUSD>
        <pctVal>0.0077778347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.800000000000</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>Keyspan Corp</name>
        <lei>IITLLQEWVF9O8A7S8169</lei>
        <title>NGGLN 5.803 04/01/35</title>
        <cusip>49337WAJ9</cusip>
        <identifiers>
          <isin value="US49337WAJ99"/>
          <ticker value="NGG/35"/>
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        <balance>425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516392.62</valUSD>
        <pctVal>0.0180641578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.803000000000</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>Canadian Natural Resources Limited</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CNQCN 6.45 06/30/33</title>
        <cusip>136385AE1</cusip>
        <identifiers>
          <isin value="US136385AE19"/>
          <ticker value="CNQ33"/>
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        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172662.79</valUSD>
        <pctVal>0.0060399931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Essex Portfolio Lp</name>
        <lei>5493003GN3O58H286O74</lei>
        <title>ESS 3.25 05/01/23</title>
        <cusip>29717PAE7</cusip>
        <identifiers>
          <isin value="US29717PAE79"/>
          <ticker value="ESS/23"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51374.86</valUSD>
        <pctVal>0.0017971666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BNS 4.375 01/13/21</title>
        <cusip>064149C88</cusip>
        <identifiers>
          <isin value="US064149C886"/>
          <ticker value="BNS21"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256501.5</valUSD>
        <pctVal>0.0089727920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Suncor Energy Inc.</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>SUCN 5.95 05/15/35</title>
        <cusip>71644EAG7</cusip>
        <identifiers>
          <isin value="US71644EAG70"/>
          <ticker value="SU/35"/>
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        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>558510.23</valUSD>
        <pctVal>0.0195374924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K072 A2</title>
        <cusip>3137FEBQ2</cusip>
        <identifiers>
          <isin value="US3137FEBQ22"/>
          <ticker value="FHLMC"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161104.41</valUSD>
        <pctVal>0.0056356644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.444000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Mortgage Backed Secs</name>
        <lei>N/A</lei>
        <title>WFCM 2015-NXS2 A5</title>
        <cusip>94989MAE9</cusip>
        <identifiers>
          <isin value="US94989MAE93"/>
          <ticker value="WFMBS"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320494.53</valUSD>
        <pctVal>0.0112113604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.767000000000</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>FN BK4740</title>
        <cusip>3140HJHS3</cusip>
        <identifiers>
          <isin value="US3140HJHS30"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>707064.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>737259.21</valUSD>
        <pctVal>0.0257903893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2256</title>
        <cusip>3140Q9QJ5</cusip>
        <identifiers>
          <isin value="US3140Q9QJ53"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>757742.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>786197.99</valUSD>
        <pctVal>0.0275023383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K094 A2</title>
        <cusip>3137FMTY8</cusip>
        <identifiers>
          <isin value="US3137FMTY89"/>
          <ticker value="FEDMFH"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312071.28</valUSD>
        <pctVal>0.0109167030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.903000000000</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>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 3.4 09/01/24</title>
        <cusip>12189LAT8</cusip>
        <identifiers>
          <isin value="US12189LAT89"/>
          <ticker value="BRK.B/24B"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84621.55</valUSD>
        <pctVal>0.0029601837</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>3.400000000000</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 HLDGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEE V0 06/15/67</title>
        <cusip>302570AX4</cusip>
        <identifiers>
          <isin value="US302570AX43"/>
          <ticker value="NEE"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22361.83</valUSD>
        <pctVal>0.0007822490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.018630000000</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>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP 5 01/15/21 BKNT</title>
        <cusip>05567LT31</cusip>
        <identifiers>
          <isin value="US05567LT315"/>
          <ticker value="BNP"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1031722.29</valUSD>
        <pctVal>0.0360911320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYY 5.375 09/21/35</title>
        <cusip>871829AJ6</cusip>
        <identifiers>
          <isin value="US871829AJ69"/>
          <ticker value="SYY35"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>307054.1</valUSD>
        <pctVal>0.0107411948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>LYB International Finance II B.V.</name>
        <lei>549300ZSNDBYN4Z4VZ93</lei>
        <title>LYB 3.5 03/02/27</title>
        <cusip>50247WAB3</cusip>
        <identifiers>
          <isin value="US50247WAB37"/>
          <ticker value="LYB/27"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262076</valUSD>
        <pctVal>0.0091677960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <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 Water Capital Corp</name>
        <lei>5IDHQUFVC8Q2KIBBFF06</lei>
        <title>AWK 4.3 09/01/45</title>
        <cusip>03040WAM7</cusip>
        <identifiers>
          <isin value="US03040WAM73"/>
          <ticker value="AWK/45"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>568806</valUSD>
        <pctVal>0.0198976533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 4.25 02/01/49 AC</title>
        <cusip>15189XAT5</cusip>
        <identifiers>
          <isin value="US15189XAT54"/>
          <ticker value="CNP/49"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>588454.91</valUSD>
        <pctVal>0.0205850005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Telefonica Emisiones S.A.U.</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>TELEFO 5.213 03/08/47</title>
        <cusip>87938WAU7</cusip>
        <identifiers>
          <isin value="US87938WAU71"/>
          <ticker value="TEF/47"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178035.88</valUSD>
        <pctVal>0.0062279516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.213000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 617739</title>
        <cusip>36290UHQ2</cusip>
        <identifiers>
          <isin value="US36290UHQ22"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>9970.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11401.57</valUSD>
        <pctVal>0.0003988433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4194</title>
        <cusip>36202EUT4</cusip>
        <identifiers>
          <isin value="US36202EUT45"/>
          <ticker value="GNR"/>
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        <balance>158068.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176125.94</valUSD>
        <pctVal>0.0061611391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>FNMA 5.625 07/15/37</title>
        <cusip>31398AFD9</cusip>
        <identifiers>
          <isin value="US31398AFD90"/>
          <ticker value="FNMA"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>731662.04</valUSD>
        <pctVal>0.0255945922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 6.15 08/07/37 GMTN</title>
        <cusip>36962G3A0</cusip>
        <identifiers>
          <isin value="US36962G3A02"/>
          <ticker value="GE/37"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186536.95</valUSD>
        <pctVal>0.0065253312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC 3.4 03/08/21</title>
        <cusip>404280AV1</cusip>
        <identifiers>
          <isin value="US404280AV16"/>
          <ticker value="HSBC21A"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1015888.56</valUSD>
        <pctVal>0.0355372453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Inc.</name>
        <lei>5493000C01ZX7D35SD85</lei>
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        <curCd>USD</curCd>
        <valUSD>30762.71</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>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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          <isin value="US3132Y16F02"/>
          <ticker value="FHLMC"/>
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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>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0698</title>
        <cusip>36179MX39</cusip>
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          <isin value="US36179MX395"/>
          <ticker value="GNR"/>
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        <balance>527492.81</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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          <isin value="US36179TQQ12"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>899370.58</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BH9215</title>
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          <isin value="US3140GYGZ67"/>
          <ticker value="FN"/>
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        <balance>2204043.69</balance>
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        <curCd>USD</curCd>
        <valUSD>2291940.64</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 687824</title>
        <cusip>36296DD54</cusip>
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          <isin value="US36296DD547"/>
          <ticker value="GNR"/>
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        <balance>98497.31</balance>
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        <curCd>USD</curCd>
        <valUSD>109241.08</valUSD>
        <pctVal>0.0038214104</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4245</title>
        <cusip>36202EWE5</cusip>
        <identifiers>
          <isin value="US36202EWE57"/>
          <ticker value="GNR"/>
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        <balance>24485.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27965.04</valUSD>
        <pctVal>0.0009782574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 4.7 09/01/45</title>
        <cusip>12189LAX9</cusip>
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          <isin value="US12189LAX91"/>
          <ticker value="BRK.B/45B"/>
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        <balance>870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1061572.69</valUSD>
        <pctVal>0.0371353420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 3.45 02/09/45</title>
        <cusip>037833BA7</cusip>
        <identifiers>
          <isin value="US037833BA77"/>
          <ticker value="AAPL"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57976.26</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>2045-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 5.95 08/15/37</title>
        <cusip>478160AN4</cusip>
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          <isin value="US478160AN49"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>142343.92</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>2037-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>Southwest Airlines Co.</name>
        <lei>N/A</lei>
        <title>LUV 6.15 08/01/22 07-1</title>
        <cusip>84474YAA4</cusip>
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          <ticker value="LUV"/>
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        <balance>200939.49</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>
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          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.150000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1370</title>
        <cusip>3140Q8QY4</cusip>
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          <isin value="US3140Q8QY48"/>
          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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          <ticker value="TM/21C"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 4.7 02/15/21</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
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        <title>ABIBB 8 11/15/39</title>
        <cusip>03523TBJ6</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA2208</title>
        <cusip>3140Q9N25</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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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>G2 MA5467</title>
        <cusip>36179UCC4</cusip>
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          <isin value="US36179UCC45"/>
          <ticker value="GNR"/>
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        <balance>1347359.72</balance>
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        <curCd>USD</curCd>
        <valUSD>1416715.59</valUSD>
        <pctVal>0.0495587523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>PacifiCorp</name>
        <lei>SGY07Y7FNYBNLM6Z1M11</lei>
        <title>BRKHEC 6.25 10/15/37</title>
        <cusip>695114CG1</cusip>
        <identifiers>
          <isin value="US695114CG18"/>
          <ticker value="BRK.B/37G"/>
        </identifiers>
        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385831.58</valUSD>
        <pctVal>0.0134969445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>LNC 6.3 10/09/37</title>
        <cusip>534187AW9</cusip>
        <identifiers>
          <isin value="US534187AW96"/>
          <ticker value="LNC37"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129449.48</valUSD>
        <pctVal>0.0045283293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 682899</title>
        <cusip>36295WUY1</cusip>
        <identifiers>
          <isin value="US36295WUY10"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>174782.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194694.22</valUSD>
        <pctVal>0.0068106843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Deere &amp; Company</name>
        <lei>PWFTNG3EI0Y73OXWDH08</lei>
        <title>DE 8.1 05/15/30</title>
        <cusip>244199AZ8</cusip>
        <identifiers>
          <isin value="US244199AZ87"/>
          <ticker value="DE30"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147283.06</valUSD>
        <pctVal>0.0051521736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.100000000000</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>Southern California Gas Company</name>
        <lei>XY0N0J73VHV5F4CUJV89</lei>
        <title>SRE 5.75 11/15/35 KK</title>
        <cusip>842434CG5</cusip>
        <identifiers>
          <isin value="US842434CG50"/>
          <ticker value="SRE"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187546.8</valUSD>
        <pctVal>0.0065606572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Kinder Morgan Energy Partners LP</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KMI 6.375 03/01/41</title>
        <cusip>494550BH8</cusip>
        <identifiers>
          <isin value="US494550BH82"/>
          <ticker value="KMP41"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43955.45</valUSD>
        <pctVal>0.0015376250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>FN MA3181</title>
        <cusip>31418CRB2</cusip>
        <identifiers>
          <isin value="US31418CRB27"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>227701.53</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237224.25</valUSD>
        <pctVal>0.0082984460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Nordic Investment Bank</name>
        <lei>213800HYL1S7VAXG6Z48</lei>
        <title>NIB 2.25 02/01/21</title>
        <cusip>65562QBH7</cusip>
        <identifiers>
          <isin value="US65562QBH74"/>
          <ticker value="NIB"/>
        </identifiers>
        <balance>667000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670380.2</valUSD>
        <pctVal>0.0234508652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS 3.45 08/15/27</title>
        <cusip>125896BS8</cusip>
        <identifiers>
          <isin value="US125896BS82"/>
          <ticker value="CMS27A"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523276.56</valUSD>
        <pctVal>0.0183049679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR 3.2 08/10/21</title>
        <cusip>06738EAQ8</cusip>
        <identifiers>
          <isin value="US06738EAQ89"/>
          <ticker value="BCS21"/>
        </identifiers>
        <balance>725000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>734836.8</valUSD>
        <pctVal>0.0257056499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>FN AL7807</title>
        <cusip>3138EQU91</cusip>
        <identifiers>
          <isin value="US3138EQU915"/>
          <ticker value="FNMA"/>
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        <balance>2117435.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2189929.89</valUSD>
        <pctVal>0.0766069024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FN BM3286</title>
        <cusip>3140J7UL7</cusip>
        <identifiers>
          <isin value="US3140J7UL76"/>
          <ticker value="FNMA"/>
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        <balance>195435.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206153.93</valUSD>
        <pctVal>0.0072115615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GlaxoSmithKline Capital Inc.</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
        <title>GSK 5.375 04/15/34</title>
        <cusip>377372AB3</cusip>
        <identifiers>
          <isin value="US377372AB33"/>
          <ticker value="72WI"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193165.76</valUSD>
        <pctVal>0.0067572166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 6.45 10/15/32</title>
        <cusip>264399ED4</cusip>
        <identifiers>
          <isin value="US264399ED44"/>
          <ticker value="DUK32"/>
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        <balance>106000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145503.51</valUSD>
        <pctVal>0.0050899224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.450000000000</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 Resources Corp.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CNP 6.625 11/01/37</title>
        <cusip>15189WAD2</cusip>
        <identifiers>
          <isin value="US15189WAD20"/>
          <ticker value="CNP/37A"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66396.71</valUSD>
        <pctVal>0.0023226526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>America Movil S.A.B. de C.V.</name>
        <lei>5493000FNR3UCEAONM59</lei>
        <title>AMXLMM 6.125 11/15/37</title>
        <cusip>02364WAP0</cusip>
        <identifiers>
          <isin value="US02364WAP05"/>
          <ticker value="AMX37"/>
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        <balance>505000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>661224.24</valUSD>
        <pctVal>0.0231305765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 6.75 03/15/32 MTNA</title>
        <cusip>36962GXZ2</cusip>
        <identifiers>
          <isin value="US36962GXZ26"/>
          <ticker value="GE/32"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192706.99</valUSD>
        <pctVal>0.0067411681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank, National Association</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WFC 5.85 02/01/37 BKNT</title>
        <cusip>92976GAG6</cusip>
        <identifiers>
          <isin value="US92976GAG64"/>
          <ticker value="WFC/37"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331259.05</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>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Weyerhaeuser Company</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>WY 6.875 12/15/33</title>
        <cusip>962166BT0</cusip>
        <identifiers>
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          <ticker value="WY33"/>
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        <balance>740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>979926.97</valUSD>
        <pctVal>0.0342792571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 697645</title>
        <cusip>36296QBN8</cusip>
        <identifiers>
          <isin value="US36296QBN88"/>
          <ticker value="GNR"/>
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        <balance>35191.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39500.26</valUSD>
        <pctVal>0.0013817760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 5.5 04/15/41</title>
        <cusip>126408GU1</cusip>
        <identifiers>
          <isin value="US126408GU17"/>
          <ticker value="CSX41"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63314.57</valUSD>
        <pctVal>0.0022148349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>FNA 2015-M11 A2</title>
        <cusip>3136APSZ6</cusip>
        <identifiers>
          <isin value="US3136APSZ66"/>
          <ticker value="FNMA"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>514325.65</valUSD>
        <pctVal>0.0179918522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.829000000000</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.3 07/22/27 GMTN</title>
        <cusip>94974BGL8</cusip>
        <identifiers>
          <isin value="US94974BGL80"/>
          <ticker value="WFC27A"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120547.75</valUSD>
        <pctVal>0.0042169340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Medtronic, Inc.</name>
        <lei>D56MRZY2INAN94ZONZ37</lei>
        <title>MDT 3.5 03/15/25</title>
        <cusip>585055BS4</cusip>
        <identifiers>
          <isin value="US585055BS43"/>
          <ticker value="MDT25"/>
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        <balance>334000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358043.97</valUSD>
        <pctVal>0.0125248939</pctVal>
        <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>3.500000000000</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>Medtronic, Inc.</name>
        <lei>D56MRZY2INAN94ZONZ37</lei>
        <title>MDT 4.625 03/15/45</title>
        <cusip>585055BU9</cusip>
        <identifiers>
          <isin value="US585055BU98"/>
          <ticker value="MDT45"/>
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        <balance>406000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511379.25</valUSD>
        <pctVal>0.0178887829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 6 01/15/38</title>
        <cusip>26442CAB0</cusip>
        <identifiers>
          <isin value="US26442CAB00"/>
          <ticker value="DUK/38"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47315.56</valUSD>
        <pctVal>0.0016551665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>South Carolina Electric &amp; Gas Company</name>
        <lei>3QRVFYR22IUIEOORTK28</lei>
        <title>SCG 6.05 01/15/38</title>
        <cusip>837004CB4</cusip>
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          <isin value="US837004CB48"/>
          <ticker value="D/38A"/>
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        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>360926.54</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>2038-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.050000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q53695</title>
        <cusip>3132XWC90</cusip>
        <identifiers>
          <isin value="US3132XWC906"/>
          <ticker value="FHLMC"/>
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        <balance>1367687.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1421637.67</valUSD>
        <pctVal>0.0497309337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K078 A2</title>
        <cusip>3137FGR31</cusip>
        <identifiers>
          <isin value="US3137FGR317"/>
          <ticker value="FHLMC"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165286.47</valUSD>
        <pctVal>0.0057819588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.854000000000</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>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 3.375 08/12/24</title>
        <cusip>126650CF5</cusip>
        <identifiers>
          <isin value="US126650CF56"/>
          <ticker value="CVS24"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260239.27</valUSD>
        <pctVal>0.0091035446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>Novartis Capital Corporation</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVNVX 2.4 05/17/22</title>
        <cusip>66989HAM0</cusip>
        <identifiers>
          <isin value="US66989HAM07"/>
          <ticker value="NVS/22A"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172428.64</valUSD>
        <pctVal>0.0060318022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>Georgia-Pacific LLC</name>
        <lei>L2EVHWFHVAQK72TMH265</lei>
        <title>GP 7.75 11/15/29</title>
        <cusip>373298BR8</cusip>
        <identifiers>
          <isin value="US373298BR83"/>
          <ticker value="GP"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>707839.16</valUSD>
        <pctVal>0.0247612335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</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>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GMCAR 2019-3 A3</title>
        <cusip>36257PAD0</cusip>
        <identifiers>
          <isin value="US36257PAD06"/>
          <ticker value="GMCAR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100460.87</valUSD>
        <pctVal>0.0035142660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.180000000000</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>FN BH1130</title>
        <cusip>3140GPHG6</cusip>
        <identifiers>
          <isin value="US3140GPHG60"/>
          <ticker value="FNMA"/>
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        <balance>576271.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>599050.53</valUSD>
        <pctVal>0.0209556505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C91955</title>
        <cusip>3128P8E49</cusip>
        <identifiers>
          <isin value="US3128P8E495"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>314155.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322641.17</valUSD>
        <pctVal>0.0112864529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Centerpoint Energy Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 3.55 08/01/42</title>
        <cusip>15189XAM0</cusip>
        <identifiers>
          <isin value="US15189XAM02"/>
          <ticker value="CNP"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42064.3</valUSD>
        <pctVal>0.0014714698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</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 Houston Electric LLC</name>
        <lei>549300S8SEQBOJLKHW63</lei>
        <title>CNP 2.25 08/01/22</title>
        <cusip>15189XAL2</cusip>
        <identifiers>
          <isin value="US15189XAL29"/>
          <ticker value="CNP/22"/>
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        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105672.7</valUSD>
        <pctVal>0.0036965833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.250000000000</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>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CCI 3.15 07/15/23</title>
        <cusip>22822VAJ0</cusip>
        <identifiers>
          <isin value="US22822VAJ08"/>
          <ticker value="CCI23A"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206378.85</valUSD>
        <pctVal>0.0072194295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 3.875 07/20/25</title>
        <cusip>126650CL2</cusip>
        <identifiers>
          <isin value="US126650CL25"/>
          <ticker value="CVS25"/>
        </identifiers>
        <balance>518000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>551724.74</valUSD>
        <pctVal>0.0193001262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Jpmbb Commercial Mortgage Securities Trust-C30</name>
        <lei>N/A</lei>
        <title>JPMBB 2015-C30 A5</title>
        <cusip>46644UBA5</cusip>
        <identifiers>
          <isin value="US46644UBA51"/>
          <ticker value="JPMBB"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214078.74</valUSD>
        <pctVal>0.0074887827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.821800000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BA2911</title>
        <cusip>3140E7GV6</cusip>
        <identifiers>
          <isin value="US3140E7GV65"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>328247.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337970.37</valUSD>
        <pctVal>0.0118226904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Puget Sound Energy Inc.</name>
        <lei>8MNFJR7KOMBQ7X62LK44</lei>
        <title>PSD 5.638 04/15/41</title>
        <cusip>745332CD6</cusip>
        <identifiers>
          <isin value="US745332CD69"/>
          <ticker value="PSD"/>
        </identifiers>
        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440895.4</valUSD>
        <pctVal>0.0154231563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.638000000000</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>Sanofi</name>
        <lei>549300E9PC51EN656011</lei>
        <title>SANFP 4 03/29/21</title>
        <cusip>80105NAG0</cusip>
        <identifiers>
          <isin value="US80105NAG07"/>
          <ticker value="US1743"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513530.65</valUSD>
        <pctVal>0.0179640419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.65 02/15/47</title>
        <cusip>00206RCU4</cusip>
        <identifiers>
          <isin value="US00206RCU41"/>
          <ticker value="T47"/>
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        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356770.91</valUSD>
        <pctVal>0.0124803604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</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>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 5.125 07/20/45</title>
        <cusip>126650CN8</cusip>
        <identifiers>
          <isin value="US126650CN80"/>
          <ticker value="CVS45"/>
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        <balance>1560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1850652.18</valUSD>
        <pctVal>0.0647384793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</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>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 6.2 06/15/36 06-B</title>
        <cusip>209111EM1</cusip>
        <identifiers>
          <isin value="US209111EM11"/>
          <ticker value="ED36A"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268264.95</valUSD>
        <pctVal>0.0093842944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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 Banks</name>
        <lei>N/A</lei>
        <title>FHLB 5.5 07/15/36</title>
        <cusip>3133XGAY0</cusip>
        <identifiers>
          <isin value="US3133XGAY07"/>
          <ticker value="FHLB"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702832.59</valUSD>
        <pctVal>0.0245860965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Medtronic, Inc.</name>
        <lei>D56MRZY2INAN94ZONZ37</lei>
        <title>MDT 4.375 03/15/35</title>
        <cusip>585055BT2</cusip>
        <identifiers>
          <isin value="US585055BT26"/>
          <ticker value="MDT35"/>
        </identifiers>
        <balance>913000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1081065.09</valUSD>
        <pctVal>0.0378172143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HON 4.25 03/01/21</title>
        <cusip>438516BA3</cusip>
        <identifiers>
          <isin value="US438516BA30"/>
          <ticker value="HON"/>
        </identifiers>
        <balance>416000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>428677.3</valUSD>
        <pctVal>0.0149957495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 5.875 01/14/38 MTN</title>
        <cusip>36962G3P7</cusip>
        <identifiers>
          <isin value="US36962G3P70"/>
          <ticker value="GE"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>486223.92</valUSD>
        <pctVal>0.0170088132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <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 Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 6.875 02/15/38</title>
        <cusip>91324PBK7</cusip>
        <identifiers>
          <isin value="US91324PBK75"/>
          <ticker value="UNH38"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252014.95</valUSD>
        <pctVal>0.0088158460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Energy Transfer Operating L P</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Duke Energy Carolinas LLC</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Total Capital International S.A.</name>
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        <title>TOTAL 3.75 04/10/24</title>
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          <ticker value="TOTAL"/>
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        <curCd>USD</curCd>
        <valUSD>353467.88</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
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          <ticker value="BAC"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1073205.54</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>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</annualizedRt>
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      <invstOrSec>
        <name>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 5.75 05/01/40</title>
        <cusip>12189LAA9</cusip>
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          <isin value="US12189LAA98"/>
          <ticker value="BRK.B/40A"/>
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        <curCd>USD</curCd>
        <valUSD>303801.37</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>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08818</title>
        <cusip>3128MJ4C1</cusip>
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          <isin value="US3128MJ4C18"/>
          <ticker value="FHLMC"/>
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        <balance>285513.76</balance>
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        <curCd>USD</curCd>
        <valUSD>300535.37</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 6.25 08/09/26 MTN</title>
        <cusip>61746BCY0</cusip>
        <identifiers>
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          <ticker value="MS26"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>121803.28</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Puget Sound Energy Inc.</name>
        <lei>8MNFJR7KOMBQ7X62LK44</lei>
        <title>PSD 6.274 03/15/37</title>
        <cusip>745332BX3</cusip>
        <identifiers>
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          <ticker value="PSD"/>
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        <balance>75000</balance>
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        <curCd>USD</curCd>
        <valUSD>101463.83</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>2037-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.274000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BH5784</title>
        <cusip>3140GUNA1</cusip>
        <identifiers>
          <isin value="US3140GUNA12"/>
          <ticker value="FNMA"/>
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        <balance>2470032.81</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2548012.04</valUSD>
        <pctVal>0.0891331319</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BM4151</title>
        <cusip>3140J8TH6</cusip>
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          <isin value="US3140J8TH66"/>
          <ticker value="FNMA"/>
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        <balance>2310595.22</balance>
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        <curCd>USD</curCd>
        <valUSD>2338281.1</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 2.895 03/03/24</title>
        <cusip>166764BT6</cusip>
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          <isin value="US166764BT68"/>
          <ticker value="CVX24"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207315.91</valUSD>
        <pctVal>0.0072522092</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.895000000000</annualizedRt>
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      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHW 3.2 03/02/27</title>
        <cusip>808513AQ8</cusip>
        <identifiers>
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          <ticker value="SCHW27"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523371</valUSD>
        <pctVal>0.0183082716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
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      <invstOrSec>
        <name>American International Group, Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AIG 4.8 07/10/45</title>
        <cusip>026874DF1</cusip>
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          <isin value="US026874DF16"/>
          <ticker value="AIG45"/>
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        <balance>15000</balance>
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        <curCd>USD</curCd>
        <valUSD>18002.69</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>2045-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Estee Lauder Companies Inc.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>EL 2.35 08/15/22</title>
        <cusip>29736RAE0</cusip>
        <identifiers>
          <isin value="US29736RAE09"/>
          <ticker value="EL"/>
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        <balance>50000</balance>
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        <curCd>USD</curCd>
        <valUSD>50516.44</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>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3.017 01/16/27 *</title>
        <cusip>10373QAV2</cusip>
        <identifiers>
          <isin value="US10373QAV23"/>
          <ticker value="BP/27D"/>
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        <balance>790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>816708.88</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>2027-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.017000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 3.875 08/21/42</title>
        <cusip>718172AU3</cusip>
        <identifiers>
          <isin value="US718172AU37"/>
          <ticker value="PM42A"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156261.27</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>2042-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 3.7 02/02/42</title>
        <cusip>718286CB1</cusip>
        <identifiers>
          <isin value="US718286CB15"/>
          <ticker value="PHILIP"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>565046.97</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2754</title>
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          <isin value="US36179RBX61"/>
          <ticker value="GNR"/>
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        <valUSD>464784.51</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A57604</title>
        <cusip>3128KLNV5</cusip>
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          <isin value="US3128KLNV59"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>142296.28</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A58718</title>
        <cusip>3128KMVK8</cusip>
        <identifiers>
          <isin value="US3128KMVK85"/>
          <ticker value="FHLMC"/>
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        <balance>12475.98</balance>
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        <curCd>USD</curCd>
        <valUSD>13419.51</valUSD>
        <pctVal>0.0004694338</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KR 5.4 07/15/40</title>
        <cusip>501044CN9</cusip>
        <identifiers>
          <isin value="US501044CN97"/>
          <ticker value="KR40"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>465531.48</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>2040-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</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>British Telecommunications plc</name>
        <lei>549300OWFMSO9NYV4H90</lei>
        <title>BRITEL 8.625 12/15/30</title>
        <cusip>111021AE1</cusip>
        <identifiers>
          <isin value="US111021AE12"/>
          <ticker value="BT/30"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153794.13</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>2030-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.625000000000</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>FiServ Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISV 3.5 07/01/29</title>
        <cusip>337738AU2</cusip>
        <identifiers>
          <isin value="US337738AU25"/>
          <ticker value="FISV"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1576617.51</valUSD>
        <pctVal>0.0551523518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 6.2 08/15/36</title>
        <cusip>12189TAX2</cusip>
        <identifiers>
          <isin value="US12189TAX28"/>
          <ticker value="BRK.B/36B"/>
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        <balance>455000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>626585.41</valUSD>
        <pctVal>0.0219188603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.875 12/15/28</title>
        <cusip>91324PDP4</cusip>
        <identifiers>
          <isin value="US91324PDP45"/>
          <ticker value="UNH28A"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160555.26</valUSD>
        <pctVal>0.0056164543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Chubb INA Holdings Inc</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>CB 4.15 03/13/43</title>
        <cusip>00440EAQ0</cusip>
        <identifiers>
          <isin value="US00440EAQ08"/>
          <ticker value="ACE/43"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116052.48</valUSD>
        <pctVal>0.0040596829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</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>Burlington Resources Finance Company</name>
        <lei>YYGH8OXWLBJ0IQLZFK63</lei>
        <title>COP 7.2 08/15/31</title>
        <cusip>12201PAB2</cusip>
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          <ticker value="COP/31A"/>
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        <balance>320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>454498.91</valUSD>
        <pctVal>0.0158990266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.200000000000</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>Canadian Natural Resources Limited</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CNQCN 7.2 01/15/32</title>
        <cusip>136385AC5</cusip>
        <identifiers>
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          <ticker value="CNQ32"/>
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        <balance>15000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20055.06</valUSD>
        <pctVal>0.0007015549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.200000000000</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>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3.216 11/28/23 *</title>
        <cusip>10373QAW0</cusip>
        <identifiers>
          <isin value="US10373QAW06"/>
          <ticker value="BP/23C"/>
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        <balance>680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>708528.07</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>2023-11-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.216000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 4.375 09/01/42</title>
        <cusip>12189LAK7</cusip>
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          <isin value="US12189LAK70"/>
          <ticker value="BRK.B42C"/>
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        <curCd>USD</curCd>
        <valUSD>1133415.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 6.125 08/25/36</title>
        <cusip>172967DR9</cusip>
        <identifiers>
          <isin value="US172967DR95"/>
          <ticker value="C36"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162813.31</valUSD>
        <pctVal>0.0056954441</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>Rio Tinto Finance (USA) plc</name>
        <lei>2138006TSNBEUA761G16</lei>
        <title>RIOLN 4.125 08/21/42</title>
        <cusip>76720AAG1</cusip>
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          <isin value="US76720AAG13"/>
          <ticker value="RIO/42A"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344140.46</valUSD>
        <pctVal>0.0120385291</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V61347</title>
        <cusip>3132KFP89</cusip>
        <identifiers>
          <isin value="US3132KFP892"/>
          <ticker value="FHLMC"/>
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        <balance>693959.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>703643.28</valUSD>
        <pctVal>0.0246144556</pctVal>
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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>2.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4068</title>
        <cusip>36179SQV2</cusip>
        <identifiers>
          <isin value="US36179SQV24"/>
          <ticker value="GNR"/>
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        <balance>6789582.6</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7008547.45</valUSD>
        <pctVal>0.2451690865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <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>FNMA 2.875 09/12/23</title>
        <cusip>3135G0U43</cusip>
        <identifiers>
          <isin value="US3135G0U433"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1565785.67</valUSD>
        <pctVal>0.0547734384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K080 A2</title>
        <cusip>3137FHPJ6</cusip>
        <identifiers>
          <isin value="US3137FHPJ63"/>
          <ticker value="FEDMFH"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221668.46</valUSD>
        <pctVal>0.0077542821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.926000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canadian National Railway Company</name>
        <lei>3SU7BEP7TH9YEQOZCS77</lei>
        <title>CNRCN 6.9 07/15/28</title>
        <cusip>136375BD3</cusip>
        <identifiers>
          <isin value="US136375BD37"/>
          <ticker value="CNI28"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33206.93</valUSD>
        <pctVal>0.0011616262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntington Bancshares Incorporated</name>
        <lei>549300XTVCVV9I7B5T19</lei>
        <title>HBAN 3.15 03/14/21</title>
        <cusip>446150AJ3</cusip>
        <identifiers>
          <isin value="US446150AJ36"/>
          <ticker value="HBAN"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506204.66</valUSD>
        <pctVal>0.0177077683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Maxim Integrated Products, Inc.</name>
        <lei>SO0H5YEO14Y4PVKQH532</lei>
        <title>MXIM 3.375 03/15/23</title>
        <cusip>57772KAB7</cusip>
        <identifiers>
          <isin value="US57772KAB70"/>
          <ticker value="MXIM"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51146.66</valUSD>
        <pctVal>0.0017891838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Progress Inc</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>DUK 4.1 03/15/43</title>
        <cusip>144141DD7</cusip>
        <identifiers>
          <isin value="US144141DD73"/>
          <ticker value="DUK"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224092.55</valUSD>
        <pctVal>0.0078390802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nissan Auto Lease Trust</name>
        <lei>N/A</lei>
        <title>NALT 2019-B A3</title>
        <cusip>65478LAD1</cusip>
        <identifiers>
          <isin value="US65478LAD10"/>
          <ticker value="NALT"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150493.97</valUSD>
        <pctVal>0.0052644959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.270000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RPM International Inc.</name>
        <lei>549300TJCKW4BRXPJ474</lei>
        <title>RPM 3.75 03/15/27</title>
        <cusip>749685AV5</cusip>
        <identifiers>
          <isin value="US749685AV56"/>
          <ticker value="RPM27"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103453.19</valUSD>
        <pctVal>0.0036189416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J03041</title>
        <cusip>3128PELW6</cusip>
        <identifiers>
          <isin value="US3128PELW62"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>3992.62</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4008.15</valUSD>
        <pctVal>0.0001402109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A61597</title>
        <cusip>3128KRX25</cusip>
        <identifiers>
          <isin value="US3128KRX253"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>32757.87</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35246.99</valUSD>
        <pctVal>0.0012329905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.55 08/15/41</title>
        <cusip>00206RBA9</cusip>
        <identifiers>
          <isin value="US00206RBA95"/>
          <ticker value="T41"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110134.1</valUSD>
        <pctVal>0.0038526495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</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>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>KMB 2.4 03/01/22</title>
        <cusip>494368BH5</cusip>
        <identifiers>
          <isin value="US494368BH50"/>
          <ticker value="KMB22"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50550.28</valUSD>
        <pctVal>0.0017683216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J34252</title>
        <cusip>31307QWM5</cusip>
        <identifiers>
          <isin value="US31307QWM58"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>94792.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98627.39</valUSD>
        <pctVal>0.0034501282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K051 A2</title>
        <cusip>3137BM7C4</cusip>
        <identifiers>
          <isin value="US3137BM7C47"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317235.78</valUSD>
        <pctVal>0.0110973646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.308000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 6 10/01/36</title>
        <cusip>126408GH0</cusip>
        <identifiers>
          <isin value="US126408GH06"/>
          <ticker value="CSX"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130256.05</valUSD>
        <pctVal>0.0045565443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oneok Partners Lp</name>
        <lei>T4DHW82NMF6BXJT50795</lei>
        <title>OKE 6.65 10/01/36</title>
        <cusip>68268NAC7</cusip>
        <identifiers>
          <isin value="US68268NAC74"/>
          <ticker value="OKE36"/>
        </identifiers>
        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102114.17</valUSD>
        <pctVal>0.0035721008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G02911</title>
        <cusip>3128M4R88</cusip>
        <identifiers>
          <isin value="US3128M4R887"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>7089.4</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8122.3</valUSD>
        <pctVal>0.0002841298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
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          <annualizedRt>6.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J02541</title>
        <cusip>3128PDZE3</cusip>
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          <isin value="US3128PDZE36"/>
          <ticker value="FHLMC"/>
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        <balance>971.79</balance>
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        <curCd>USD</curCd>
        <valUSD>1013.29</valUSD>
        <pctVal>0.0000354463</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 5.55 01/15/37 06-E</title>
        <cusip>842400FF5</cusip>
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          <isin value="US842400FF58"/>
          <ticker value="EIX"/>
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        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>332291.58</valUSD>
        <pctVal>0.0116240382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.550000000000</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>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 4.45 03/15/44</title>
        <cusip>209111FD0</cusip>
        <identifiers>
          <isin value="US209111FD03"/>
          <ticker value="ED/44"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116199.98</valUSD>
        <pctVal>0.0040648427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>National Retail Properties, Inc.</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>NNN 3.3 04/15/23</title>
        <cusip>637417AF3</cusip>
        <identifiers>
          <isin value="US637417AF33"/>
          <ticker value="NNN23"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102951.69</valUSD>
        <pctVal>0.0036013984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>Enbridge Energy Partners L.P.</name>
        <lei>CZ6VG2MNE1J6YDI02G48</lei>
        <title>ENBCN 4.2 09/15/21</title>
        <cusip>29250RAU0</cusip>
        <identifiers>
          <isin value="US29250RAU05"/>
          <ticker value="ENB/21A"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66987.89</valUSD>
        <pctVal>0.0023433329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K067 A2</title>
        <cusip>3137FAWS3</cusip>
        <identifiers>
          <isin value="US3137FAWS37"/>
          <ticker value="FHLMC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264320.75</valUSD>
        <pctVal>0.0092463206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.194000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G18664</title>
        <cusip>3128MMW25</cusip>
        <identifiers>
          <isin value="US3128MMW252"/>
          <ticker value="FHLMC"/>
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        <balance>337903.54</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>351297.9</valUSD>
        <pctVal>0.0122889066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>GNMA PASS-THRU M SINGLE FAMILY</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA2444</title>
        <cusip>36179QWD9</cusip>
        <identifiers>
          <isin value="US36179QWD95"/>
          <ticker value="G2"/>
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        <balance>197790.55</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204722.96</valUSD>
        <pctVal>0.0071615041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q37986</title>
        <cusip>3132QU2U6</cusip>
        <identifiers>
          <isin value="US3132QU2U67"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>619490.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653017.39</valUSD>
        <pctVal>0.0228434891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Novartis Capital Corporation</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>NOVNVX 2.4 09/21/22</title>
        <cusip>66989HAE8</cusip>
        <identifiers>
          <isin value="US66989HAE80"/>
          <ticker value="US1705"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40645.23</valUSD>
        <pctVal>0.0014218287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</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>Entergy Texas Inc</name>
        <lei>LWXX58X12AJXISQ28573</lei>
        <title>ETR 4.5 03/30/39</title>
        <cusip>29365TAH7</cusip>
        <identifiers>
          <isin value="US29365TAH77"/>
          <ticker value="ETR/39"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287279.95</valUSD>
        <pctVal>0.0100494665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Nissan Auto Lease Trust</name>
        <lei>N/A</lei>
        <title>NALT 2019-B A4</title>
        <cusip>65478LAE9</cusip>
        <identifiers>
          <isin value="US65478LAE92"/>
          <ticker value="NALT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100383.73</valUSD>
        <pctVal>0.0035115675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.290000000000</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>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 5.4 04/01/48</title>
        <cusip>37045VAQ3</cusip>
        <identifiers>
          <isin value="US37045VAQ32"/>
          <ticker value="GM48"/>
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        <balance>267000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276531.58</valUSD>
        <pctVal>0.0096734730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A27950</title>
        <cusip>31297FZP1</cusip>
        <identifiers>
          <isin value="US31297FZP16"/>
          <ticker value="FHLMC"/>
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        <balance>199586.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224501.5</valUSD>
        <pctVal>0.0078533859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A54897</title>
        <cusip>3128KHNN2</cusip>
        <identifiers>
          <isin value="US3128KHNN22"/>
          <ticker value="FHLMC"/>
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        <balance>10975.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12189.92</valUSD>
        <pctVal>0.0004264210</pctVal>
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        <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>6.500000000000</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>African Development Bank</name>
        <lei>549300LNCLMO3ITVCU07</lei>
        <title>AFDB 3 09/20/23</title>
        <cusip>00828EDC0</cusip>
        <identifiers>
          <isin value="US00828EDC03"/>
          <ticker value="AFDB"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>785167.5</valUSD>
        <pctVal>0.0274662903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>FN BK0920</title>
        <cusip>3140HEAW2</cusip>
        <identifiers>
          <isin value="US3140HEAW28"/>
          <ticker value="FNMA"/>
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        <balance>2551765.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2657298.2</valUSD>
        <pctVal>0.0929561192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
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          <annualizedRt>4.000000000000</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>FN AB9136</title>
        <cusip>31417GEJ1</cusip>
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          <isin value="US31417GEJ13"/>
          <ticker value="FNMA"/>
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        <balance>93356.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92906.26</valUSD>
        <pctVal>0.0032499948</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G30835</title>
        <cusip>3132J4EH8</cusip>
        <identifiers>
          <isin value="US3132J4EH80"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>283504.26</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296677.71</valUSD>
        <pctVal>0.0103782137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5931</title>
        <cusip>36179USU7</cusip>
        <identifiers>
          <isin value="US36179USU78"/>
          <ticker value="GNR"/>
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        <balance>3842232.15</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3983437.72</valUSD>
        <pctVal>0.1393463901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FN MA3902</title>
        <cusip>31418DKQ4</cusip>
        <identifiers>
          <isin value="US31418DKQ42"/>
          <ticker value="FNMA"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494491.4</valUSD>
        <pctVal>0.0172980215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Viacom Inc</name>
        <lei>X0ST5BPF0CZG9FE5OV61</lei>
        <title>VIAC 6.875 04/30/36</title>
        <cusip>925524AX8</cusip>
        <identifiers>
          <isin value="US925524AX89"/>
          <ticker value="VIAC"/>
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        <balance>530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709691.36</valUSD>
        <pctVal>0.0248260262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</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>Southern Union Company</name>
        <lei>YPQVFCSQQEKN1UJABC15</lei>
        <title>ETP 8.25 11/15/29</title>
        <cusip>844030AC0</cusip>
        <identifiers>
          <isin value="US844030AC01"/>
          <ticker value="ETE/29"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33496.01</valUSD>
        <pctVal>0.0011717387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</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>Bunge Limited Finance Corp.</name>
        <lei>549300QHC068L40NNM71</lei>
        <title>BG 3.25 08/15/26</title>
        <cusip>120568AX8</cusip>
        <identifiers>
          <isin value="US120568AX84"/>
          <ticker value="BG26"/>
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        <balance>615000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>612783.95</valUSD>
        <pctVal>0.0214360654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.250000000000</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>Church &amp; Dwight Co., Inc.</name>
        <lei>POOXSI30AWAQGYJZC921</lei>
        <title>CHD 3.95 08/01/47</title>
        <cusip>171340AL6</cusip>
        <identifiers>
          <isin value="US171340AL60"/>
          <ticker value="CHD47"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109120.09</valUSD>
        <pctVal>0.0038171779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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>AXA</name>
        <lei>F5WCUMTUM4RKZ1MAIE39</lei>
        <title>AXASA 8.6 12/15/30</title>
        <cusip>054536AA5</cusip>
        <identifiers>
          <isin value="US054536AA57"/>
          <ticker value="AXASA"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108963.7</valUSD>
        <pctVal>0.0038117072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.600000000000</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>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 6.65 04/01/29</title>
        <cusip>842400EB5</cusip>
        <identifiers>
          <isin value="US842400EB53"/>
          <ticker value="EIX"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361524.41</valUSD>
        <pctVal>0.0126466447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.650000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A64474</title>
        <cusip>3128KU6K8</cusip>
        <identifiers>
          <isin value="US3128KU6K82"/>
          <ticker value="FHLMC"/>
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        <balance>13945.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15640.65</valUSD>
        <pctVal>0.0005471325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G01974</title>
        <cusip>3128LXFP0</cusip>
        <identifiers>
          <isin value="US3128LXFP03"/>
          <ticker value="FHLMC"/>
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        <balance>206397.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227717.86</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>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G03513</title>
        <cusip>3128M5GW4</cusip>
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          <isin value="US3128M5GW49"/>
          <ticker value="FHLMC"/>
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        <balance>46727.16</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53617.89</valUSD>
        <pctVal>0.0018756310</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG B17658</title>
        <cusip>312970QK5</cusip>
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          <isin value="US312970QK52"/>
          <ticker value="FHLMC"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18.45</valUSD>
        <pctVal>0.0000006454</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Citizens Bank, National Association</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CFG 2.55 05/13/21 BKNT</title>
        <cusip>17401QAE1</cusip>
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          <ticker value="CFG/21"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251922.48</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</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>FN BH7106</title>
        <cusip>3140GV3Q6</cusip>
        <identifiers>
          <isin value="US3140GV3Q64"/>
          <ticker value="FNMA"/>
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        <balance>1260407.51</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1309326.47</valUSD>
        <pctVal>0.0458021262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K154 A2</title>
        <cusip>3137FDES7</cusip>
        <identifiers>
          <isin value="US3137FDES77"/>
          <ticker value="FEDMFH"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107364.21</valUSD>
        <pctVal>0.0037557547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.424000000000</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>ConocoPhillips Company</name>
        <lei>6VJJ5GQWIRDQ06DUXG89</lei>
        <title>COP 4.95 03/15/26</title>
        <cusip>20826FAQ9</cusip>
        <identifiers>
          <isin value="US20826FAQ90"/>
          <ticker value="COP26"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138096.22</valUSD>
        <pctVal>0.0048308047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB6472</title>
        <cusip>31417DFN8</cusip>
        <identifiers>
          <isin value="US31417DFN84"/>
          <ticker value="FNMA"/>
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        <balance>392224.92</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390588.26</valUSD>
        <pctVal>0.0136633400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 4.2 08/26/24 MTN</title>
        <cusip>06051GFH7</cusip>
        <identifiers>
          <isin value="US06051GFH74"/>
          <ticker value="NCBQ"/>
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        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300667.98</valUSD>
        <pctVal>0.0105177991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J00991</title>
        <cusip>3128PCC42</cusip>
        <identifiers>
          <isin value="US3128PCC423"/>
          <ticker value="FHLMC"/>
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        <balance>3618.79</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3773.32</valUSD>
        <pctVal>0.0001319962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Halliburton Company</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HAL 7.45 09/15/39</title>
        <cusip>406216AY7</cusip>
        <identifiers>
          <isin value="US406216AY74"/>
          <ticker value="HAL"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231031.82</valUSD>
        <pctVal>0.0080818259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.450000000000</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>WFRBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>549300QGM7D5K3CV2643</lei>
        <title>WFRBS 2014-LC14 A5</title>
        <cusip>96221TAE7</cusip>
        <identifiers>
          <isin value="US96221TAE73"/>
          <ticker value="WFRBS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106383.16</valUSD>
        <pctVal>0.0037214362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.045000000000</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>Cd 2019-Cd8 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CD 2019-CD8 A4</title>
        <cusip>12515BAE8</cusip>
        <identifiers>
          <isin value="US12515BAE83"/>
          <ticker value="CD"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152967.93</valUSD>
        <pctVal>0.0053510386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.912000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K730 A2</title>
        <cusip>3137FEUA6</cusip>
        <identifiers>
          <isin value="US3137FEUA68"/>
          <ticker value="FHLMC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212111.38</valUSD>
        <pctVal>0.0074199616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.590000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA0917</title>
        <cusip>3140Q8AT2</cusip>
        <identifiers>
          <isin value="US3140Q8AT27"/>
          <ticker value="FN"/>
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        <balance>1230539.93</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1288346.84</valUSD>
        <pctVal>0.0450682285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>FN MA3413</title>
        <cusip>31418CYK4</cusip>
        <identifiers>
          <isin value="US31418CYK43"/>
          <ticker value="FNMA"/>
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        <balance>172952.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181759.91</valUSD>
        <pctVal>0.0063582235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Corporation</name>
        <lei>N/A</lei>
        <title>FN ZN3447</title>
        <cusip>3131Y9ZL0</cusip>
        <identifiers>
          <isin value="US3131Y9ZL02"/>
          <ticker value="FHLMC"/>
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        <balance>528226.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549604.28</valUSD>
        <pctVal>0.0192259495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 6.75 04/01/46</title>
        <cusip>37045VAL4</cusip>
        <identifiers>
          <isin value="US37045VAL45"/>
          <ticker value="GM46"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170103.44</valUSD>
        <pctVal>0.0059504634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 2.85 02/24/26</title>
        <cusip>713448DF2</cusip>
        <identifiers>
          <isin value="US713448DF24"/>
          <ticker value="PEP26A"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119454.54</valUSD>
        <pctVal>0.0041786919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</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>Csail 2016-C6 Commercial Mortg</name>
        <lei>549300C2HE5FJAWYZL57</lei>
        <title>CSAIL 2016-C6 A5</title>
        <cusip>12636MAE8</cusip>
        <identifiers>
          <isin value="US12636MAE84"/>
          <ticker value="CSAIL"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102848.81</valUSD>
        <pctVal>0.0035977995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.089800000000</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>Citygroup Commercial Mortgage 2015-P1</name>
        <lei>N/A</lei>
        <title>CGCMT 2016-C1 A4</title>
        <cusip>17290YAR9</cusip>
        <identifiers>
          <isin value="US17290YAR99"/>
          <ticker value="CGCMT"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260548.1</valUSD>
        <pctVal>0.0091143479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.209000000000</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>FN MA3184</title>
        <cusip>31418CRE6</cusip>
        <identifiers>
          <isin value="US31418CRE65"/>
          <ticker value="FNMA"/>
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        <balance>195626.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206657.52</valUSD>
        <pctVal>0.0072291778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>CME Group Inc.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
        <title>CME 3.75 06/15/28</title>
        <cusip>12572QAJ4</cusip>
        <identifiers>
          <isin value="US12572QAJ40"/>
          <ticker value="CME"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331469.53</valUSD>
        <pctVal>0.0115952817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Southwestern Public Service Company</name>
        <lei>OL6FE7QD5EQ3DOYEO258</lei>
        <title>XEL 6 10/01/36</title>
        <cusip>845743BL6</cusip>
        <identifiers>
          <isin value="US845743BL61"/>
          <ticker value="XEL/36"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126453.35</valUSD>
        <pctVal>0.0044235204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Suncor Energy Inc.</name>
        <lei>549300W70ZOQDVLCHY06</lei>
        <title>SUCN 7.15 02/01/32</title>
        <cusip>867229AC0</cusip>
        <identifiers>
          <isin value="US867229AC03"/>
          <ticker value="SU32"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>279599.35</valUSD>
        <pctVal>0.0097807881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.150000000000</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>Seagate HDD Cayman</name>
        <lei>529900BD50TRWEG1SF63</lei>
        <title>STX 5.75 12/01/34</title>
        <cusip>81180WAN1</cusip>
        <identifiers>
          <isin value="US81180WAN11"/>
          <ticker value="STX"/>
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        <balance>142000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148771.86</valUSD>
        <pctVal>0.0052042540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Canadian National Railway Company</name>
        <lei>3SU7BEP7TH9YEQOZCS77</lei>
        <title>CNRCN 2.75 03/01/26</title>
        <cusip>136375CJ9</cusip>
        <identifiers>
          <isin value="US136375CJ97"/>
          <ticker value="CNRCN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256130.44</valUSD>
        <pctVal>0.0089598118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>F 4.25 09/20/22</title>
        <cusip>345397WF6</cusip>
        <identifiers>
          <isin value="US345397WF64"/>
          <ticker value="F/22"/>
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        <balance>1300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1344840.33</valUSD>
        <pctVal>0.0470444521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Commonwealth Edison Company</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
        <title>EXC 3.8 10/01/42</title>
        <cusip>202795JA9</cusip>
        <identifiers>
          <isin value="US202795JA91"/>
          <ticker value="EXC"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97182.14</valUSD>
        <pctVal>0.0033995713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>The Hartford Financial Services Group, Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>HIG 5.95 10/15/36</title>
        <cusip>416515AS3</cusip>
        <identifiers>
          <isin value="US416515AS38"/>
          <ticker value="HIG"/>
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        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372783.23</valUSD>
        <pctVal>0.0130404944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>Valero Energy Corporation</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VLO 7.5 04/15/32</title>
        <cusip>91913YAE0</cusip>
        <identifiers>
          <isin value="US91913YAE05"/>
          <ticker value="VLO32"/>
        </identifiers>
        <balance>765000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1062654.48</valUSD>
        <pctVal>0.0371731846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Csail Commercial Mortagage Trust</name>
        <lei>5493006MX7HG5PC85C29</lei>
        <title>CSAIL 2016-C7 A5</title>
        <cusip>12637UAW9</cusip>
        <identifiers>
          <isin value="US12637UAW99"/>
          <ticker value="CSAIL"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209669</valUSD>
        <pctVal>0.0073345237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.502000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08341</title>
        <cusip>3128MJLX6</cusip>
        <identifiers>
          <isin value="US3128MJLX69"/>
          <ticker value="FHLMC"/>
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        <balance>677166.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>746643.35</valUSD>
        <pctVal>0.0261186600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Oncor Electric Delivery Company LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>ONCRTX 7.5 09/01/38</title>
        <cusip>68233JAF1</cusip>
        <identifiers>
          <isin value="US68233JAF12"/>
          <ticker value="ONCRTX"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226122.38</valUSD>
        <pctVal>0.0079100866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Exelon Generation Company, LLC</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>EXC 6.25 10/01/39</title>
        <cusip>30161MAG8</cusip>
        <identifiers>
          <isin value="US30161MAG87"/>
          <ticker value="EXC/39"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1203888.67</valUSD>
        <pctVal>0.0421137600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>Tampa Electric Company</name>
        <lei>WS423EPRKJIIJUITXD73</lei>
        <title>TE 2.6 09/15/22</title>
        <cusip>875127BB7</cusip>
        <identifiers>
          <isin value="US875127BB74"/>
          <ticker value="TE/22"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223251.29</valUSD>
        <pctVal>0.0078096517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</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>FITB 3.5 03/15/22</title>
        <cusip>316773CL2</cusip>
        <identifiers>
          <isin value="US316773CL24"/>
          <ticker value="FITB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206280.43</valUSD>
        <pctVal>0.0072159866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Tennessee Gas Pipeline Company</name>
        <lei>N/A</lei>
        <title>KMI 7.625 04/01/37</title>
        <cusip>880451AU3</cusip>
        <identifiers>
          <isin value="US880451AU37"/>
          <ticker value="KMI/37B"/>
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        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6795.62</valUSD>
        <pctVal>0.0002377206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</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>Viacom Inc</name>
        <lei>X0ST5BPF0CZG9FE5OV61</lei>
        <title>VIAC 3.875 04/01/24</title>
        <cusip>92553PAX0</cusip>
        <identifiers>
          <isin value="US92553PAX06"/>
          <ticker value="VIAC"/>
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        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259453.07</valUSD>
        <pctVal>0.0090760422</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>3.875000000000</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>Sanofi</name>
        <lei>549300E9PC51EN656011</lei>
        <title>SANFP 3.625 06/19/28</title>
        <cusip>801060AD6</cusip>
        <identifiers>
          <isin value="US801060AD60"/>
          <ticker value="SANFP"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275420.37</valUSD>
        <pctVal>0.0096346013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
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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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 5.65 06/15/35</title>
        <cusip>20030NAF8</cusip>
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          <isin value="US20030NAF87"/>
          <ticker value="CMCSA"/>
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        <balance>1005000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1322656.02</valUSD>
        <pctVal>0.0462684130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</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>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AL 3.25 03/01/25</title>
        <cusip>00912XBA1</cusip>
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          <isin value="US00912XBA19"/>
          <ticker value="AL25"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>411865.79</valUSD>
        <pctVal>0.0144076587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Anthem Inc</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTM 3.5 08/15/24</title>
        <cusip>94973VBJ5</cusip>
        <identifiers>
          <isin value="US94973VBJ52"/>
          <ticker value="ANTM"/>
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        <balance>545000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>571418.2</valUSD>
        <pctVal>0.0199890318</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>3.500000000000</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>Tennessee Gas Pipeline Company</name>
        <lei>N/A</lei>
        <title>KMI 7 10/15/28</title>
        <cusip>880451AV1</cusip>
        <identifiers>
          <isin value="US880451AV10"/>
          <ticker value="KMI/28"/>
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        <balance>545000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>698720.09</valUSD>
        <pctVal>0.0244422353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.000000000000</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>American International Group, Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AIG 3.75 07/10/25</title>
        <cusip>026874DD6</cusip>
        <identifiers>
          <isin value="US026874DD67"/>
          <ticker value="AIG25"/>
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        <balance>895000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>957960.06</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>2025-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRU V5.2 03/15/44</title>
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          <isin value="US744320AN25"/>
          <ticker value="PLLB"/>
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        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293345.25</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>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</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>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.75 02/25/26</title>
        <cusip>38143U8H7</cusip>
        <identifiers>
          <isin value="US38143U8H71"/>
          <ticker value="GS26O"/>
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        <balance>2575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2725678.83</valUSD>
        <pctVal>0.0953481721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>RSG 5.25 11/15/21</title>
        <cusip>760761AD8</cusip>
        <identifiers>
          <isin value="US760761AD86"/>
          <ticker value="RSG21"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>530402.82</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE 6.375 04/15/33</title>
        <cusip>233331AJ6</cusip>
        <identifiers>
          <isin value="US233331AJ63"/>
          <ticker value="DTE33"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65477.17</valUSD>
        <pctVal>0.0022904857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A89346</title>
        <cusip>312936L39</cusip>
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          <isin value="US312936L390"/>
          <ticker value="FHLMC"/>
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        <balance>692356.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>752276.95</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 6.375 10/23/34</title>
        <cusip>718286BG1</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>708703.83</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN 890796</title>
        <cusip>31410LUV2</cusip>
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          <isin value="US31410LUV25"/>
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        <curCd>USD</curCd>
        <valUSD>2946495.46</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08614</title>
        <cusip>3128MJVG2</cusip>
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          <isin value="US3128MJVG27"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>3728806.61</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMX 2019-3 A3</title>
        <cusip>14315PAD7</cusip>
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          <isin value="US14315PAD78"/>
          <ticker value="CARMX"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>100244.17</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.180000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
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        <title>CARMX 2019-3 A4</title>
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          <ticker value="CARMX"/>
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        <curCd>USD</curCd>
        <valUSD>100329.56</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.016 12/03/29</title>
        <cusip>92343VEU4</cusip>
        <identifiers>
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          <ticker value="VZ"/>
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        <balance>810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>902943.76</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>2029-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.016000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Banks</name>
        <lei>N/A</lei>
        <title>FHLB 2 08/26/22 0000</title>
        <cusip>3130AGYJ8</cusip>
        <identifiers>
          <isin value="US3130AGYJ81"/>
          <ticker value="FHLB"/>
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        <balance>3000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3000214.89</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5595</title>
        <cusip>36179UGC0</cusip>
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          <isin value="US36179UGC09"/>
          <ticker value="GNR"/>
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        <balance>482145.11</balance>
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        <curCd>USD</curCd>
        <valUSD>499761.25</valUSD>
        <pctVal>0.0174823685</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AJ2001</title>
        <cusip>3138ATGK0</cusip>
        <identifiers>
          <isin value="US3138ATGK04"/>
          <ticker value="FNMA"/>
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        <balance>14259.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14828.82</valUSD>
        <pctVal>0.0005187335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.675000000000</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>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 4.6 03/09/26</title>
        <cusip>172967KJ9</cusip>
        <identifiers>
          <isin value="US172967KJ96"/>
          <ticker value="C26B"/>
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        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225735.8</valUSD>
        <pctVal>0.0078965635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</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>PacifiCorp</name>
        <lei>SGY07Y7FNYBNLM6Z1M11</lei>
        <title>BRKHEC 4.125 01/15/49</title>
        <cusip>695114CT3</cusip>
        <identifiers>
          <isin value="US695114CT39"/>
          <ticker value="BRK.B/49"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57181.48</valUSD>
        <pctVal>0.0020002905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>USAA AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>USAOT 2019-1 A4</title>
        <cusip>90290EAD1</cusip>
        <identifiers>
          <isin value="US90290EAD13"/>
          <ticker value="USAOT"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50194.21</valUSD>
        <pctVal>0.0017558658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.140000000000</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>Zimmer Biomet Holdings Inc</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZBH 3.15 04/01/22</title>
        <cusip>98956PAL6</cusip>
        <identifiers>
          <isin value="US98956PAL67"/>
          <ticker value="ZMH22"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510506.19</valUSD>
        <pctVal>0.0178582420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GD 3.6 11/15/42</title>
        <cusip>369550AT5</cusip>
        <identifiers>
          <isin value="US369550AT59"/>
          <ticker value="GD42"/>
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        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175432.65</valUSD>
        <pctVal>0.0061368868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>Cummins Inc.</name>
        <lei>ZUNI8PYC725B6H8JU438</lei>
        <title>CMI 4.875 10/01/43</title>
        <cusip>231021AQ9</cusip>
        <identifiers>
          <isin value="US231021AQ97"/>
          <ticker value="CMI43"/>
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        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111029.49</valUSD>
        <pctVal>0.0038839715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>SYK 2.625 03/15/21</title>
        <cusip>863667AM3</cusip>
        <identifiers>
          <isin value="US863667AM33"/>
          <ticker value="SYK21"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504254.07</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WSTP 3.35 03/08/27</title>
        <cusip>961214DK6</cusip>
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          <isin value="US961214DK65"/>
          <ticker value="WBK27"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528564.54</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 4.8 04/01/44</title>
        <cusip>375558AX1</cusip>
        <identifiers>
          <isin value="US375558AX11"/>
          <ticker value="GILD"/>
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        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294436.42</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>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 3.75 04/01/24</title>
        <cusip>12189LAR2</cusip>
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          <isin value="US12189LAR24"/>
          <ticker value="BRK.B/24"/>
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        <balance>355000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378659.91</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>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC V3.584 05/22/28 MTN</title>
        <cusip>95000U2A0</cusip>
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          <isin value="US95000U2A01"/>
          <ticker value="WFC"/>
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        <balance>585000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>621893.93</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>2028-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.584000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3695</title>
        <cusip>31418DC91</cusip>
        <identifiers>
          <isin value="US31418DC916"/>
          <ticker value="FNMA"/>
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        <balance>360303.91</balance>
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        <curCd>USD</curCd>
        <valUSD>369320.39</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.5 02/15/24</title>
        <cusip>91324PDM1</cusip>
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          <ticker value="UNH24"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42229.21</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>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ecopetrol S.A.</name>
        <lei>254900IDGKCJICKBPA66</lei>
        <title>ECOPET 4.125 01/16/25</title>
        <cusip>279158AK5</cusip>
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          <isin value="US279158AK55"/>
          <ticker value="EC25"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1050010</valUSD>
        <pctVal>0.0367308625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG E04044</title>
        <cusip>31294NP52</cusip>
        <identifiers>
          <isin value="US31294NP524"/>
          <ticker value="FHLMC"/>
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        <balance>676055.95</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702487.49</valUSD>
        <pctVal>0.0245740244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>347003.02</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
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        <curCd>USD</curCd>
        <valUSD>34222.22</valUSD>
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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>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
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        <balance>655000</balance>
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        <curCd>USD</curCd>
        <valUSD>707570.28</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
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      <invstOrSec>
        <name>U.S. Bancorp</name>
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        <balance>350000</balance>
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        <curCd>USD</curCd>
        <valUSD>372125.51</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>2024-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 4.4 04/15/46</title>
        <cusip>674599CJ2</cusip>
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          <ticker value="OXY46"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65846.96</valUSD>
        <pctVal>0.0023034215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
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      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MET 4.125 08/13/42</title>
        <cusip>59156RBD9</cusip>
        <identifiers>
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          <ticker value="MET42"/>
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        <balance>830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>946667.55</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>2042-08-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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      <invstOrSec>
        <name>Synchrony Card Issuance Trust 2018-1</name>
        <lei>N/A</lei>
        <title>SYNIT 2019-A2 A</title>
        <cusip>87166PAF8</cusip>
        <identifiers>
          <isin value="US87166PAF80"/>
          <ticker value="SYNIT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201721.1</valUSD>
        <pctVal>0.0070564947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.340000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Viacom Inc</name>
        <lei>X0ST5BPF0CZG9FE5OV61</lei>
        <title>VIAC 5.25 04/01/44</title>
        <cusip>92553PAW2</cusip>
        <identifiers>
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          <ticker value="VCXH"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34813.26</valUSD>
        <pctVal>0.0012178180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>System Energy Resources, Inc.</name>
        <lei>N/A</lei>
        <title>ETR 4.1 04/01/23</title>
        <cusip>871911AS2</cusip>
        <identifiers>
          <isin value="US871911AS26"/>
          <ticker value="ETR/23"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167634.12</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNC Financial Services Group Inc</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC 2.854 11/09/22</title>
        <cusip>693475AL9</cusip>
        <identifiers>
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          <ticker value="PNC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102379.08</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-09</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Molson Coors Brewing Company</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>TAP 5 05/01/42</title>
        <cusip>60871RAD2</cusip>
        <identifiers>
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          <ticker value="TAP"/>
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        <balance>575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>628736.36</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GIS 3.65 02/15/24</title>
        <cusip>370334BT0</cusip>
        <identifiers>
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          <ticker value="GIS24"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78852.6</valUSD>
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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>3.650000000000</annualizedRt>
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      <invstOrSec>
        <name>Santander UK Group Holdings plc</name>
        <lei>549300F5XIFGNNW4CF72</lei>
        <title>SANUK 2.875 08/05/21</title>
        <cusip>80281LAE5</cusip>
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          <ticker value="SAN/21A"/>
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        <balance>408000</balance>
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        <curCd>USD</curCd>
        <valUSD>411801.75</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Southwestern Electric Power Company</name>
        <lei>R64UBJHEC74EB3HGQ410</lei>
        <title>AEP 3.55 02/15/22</title>
        <cusip>845437BM3</cusip>
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          <ticker value="AEP/22"/>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>153542.87</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>National Rural Utilities Cooperative Finance Corporation</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>NRUC 3.05 02/15/22</title>
        <cusip>637432MQ5</cusip>
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          <ticker value="NRU22"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35710.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERGY TEXAS RESTORATION FUNDING, LLC</name>
        <lei>N/A</lei>
        <title>ETI 2009-A A3</title>
        <cusip>29365KAC7</cusip>
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          <isin value="US29365KAC71"/>
          <ticker value="ETI"/>
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        <balance>71348.82</balance>
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        <curCd>USD</curCd>
        <valUSD>72973.89</valUSD>
        <pctVal>0.0025527318</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G05082</title>
        <cusip>3128M66T0</cusip>
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          <isin value="US3128M66T05"/>
          <ticker value="FHLMC"/>
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        <balance>114873.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126738.64</valUSD>
        <pctVal>0.0044335002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Dow Chemical Company</name>
        <lei>ZQUIP1CSZO8LXRBSOU78</lei>
        <title>DOW 4.25 10/01/34</title>
        <cusip>260543CK7</cusip>
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          <isin value="US260543CK73"/>
          <ticker value="DOW/34"/>
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        <balance>670000</balance>
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        <curCd>USD</curCd>
        <valUSD>733118.49</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>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Simon Property Group, L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 3.375 10/01/24</title>
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          <isin value="US828807CS47"/>
          <ticker value="SPG/24A"/>
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        <balance>90000</balance>
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        <curCd>USD</curCd>
        <valUSD>94791.37</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>3.375000000000</annualizedRt>
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      <invstOrSec>
        <name>BRANCH BANKING &amp; TRUST CO</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>TFC 3.625 09/16/25 BKNT</title>
        <cusip>07330MAB3</cusip>
        <identifiers>
          <isin value="US07330MAB37"/>
          <ticker value="TFC/25"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266158.99</valUSD>
        <pctVal>0.0093106249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 3.25 09/01/22</title>
        <cusip>375558BC6</cusip>
        <identifiers>
          <isin value="US375558BC64"/>
          <ticker value="GISD"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149882.81</valUSD>
        <pctVal>0.0052431166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3590</title>
        <cusip>31418C7C2</cusip>
        <identifiers>
          <isin value="US31418C7C29"/>
          <ticker value="FNMA"/>
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        <balance>156666.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163328.04</valUSD>
        <pctVal>0.0057134501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN ZM7378</title>
        <cusip>3131Y2FT0</cusip>
        <identifiers>
          <isin value="US3131Y2FT05"/>
          <ticker value="FHLMC"/>
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        <balance>566089.47</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>605611.71</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>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Ally Auto Rcvbls</name>
        <lei>N/A</lei>
        <title>ALLYA 2018-3 A4</title>
        <cusip>02007JAD9</cusip>
        <identifiers>
          <isin value="US02007JAD90"/>
          <ticker value="ALLYA"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101918.66</valUSD>
        <pctVal>0.0035652616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.120000000000</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>Oneok Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>OKE 5.2 07/15/48</title>
        <cusip>682680AV5</cusip>
        <identifiers>
          <isin value="US682680AV54"/>
          <ticker value="OKE48"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1134903.86</valUSD>
        <pctVal>0.0397005720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</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>Packaging Corporation of America</name>
        <lei>549300XZP8MFZFY8TJ84</lei>
        <title>PKG 3.65 09/15/24</title>
        <cusip>695156AR0</cusip>
        <identifiers>
          <isin value="US695156AR08"/>
          <ticker value="PKG24"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262847.84</valUSD>
        <pctVal>0.0091947961</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>3.650000000000</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>Credit Suisse AG New York Branch</name>
        <lei>N/A</lei>
        <title>CS 3.625 09/09/24 MTN</title>
        <cusip>22546QAP2</cusip>
        <identifiers>
          <isin value="US22546QAP28"/>
          <ticker value="CS/24"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>797929.59</valUSD>
        <pctVal>0.0279127266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FITB 3.65 01/25/24</title>
        <cusip>316773CX6</cusip>
        <identifiers>
          <isin value="US316773CX61"/>
          <ticker value="FITB"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369431.43</valUSD>
        <pctVal>0.0129232436</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>Fixed</couponKind>
          <annualizedRt>3.650000000000</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>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HPQ 4.05 09/15/22</title>
        <cusip>428236BX0</cusip>
        <identifiers>
          <isin value="US428236BX09"/>
          <ticker value="HPQ22"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26120.76</valUSD>
        <pctVal>0.0009137418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.6 07/15/25</title>
        <cusip>00206RHS4</cusip>
        <identifiers>
          <isin value="US00206RHS40"/>
          <ticker value="T"/>
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        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280516.59</valUSD>
        <pctVal>0.0098128744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.35 12/15/43</title>
        <cusip>00206RJJ2</cusip>
        <identifiers>
          <isin value="US00206RJJ23"/>
          <ticker value="T"/>
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        <balance>725000</balance>
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        <curCd>USD</curCd>
        <valUSD>859614.29</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>2043-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</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>National Retail Properties, Inc.</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>NNN 3.8 10/15/22</title>
        <cusip>637417AE6</cusip>
        <identifiers>
          <isin value="US637417AE67"/>
          <ticker value="NNN"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>104095.02</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>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 4.75 02/15/35 GMTN</title>
        <cusip>45905CAA2</cusip>
        <identifiers>
          <isin value="US45905CAA27"/>
          <ticker value="US661"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32664.71</valUSD>
        <pctVal>0.0011426586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Poland (Republic of)</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>POLAND 4 01/22/24</title>
        <cusip>857524AC6</cusip>
        <identifiers>
          <isin value="US857524AC63"/>
          <ticker value="POLAND"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161363.1</valUSD>
        <pctVal>0.0056447137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 2.875 02/06/24</title>
        <cusip>594918BX1</cusip>
        <identifiers>
          <isin value="US594918BX11"/>
          <ticker value="MSFT"/>
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        <balance>645000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>669290.61</valUSD>
        <pctVal>0.0234127497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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 Water Capital Corp</name>
        <lei>5IDHQUFVC8Q2KIBBFF06</lei>
        <title>AWK 2.95 09/01/27</title>
        <cusip>03040WAQ8</cusip>
        <identifiers>
          <isin value="US03040WAQ87"/>
          <ticker value="AWK/27"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1022223.19</valUSD>
        <pctVal>0.0357588398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</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>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>LHX 4.95 02/15/21 144A</title>
        <cusip>502431AA7</cusip>
        <identifiers>
          <isin value="US502431AA77"/>
          <ticker value="HRS"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40983.47</valUSD>
        <pctVal>0.0014336608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Uruguay (Republic of)</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>URUGUA 4.125 11/20/45</title>
        <cusip>760942AY8</cusip>
        <identifiers>
          <isin value="US760942AY83"/>
          <ticker value="URUGUA"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430000</valUSD>
        <pctVal>0.0150420195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 4.75 06/01/43</title>
        <cusip>666807BH4</cusip>
        <identifiers>
          <isin value="US666807BH45"/>
          <ticker value="NOC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302175.42</valUSD>
        <pctVal>0.0105705315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>FN BM1687</title>
        <cusip>3140J52V0</cusip>
        <identifiers>
          <isin value="US3140J52V06"/>
          <ticker value="FNMA"/>
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        <balance>2901467.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3053593.18</valUSD>
        <pctVal>0.1068190885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 6.05 03/15/39</title>
        <cusip>842400FL2</cusip>
        <identifiers>
          <isin value="US842400FL27"/>
          <ticker value="EIX"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65029.34</valUSD>
        <pctVal>0.0022748200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.050000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 3.8 02/15/27</title>
        <cusip>00206RHW5</cusip>
        <identifiers>
          <isin value="US00206RHW51"/>
          <ticker value="T"/>
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        <balance>980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1044712.21</valUSD>
        <pctVal>0.0365455381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.9 09/12/27</title>
        <cusip>037833DB3</cusip>
        <identifiers>
          <isin value="US037833DB33"/>
          <ticker value="AAPL"/>
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        <balance>1625000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1691853.93</valUSD>
        <pctVal>0.0591834878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</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>PPL Electric Utilities Corporation</name>
        <lei>N/A</lei>
        <title>PPL 6.25 05/15/39</title>
        <cusip>69351UAM5</cusip>
        <identifiers>
          <isin value="US69351UAM53"/>
          <ticker value="PPL"/>
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        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385074.64</valUSD>
        <pctVal>0.0134704657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>549300AGZIS1CJS4RM30</lei>
        <title>WFCM 2018-C44 A5</title>
        <cusip>95001JAX5</cusip>
        <identifiers>
          <isin value="US95001JAX54"/>
          <ticker value="WFCM"/>
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        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172581.62</valUSD>
        <pctVal>0.0060371537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.212000000000</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 Bank of Cincinnati</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
        <title>FITB 2.875 10/01/21 BKNT</title>
        <cusip>31677QBC2</cusip>
        <identifiers>
          <isin value="US31677QBC24"/>
          <ticker value="FITB"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253785.72</valUSD>
        <pctVal>0.0088777901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 3.125 09/15/24</title>
        <cusip>548661DD6</cusip>
        <identifiers>
          <isin value="US548661DD67"/>
          <ticker value="LOW24"/>
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        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>572815.89</valUSD>
        <pctVal>0.0200379250</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>3.125000000000</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>Honda Auto Receivables Owner Trust</name>
        <lei>N/A</lei>
        <title>HAROT 2017-3 A4</title>
        <cusip>43814PAD2</cusip>
        <identifiers>
          <isin value="US43814PAD24"/>
          <ticker value="HAROT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99998.88</valUSD>
        <pctVal>0.0034981049</pctVal>
        <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>1.980000000000</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>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 3.45 04/10/22</title>
        <cusip>37045XAW6</cusip>
        <identifiers>
          <isin value="US37045XAW65"/>
          <ticker value="GM"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51136.81</valUSD>
        <pctVal>0.0017888393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>Northern States Power Company</name>
        <lei>3S1GHB0TEH85KX44SB51</lei>
        <title>XEL 5.35 11/01/39</title>
        <cusip>665772CE7</cusip>
        <identifiers>
          <isin value="US665772CE73"/>
          <ticker value="XEL/39"/>
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        <balance>1065000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1400253.22</valUSD>
        <pctVal>0.0489828749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</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>Quest Diagnostics Incorporated</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>DGX 5.75 01/30/40</title>
        <cusip>74834LAQ3</cusip>
        <identifiers>
          <isin value="US74834LAQ32"/>
          <ticker value="DGX40"/>
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        <balance>28000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33223.9</valUSD>
        <pctVal>0.0011622199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Cisco Systems, Inc.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>CSCO 2.95 02/28/26</title>
        <cusip>17275RBC5</cusip>
        <identifiers>
          <isin value="US17275RBC51"/>
          <ticker value="CSCO"/>
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        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391162.82</valUSD>
        <pctVal>0.0136834390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</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>DXC Technology Company</name>
        <lei>549300DOVZ3EDJB7O259</lei>
        <title>DXC 4.45 09/18/22</title>
        <cusip>23355LAA4</cusip>
        <identifiers>
          <isin value="US23355LAA44"/>
          <ticker value="DXC/22A"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210033.33</valUSD>
        <pctVal>0.0073472685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELL 5.125 03/15/43</title>
        <cusip>42217KBB1</cusip>
        <identifiers>
          <isin value="US42217KBB17"/>
          <ticker value="WELL43"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174573.61</valUSD>
        <pctVal>0.0061068364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</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>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT 4.875 11/15/21</title>
        <cusip>26884LAB5</cusip>
        <identifiers>
          <isin value="US26884LAB53"/>
          <ticker value="EQT21A"/>
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        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98082.51</valUSD>
        <pctVal>0.0034310675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 5.5 09/13/25</title>
        <cusip>172967HB0</cusip>
        <identifiers>
          <isin value="US172967HB08"/>
          <ticker value="C25C"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400221.57</valUSD>
        <pctVal>0.0140003271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Southwest Gas Holdings Inc</name>
        <lei>OQQR1IQTGBKH0UR88X59</lei>
        <title>SWX 3.8 09/29/46</title>
        <cusip>844895AX0</cusip>
        <identifiers>
          <isin value="US844895AX00"/>
          <ticker value="SWX46"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253288.48</valUSD>
        <pctVal>0.0088603959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Citibank Credit Card Issuance Trust</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CCCIT 2014-A1 A1</title>
        <cusip>17305EFM2</cusip>
        <identifiers>
          <isin value="US17305EFM21"/>
          <ticker value="C"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>303068.64</valUSD>
        <pctVal>0.0106017776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.880000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 3.35 02/09/27</title>
        <cusip>037833CJ7</cusip>
        <identifiers>
          <isin value="US037833CJ77"/>
          <ticker value="AAPL"/>
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        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394118.92</valUSD>
        <pctVal>0.0137868476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K718 A2</title>
        <cusip>3137BHXY8</cusip>
        <identifiers>
          <isin value="US3137BHXY84"/>
          <ticker value="FHLMC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253209.6</valUSD>
        <pctVal>0.0088576366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.791000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG A91541</title>
        <cusip>312939WA5</cusip>
        <identifiers>
          <isin value="US312939WA56"/>
          <ticker value="FHLMC"/>
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        <balance>164205.63</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180486.17</valUSD>
        <pctVal>0.0063136662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 2.375 10/06/26</title>
        <cusip>713448DN5</cusip>
        <identifiers>
          <isin value="US713448DN57"/>
          <ticker value="PEP26B"/>
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        <balance>245000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248720.86</valUSD>
        <pctVal>0.0087006140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</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>XLIT Ltd.</name>
        <lei>635400XCGXK8NVDIVE95</lei>
        <title>XL 4.45 03/31/25</title>
        <cusip>98420EAC9</cusip>
        <identifiers>
          <isin value="US98420EAC93"/>
          <ticker value="XL25"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228817.88</valUSD>
        <pctVal>0.0080043791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>FN AD5556</title>
        <cusip>31418TE60</cusip>
        <identifiers>
          <isin value="US31418TE603"/>
          <ticker value="FNMA"/>
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        <balance>60490.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63078.19</valUSD>
        <pctVal>0.0022065660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Williams Partners LP / Williams Partners Finance Corporation</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WMB 6.3 04/15/40</title>
        <cusip>96950FAF1</cusip>
        <identifiers>
          <isin value="US96950FAF18"/>
          <ticker value="WMB/40"/>
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        <balance>995000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1234502.51</valUSD>
        <pctVal>0.0431846762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.300000000000</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 America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 4.125 01/22/24 MTN</title>
        <cusip>06051GFB0</cusip>
        <identifiers>
          <isin value="US06051GFB05"/>
          <ticker value="BAC24"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107493.69</valUSD>
        <pctVal>0.0037602841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Legg Mason Inc</name>
        <lei>OWUNCC6U1ZJXMZKFBJ36</lei>
        <title>LM 5.625 01/15/44</title>
        <cusip>524901AR6</cusip>
        <identifiers>
          <isin value="US524901AR65"/>
          <ticker value="LM44"/>
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        <balance>269000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305512.89</valUSD>
        <pctVal>0.0106872810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WSTP 2.1 05/13/21</title>
        <cusip>961214CV3</cusip>
        <identifiers>
          <isin value="US961214CV30"/>
          <ticker value="WBK21"/>
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        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366069.97</valUSD>
        <pctVal>0.0128056549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Amazon.com, Inc.</name>
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        <curCd>USD</curCd>
        <valUSD>152984.99</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
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        <curCd>USD</curCd>
        <valUSD>575283.77</valUSD>
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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>National Rural Utilities Cooperative Finance Corporation</name>
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        <curCd>USD</curCd>
        <valUSD>1029559.38</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Autozone, Inc.</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Phillips 66 Partners LP</name>
        <lei>549300TL5L4IG0H4FX64</lei>
        <title>PSXP 3.55 10/01/26</title>
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          <ticker value="PSXP26"/>
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        <curCd>USD</curCd>
        <valUSD>492722.85</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G03737</title>
        <cusip>3128M5PW4</cusip>
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          <isin value="US3128M5PW48"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>311043.07</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AD5241</title>
        <cusip>31418SZF9</cusip>
        <identifiers>
          <isin value="US31418SZF90"/>
          <ticker value="FNMA"/>
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        <balance>207374.71</balance>
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        <curCd>USD</curCd>
        <valUSD>223129.85</valUSD>
        <pctVal>0.0078054036</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 5 01/21/44 MTN</title>
        <cusip>06051GFC8</cusip>
        <identifiers>
          <isin value="US06051GFC87"/>
          <ticker value="BAC"/>
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        <balance>715000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>932578.1</valUSD>
        <pctVal>0.0326229254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>U.S. Bank National Association</name>
        <lei>6BYL5QZYBDK8S7L73M02</lei>
        <title>USB 2.8 01/27/25 BKNT</title>
        <cusip>90331HMS9</cusip>
        <identifiers>
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          <ticker value="USB/25"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258529.45</valUSD>
        <pctVal>0.0090437326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>LyondellBasell Industries NV</name>
        <lei>BN6WCCZ8OVP3ITUUVN49</lei>
        <title>LYB 4.625 02/26/55</title>
        <cusip>552081AM3</cusip>
        <identifiers>
          <isin value="US552081AM30"/>
          <ticker value="LYB55"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36829.2</valUSD>
        <pctVal>0.0012883385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AL 4.25 09/15/24</title>
        <cusip>00912XAN4</cusip>
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          <isin value="US00912XAN49"/>
          <ticker value="AL"/>
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        <balance>485000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519618.14</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>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>ES 2.8 05/01/23</title>
        <cusip>664397AK2</cusip>
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          <ticker value="NU23"/>
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        <balance>105000</balance>
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        <curCd>USD</curCd>
        <valUSD>106578.72</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>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORDL 2019-A A3</title>
        <cusip>34532FAD4</cusip>
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          <isin value="US34532FAD42"/>
          <ticker value="FORDL"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100914.99</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APTIV PLC</name>
        <lei>N/A</lei>
        <title>APTV 4.25 01/15/26</title>
        <cusip>03835VAD8</cusip>
        <identifiers>
          <isin value="US03835VAD82"/>
          <ticker value="APTV26"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1076509.61</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 2015-M1 A2</title>
        <cusip>3136AMKZ1</cusip>
        <identifiers>
          <isin value="US3136AMKZ18"/>
          <ticker value="FNMA"/>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>152415.41</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.532000000000</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>Kreditanstalt Fur Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 2.125 06/15/22</title>
        <cusip>500769HJ6</cusip>
        <identifiers>
          <isin value="US500769HJ69"/>
          <ticker value="KFW"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1011009.84</valUSD>
        <pctVal>0.0353665807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</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>Cimarex Energy Corporation</name>
        <lei>11KYOFXPU1C4CQL1CL44</lei>
        <title>XEC 4.375 03/15/29</title>
        <cusip>171798AE1</cusip>
        <identifiers>
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          <ticker value="XEC29"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212158.07</valUSD>
        <pctVal>0.0074215949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>AMCAR 2016-4 D</title>
        <cusip>03065TAG7</cusip>
        <identifiers>
          <isin value="US03065TAG76"/>
          <ticker value="ACAR"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60382.48</valUSD>
        <pctVal>0.0021122661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.740000000000</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>Nike, Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NKE 2.375 11/01/26</title>
        <cusip>654106AF0</cusip>
        <identifiers>
          <isin value="US654106AF00"/>
          <ticker value="NKE26"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254186.01</valUSD>
        <pctVal>0.0088917928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V3.272 09/29/25</title>
        <cusip>38141GWQ3</cusip>
        <identifiers>
          <isin value="US38141GWQ36"/>
          <ticker value="GS"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>517652.01</valUSD>
        <pctVal>0.0181082130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.272000000000</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>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>V 4.15 12/14/35</title>
        <cusip>92826CAE2</cusip>
        <identifiers>
          <isin value="US92826CAE21"/>
          <ticker value="V35"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1179595.57</valUSD>
        <pctVal>0.0412639524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</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>GN AD8781</title>
        <cusip>36180MXJ1</cusip>
        <identifiers>
          <isin value="US36180MXJ16"/>
          <ticker value="GNR"/>
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        <balance>326644.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338083.86</valUSD>
        <pctVal>0.0118266605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Baidu, Inc.</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>BIDU 3.5 11/28/22</title>
        <cusip>056752AB4</cusip>
        <identifiers>
          <isin value="US056752AB41"/>
          <ticker value="BIDU"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205512.95</valUSD>
        <pctVal>0.0071891391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 3.734 12/08/47</title>
        <cusip>458140BG4</cusip>
        <identifiers>
          <isin value="US458140BG44"/>
          <ticker value="INTC"/>
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        <balance>1053000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1159327.06</valUSD>
        <pctVal>0.0405549307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.734000000000</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>L3 Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>LHX 4.4 06/15/28</title>
        <cusip>413875AW5</cusip>
        <identifiers>
          <isin value="US413875AW58"/>
          <ticker value="HRS"/>
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        <balance>449000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500593.8</valUSD>
        <pctVal>0.0175114923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan Bank for International Cooperation</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC 2.75 11/16/27</title>
        <cusip>471048BQ0</cusip>
        <identifiers>
          <isin value="US471048BQ06"/>
          <ticker value="JBIC"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2080879.92</valUSD>
        <pctVal>0.0727921774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J16932</title>
        <cusip>3128PWVZ8</cusip>
        <identifiers>
          <isin value="US3128PWVZ81"/>
          <ticker value="FHLMC"/>
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        <balance>239429.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247403.57</valUSD>
        <pctVal>0.0086545333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Magellan Midstream Partners LP</name>
        <lei>MZF5TI8NFVZZNUSKDL39</lei>
        <title>MMP 5 03/01/26</title>
        <cusip>559080AK2</cusip>
        <identifiers>
          <isin value="US559080AK20"/>
          <ticker value="MMP26"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564604.99</valUSD>
        <pctVal>0.0197506959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM V4.26 02/22/48</title>
        <cusip>46647PAA4</cusip>
        <identifiers>
          <isin value="US46647PAA49"/>
          <ticker value="JPM"/>
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        <balance>285000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336844.01</valUSD>
        <pctVal>0.0117832887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.260000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 4.45 05/06/44</title>
        <cusip>037833AT7</cusip>
        <identifiers>
          <isin value="US037833AT77"/>
          <ticker value="AAPL"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91509.41</valUSD>
        <pctVal>0.0032011310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BDX 3.3 03/01/23</title>
        <cusip>075887BK4</cusip>
        <identifiers>
          <isin value="US075887BK47"/>
          <ticker value="BDX23"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132783.37</valUSD>
        <pctVal>0.0046449536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>ITC Holdings Corporation</name>
        <lei>549300HTO5U9D3SLE207</lei>
        <title>ITC 3.35 11/15/27</title>
        <cusip>465685AP0</cusip>
        <identifiers>
          <isin value="US465685AP08"/>
          <ticker value="FTS/27"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208734.9</valUSD>
        <pctVal>0.0073018475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</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>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>F 4.389 01/08/26 GMTN</title>
        <cusip>345397XU2</cusip>
        <identifiers>
          <isin value="US345397XU23"/>
          <ticker value="F/26"/>
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        <balance>1200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1219664.4</valUSD>
        <pctVal>0.0426656178</pctVal>
        <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>4.389000000000</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>G2 4345</title>
        <cusip>36202EZJ1</cusip>
        <identifiers>
          <isin value="US36202EZJ18"/>
          <ticker value="GNR"/>
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        <balance>35880.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40491.81</valUSD>
        <pctVal>0.0014164618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 692309</title>
        <cusip>36296JDN2</cusip>
        <identifiers>
          <isin value="US36296JDN28"/>
          <ticker value="GNR"/>
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        <balance>59685.39</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67235.44</valUSD>
        <pctVal>0.0023519926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>World Finl Network Credit Card Tst</name>
        <lei>549300RSY3BGZS85SD04</lei>
        <title>WFNMT 2019-C A</title>
        <cusip>981464HF0</cusip>
        <identifiers>
          <isin value="US981464HF06"/>
          <ticker value="WFNMT"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100139.44</valUSD>
        <pctVal>0.0035030219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.210000000000</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>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 4.125 05/17/21</title>
        <cusip>718172AK5</cusip>
        <identifiers>
          <isin value="US718172AK54"/>
          <ticker value="PM21"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257658.04</valUSD>
        <pctVal>0.0090132494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>V 3.65 09/15/47</title>
        <cusip>92826CAJ1</cusip>
        <identifiers>
          <isin value="US92826CAJ18"/>
          <ticker value="V47"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140051.68</valUSD>
        <pctVal>0.0048992095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</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>Potomac Electric Power Company</name>
        <lei>549300BXF2DWUNN57U06</lei>
        <title>EXC 3.6 03/15/24</title>
        <cusip>737679DG2</cusip>
        <identifiers>
          <isin value="US737679DG22"/>
          <ticker value="EXC"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158076.21</valUSD>
        <pctVal>0.0055297336</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>3.600000000000</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>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.85 01/26/27</title>
        <cusip>38141GWB6</cusip>
        <identifiers>
          <isin value="US38141GWB66"/>
          <ticker value="GS27E"/>
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        <balance>195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207586.84</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>2027-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Procter &amp; Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PG 1.85 02/02/21</title>
        <cusip>742718EN5</cusip>
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          <isin value="US742718EN58"/>
          <ticker value="PG21A"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190257.99</valUSD>
        <pctVal>0.0066554986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.850000000000</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>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 4.6 07/17/45</title>
        <cusip>713448CZ9</cusip>
        <identifiers>
          <isin value="US713448CZ96"/>
          <ticker value="PEP45"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161280.22</valUSD>
        <pctVal>0.0056418144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</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>Sumitomo Mitsui Banking Corporation</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>SUMIBK 3.65 07/23/25 GMTN</title>
        <cusip>865622BW3</cusip>
        <identifiers>
          <isin value="US865622BW39"/>
          <ticker value="SMFG/25"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>531817.79</valUSD>
        <pctVal>0.0186037524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</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>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 6.25 10/02/43</title>
        <cusip>37045VAF7</cusip>
        <identifiers>
          <isin value="US37045VAF76"/>
          <ticker value="GM43"/>
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        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>617944.71</valUSD>
        <pctVal>0.0216165962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>NSTAR Electric Company</name>
        <lei>54930080R72Y2Z31UR68</lei>
        <title>ES 2.375 10/15/22</title>
        <cusip>67021CAG2</cusip>
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          <isin value="US67021CAG24"/>
          <ticker value="NU/22"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100941.34</valUSD>
        <pctVal>0.0035310735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO 2.601 09/11/22</title>
        <cusip>60687YAL3</cusip>
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          <ticker value="MFG22A"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202655.06</valUSD>
        <pctVal>0.0070891659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.601000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3073</title>
        <cusip>31418CMX9</cusip>
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          <isin value="US31418CMX91"/>
          <ticker value="FNMA"/>
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        <balance>1293102.58</balance>
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        <curCd>USD</curCd>
        <valUSD>1374031.08</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN ZT2091</title>
        <cusip>3132AEKC9</cusip>
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          <isin value="US3132AEKC92"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>449473.53</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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Starbucks Corporation</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>SBUX 2.1 02/04/21</title>
        <cusip>855244AJ8</cusip>
        <identifiers>
          <isin value="US855244AJ85"/>
          <ticker value="SRBD"/>
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        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541344.99</valUSD>
        <pctVal>0.0189370276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</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>Quebec (Province Of)</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>Q 7.5 09/15/29 PD</title>
        <cusip>748148QR7</cusip>
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          <isin value="US748148QR73"/>
          <ticker value="Q"/>
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        <balance>375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540651.78</valUSD>
        <pctVal>0.0189127781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 2.5 09/12/26</title>
        <cusip>822582BX9</cusip>
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          <ticker value="RDS/26"/>
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        <curCd>USD</curCd>
        <valUSD>1357335.06</valUSD>
        <pctVal>0.0474815358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Dollar General Corporation</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>DG 3.25 04/15/23</title>
        <cusip>256677AC9</cusip>
        <identifiers>
          <isin value="US256677AC97"/>
          <ticker value="DG23"/>
        </identifiers>
        <balance>900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>929609.69</valUSD>
        <pctVal>0.0325190862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quebec (Province Of)</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>Q 7.125 02/09/24 +NN</title>
        <cusip>748148PD9</cusip>
        <identifiers>
          <isin value="US748148PD96"/>
          <ticker value="Q"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119814.44</valUSD>
        <pctVal>0.0041912817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</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 National Railway Company</name>
        <lei>3SU7BEP7TH9YEQOZCS77</lei>
        <title>CNRCN 6.2 06/01/36</title>
        <cusip>136375BN1</cusip>
        <identifiers>
          <isin value="US136375BN19"/>
          <ticker value="CNI36"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56190.27</valUSD>
        <pctVal>0.0019656166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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>Diageo Capital plc</name>
        <lei>213800L23DJLALFC4O95</lei>
        <title>DGELN 3.875 04/29/43</title>
        <cusip>25243YAV1</cusip>
        <identifiers>
          <isin value="US25243YAV11"/>
          <ticker value="DEO43"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193319.24</valUSD>
        <pctVal>0.0067625855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 6.5 06/02/41</title>
        <cusip>71654QAZ5</cusip>
        <identifiers>
          <isin value="US71654QAZ54"/>
          <ticker value="PEMEX"/>
        </identifiers>
        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188670</valUSD>
        <pctVal>0.0065999484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>Airgas, Inc.</name>
        <lei>T9G0YDC6WFXHBPA02M60</lei>
        <title>AIFP 2.9 11/15/22</title>
        <cusip>009363AM4</cusip>
        <identifiers>
          <isin value="US009363AM48"/>
          <ticker value="ARG22"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152898.87</valUSD>
        <pctVal>0.0053486227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</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>Aetna, Inc.</name>
        <lei>549300QKBENKLBXQ8968</lei>
        <title>AET 4.5 05/15/42</title>
        <cusip>00817YAJ7</cusip>
        <identifiers>
          <isin value="US00817YAJ73"/>
          <ticker value="CVS/42"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107872.2</valUSD>
        <pctVal>0.0037735250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>ECL 2.7 11/01/26</title>
        <cusip>278865AV2</cusip>
        <identifiers>
          <isin value="US278865AV25"/>
          <ticker value="ECL26"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71923.39</valUSD>
        <pctVal>0.0025159838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 3.2 10/21/26</title>
        <cusip>172967KY6</cusip>
        <identifiers>
          <isin value="US172967KY63"/>
          <ticker value="TRV9"/>
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        <balance>505000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523982.42</valUSD>
        <pctVal>0.0183296599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>BlackRock, Inc.</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BLK 3.5 03/18/24</title>
        <cusip>09247XAL5</cusip>
        <identifiers>
          <isin value="US09247XAL55"/>
          <ticker value="BLQC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265981.98</valUSD>
        <pctVal>0.0093044328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>San Diego Gas &amp; Electric Company</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SRE 4.3 04/01/42</title>
        <cusip>797440BQ6</cusip>
        <identifiers>
          <isin value="US797440BQ65"/>
          <ticker value="SRE/42A"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161367.56</valUSD>
        <pctVal>0.0056448697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 2.6 11/01/26</title>
        <cusip>126408HE6</cusip>
        <identifiers>
          <isin value="US126408HE65"/>
          <ticker value="CSX26"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274650.3</valUSD>
        <pctVal>0.0096076632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</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>Nike, Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NKE 3.375 11/01/46</title>
        <cusip>654106AG8</cusip>
        <identifiers>
          <isin value="US654106AG82"/>
          <ticker value="NKE"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528393.4</valUSD>
        <pctVal>0.0184839623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>Aetna, Inc.</name>
        <lei>549300QKBENKLBXQ8968</lei>
        <title>AET 6.625 06/15/36</title>
        <cusip>00817YAF5</cusip>
        <identifiers>
          <isin value="US00817YAF51"/>
          <ticker value="CVS/36"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54029.76</valUSD>
        <pctVal>0.0018900388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XEL 6.5 07/01/36</title>
        <cusip>98389BAH3</cusip>
        <identifiers>
          <isin value="US98389BAH33"/>
          <ticker value="XEL36B"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135256.34</valUSD>
        <pctVal>0.0047314616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>Rockwell Automation, Inc.</name>
        <lei>VH3R4HHBHH12O0EXZJ88</lei>
        <title>ROK 4.2 03/01/49</title>
        <cusip>773903AJ8</cusip>
        <identifiers>
          <isin value="US773903AJ82"/>
          <ticker value="ROK49"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116833.95</valUSD>
        <pctVal>0.0040870199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 3.12 04/15/22</title>
        <cusip>548661CW5</cusip>
        <identifiers>
          <isin value="US548661CW57"/>
          <ticker value="LOW22"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512202.09</valUSD>
        <pctVal>0.0179175670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.120000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nevada Power Company</name>
        <lei>MJZFGXRJ52U8U4MKJ519</lei>
        <title>BRKHEC 5.45 05/15/41</title>
        <cusip>641423CA4</cusip>
        <identifiers>
          <isin value="US641423CA48"/>
          <ticker value="NVE/41"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44748.16</valUSD>
        <pctVal>0.0015653551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</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>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 5.15 11/15/41</title>
        <cusip>031162BK5</cusip>
        <identifiers>
          <isin value="US031162BK53"/>
          <ticker value="AMGN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302654.56</valUSD>
        <pctVal>0.0105872925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</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>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG 3.741 03/07/29</title>
        <cusip>606822BH6</cusip>
        <identifiers>
          <isin value="US606822BH67"/>
          <ticker value="MFZD"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1618850.9</valUSD>
        <pctVal>0.0566297366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.741000000000</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>Autozone, Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AZO 3.7 04/15/22</title>
        <cusip>053332AM4</cusip>
        <identifiers>
          <isin value="US053332AM44"/>
          <ticker value="AZO22"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56755</valUSD>
        <pctVal>0.0019853717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hyundai Auto Recv Tr 2017</name>
        <lei>N/A</lei>
        <title>HART 2017-B A4</title>
        <cusip>44932GAE5</cusip>
        <identifiers>
          <isin value="US44932GAE52"/>
          <ticker value="HART"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99956.29</valUSD>
        <pctVal>0.0034966150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.960000000000</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>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 3.9 02/15/24</title>
        <cusip>29379VBB8</cusip>
        <identifiers>
          <isin value="US29379VBB80"/>
          <ticker value="EPD24"/>
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        <balance>820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>870164.34</valUSD>
        <pctVal>0.0304396022</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>3.900000000000</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>Unilever Capital Corporation</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>UNANA 2 07/28/26</title>
        <cusip>904764AU1</cusip>
        <identifiers>
          <isin value="US904764AU11"/>
          <ticker value="UN/26A"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>991174.84</valUSD>
        <pctVal>0.0346727238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Biogen Inc</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIIB 5.2 09/15/45</title>
        <cusip>09062XAD5</cusip>
        <identifiers>
          <isin value="US09062XAD57"/>
          <ticker value="BIIB"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120775.01</valUSD>
        <pctVal>0.0042248838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</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>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 3.5 07/17/25</title>
        <cusip>713448CY2</cusip>
        <identifiers>
          <isin value="US713448CY22"/>
          <ticker value="PEP25A"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107406.95</valUSD>
        <pctVal>0.0037572498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 3.9 07/15/25</title>
        <cusip>46625HMN7</cusip>
        <identifiers>
          <isin value="US46625HMN79"/>
          <ticker value="JPM"/>
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        <balance>755000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>815458.01</valUSD>
        <pctVal>0.0285258960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</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>FN 995266</title>
        <cusip>31416BTX6</cusip>
        <identifiers>
          <isin value="US31416BTX63"/>
          <ticker value="FNMA"/>
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        <balance>128442.99</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133281.18</valUSD>
        <pctVal>0.0046623677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG J12098</title>
        <cusip>3128PRKK4</cusip>
        <identifiers>
          <isin value="US3128PRKK47"/>
          <ticker value="FHLMC"/>
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        <balance>237896.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250247.57</valUSD>
        <pctVal>0.0087540205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Southern Copper Corporation</name>
        <lei>2549007U6NAP46Q9TU15</lei>
        <title>SCCO 5.875 04/23/45</title>
        <cusip>84265VAJ4</cusip>
        <identifiers>
          <isin value="US84265VAJ44"/>
          <ticker value="SCCO45"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1880432.03</valUSD>
        <pctVal>0.0657802214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>Southern Copper Corporation</name>
        <lei>2549007U6NAP46Q9TU15</lei>
        <title>SCCO 3.875 04/23/25</title>
        <cusip>84265VAH8</cusip>
        <identifiers>
          <isin value="US84265VAH87"/>
          <ticker value="SCCO25"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104950.67</valUSD>
        <pctVal>0.0036713256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>GN 782675</title>
        <cusip>36241K6L7</cusip>
        <identifiers>
          <isin value="US36241K6L72"/>
          <ticker value="GNR"/>
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        <balance>57255.85</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59017.42</valUSD>
        <pctVal>0.0020645144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>GN 703677</title>
        <cusip>36296WXE1</cusip>
        <identifiers>
          <isin value="US36296WXE10"/>
          <ticker value="GNR"/>
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        <balance>104314.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113224.7</valUSD>
        <pctVal>0.0039607631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 3.95 04/21/25 L</title>
        <cusip>06051GFP9</cusip>
        <identifiers>
          <isin value="US06051GFP90"/>
          <ticker value="BAC25D"/>
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        <balance>1375000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1468440.55</valUSD>
        <pctVal>0.0513681659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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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        <name>Union Pacific Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cd Commercial Mortage Trust</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G06020</title>
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          <isin value="US3128M8AV68"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AB2067</title>
        <cusip>31416XJM3</cusip>
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          <isin value="US31416XJM39"/>
          <ticker value="FNMA"/>
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        <balance>739526.52</balance>
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        <curCd>USD</curCd>
        <valUSD>780605.79</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.1 09/12/22</title>
        <cusip>037833DC1</cusip>
        <identifiers>
          <isin value="US037833DC16"/>
          <ticker value="AAPL"/>
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        <balance>665000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>671702.38</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Discovery Communications, LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCA 2.95 03/20/23</title>
        <cusip>25470DAQ2</cusip>
        <identifiers>
          <isin value="US25470DAQ25"/>
          <ticker value="DCOC"/>
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        <balance>110000</balance>
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        <curCd>USD</curCd>
        <valUSD>112112.26</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>2023-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DFS 4.1 02/09/27</title>
        <cusip>254709AM0</cusip>
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          <isin value="US254709AM01"/>
          <ticker value="DFS27"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>215520.79</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>2027-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
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      <invstOrSec>
        <name>Anheuser-Busch InBev Finance Inc.</name>
        <lei>5493000EYEKDT0FBSQ91</lei>
        <title>ABIBB 4.625 02/01/44</title>
        <cusip>03524BAF3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Autozone, Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AZO 2.5 04/15/21</title>
        <cusip>053332AS1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Caterpillar Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>CAT 3.4 05/15/24</title>
        <cusip>149123CC3</cusip>
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          <isin value="US149123CC35"/>
          <ticker value="CAT24"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Biogen Inc</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIIB 4.05 09/15/25</title>
        <cusip>09062XAF0</cusip>
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          <ticker value="IDPC"/>
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        <balance>95000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Shire Acquisitions Investments Ireland DAC</name>
        <lei>549300XK5HGW68R8K327</lei>
        <title>TACHEM 2.875 09/23/23</title>
        <cusip>82481LAC3</cusip>
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          <ticker value="TAK/23"/>
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        <curCd>USD</curCd>
        <valUSD>254754.24</valUSD>
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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>The Estee Lauder Companies Inc.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>EL 4.15 03/15/47</title>
        <cusip>29736RAK6</cusip>
        <identifiers>
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          <ticker value="EL47"/>
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        <balance>70000</balance>
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        <curCd>USD</curCd>
        <valUSD>81523.19</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>2047-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Harley-Davidson, Inc.</name>
        <lei>ZDNAWZWXIKMWI51R2A08</lei>
        <title>HOG 4.625 07/28/45</title>
        <cusip>412822AE8</cusip>
        <identifiers>
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          <ticker value="HOG45"/>
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        <balance>670000</balance>
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        <curCd>USD</curCd>
        <valUSD>694542.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 2.85 10/30/24</title>
        <cusip>097023BH7</cusip>
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          <isin value="US097023BH74"/>
          <ticker value="BA"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113009.36</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 2.75 04/30/25</title>
        <cusip>713448CT3</cusip>
        <identifiers>
          <isin value="US713448CT37"/>
          <ticker value="PEP25"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518088.46</valUSD>
        <pctVal>0.0181234807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>HNDA 2.6 11/16/22 MTN</title>
        <cusip>02665WCA7</cusip>
        <identifiers>
          <isin value="US02665WCA71"/>
          <ticker value="HNDA"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127528.2</valUSD>
        <pctVal>0.0044611202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</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>FHLMC PC GOLD PC 30YR</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q27353</title>
        <cusip>3132M7ZS0</cusip>
        <identifiers>
          <isin value="US3132M7ZS00"/>
          <ticker value="FG"/>
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        <balance>1710574.37</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1832753.14</valUSD>
        <pctVal>0.0641123451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>TCI Communications, Inc.</name>
        <lei>549300PBDHO6M483PB82</lei>
        <title>CMCSA 7.875 02/15/26</title>
        <cusip>872287AF4</cusip>
        <identifiers>
          <isin value="US872287AF41"/>
          <ticker value="CMCSA"/>
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        <balance>755000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>983258.43</valUSD>
        <pctVal>0.0343957964</pctVal>
        <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>7.875000000000</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>Time Warner Entertainment Company, L.P.</name>
        <lei>N/A</lei>
        <title>TWC 8.375 07/15/33</title>
        <cusip>88731EAJ9</cusip>
        <identifiers>
          <isin value="US88731EAJ91"/>
          <ticker value="TWC"/>
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        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>364692.43</valUSD>
        <pctVal>0.0127574666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.375000000000</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>FN AH1295</title>
        <cusip>3138A2NM7</cusip>
        <identifiers>
          <isin value="US3138A2NM72"/>
          <ticker value="FNMA"/>
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        <balance>237902.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246493.98</valUSD>
        <pctVal>0.0086227145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08667</title>
        <cusip>3128MJW55</cusip>
        <identifiers>
          <isin value="US3128MJW555"/>
          <ticker value="FHLMC"/>
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        <balance>854156.48</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>892304.77</valUSD>
        <pctVal>0.0312141063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HPQ 6 09/15/41</title>
        <cusip>428236BR3</cusip>
        <identifiers>
          <isin value="US428236BR31"/>
          <ticker value="HPQ"/>
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        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304920.75</valUSD>
        <pctVal>0.0106665671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3.3 09/09/24 MTN</title>
        <cusip>94974BGA2</cusip>
        <identifiers>
          <isin value="US94974BGA26"/>
          <ticker value="WFC24"/>
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        <balance>1095000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1147587.57</valUSD>
        <pctVal>0.0401442664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>GN 719262</title>
        <cusip>3620A5B73</cusip>
        <identifiers>
          <isin value="US3620A5B737"/>
          <ticker value="GNR"/>
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        <balance>138461.86</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154002.91</valUSD>
        <pctVal>0.0053872437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 6 01/15/36 B</title>
        <cusip>927804FA7</cusip>
        <identifiers>
          <isin value="US927804FA70"/>
          <ticker value="D/36"/>
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        <balance>37000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49190.78</valUSD>
        <pctVal>0.0017207643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>United Parcel Service, Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UPS 3.4 11/15/46</title>
        <cusip>911312AZ9</cusip>
        <identifiers>
          <isin value="US911312AZ91"/>
          <ticker value="UPS"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289291.25</valUSD>
        <pctVal>0.0101198247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>GN AL1763</title>
        <cusip>36183W5Y4</cusip>
        <identifiers>
          <isin value="US36183W5Y44"/>
          <ticker value="GNR"/>
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        <balance>207967.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218625.32</valUSD>
        <pctVal>0.0076478286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Pemex Project Funding Master Trust</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 6.625 06/15/35</title>
        <cusip>706451BG5</cusip>
        <identifiers>
          <isin value="US706451BG56"/>
          <ticker value="PEMEX"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204900</valUSD>
        <pctVal>0.0071676972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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 Panama</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 6.7 01/26/36</title>
        <cusip>698299AW4</cusip>
        <identifiers>
          <isin value="US698299AW45"/>
          <ticker value="PANAMA"/>
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        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>770693</valUSD>
        <pctVal>0.0269599514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.700000000000</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>Synchrony Card Issuance Trust 2018-1</name>
        <lei>N/A</lei>
        <title>SYNIT 2018-A1 A</title>
        <cusip>87166PAA9</cusip>
        <identifiers>
          <isin value="US87166PAA93"/>
          <ticker value="SYNIT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204473.6</valUSD>
        <pctVal>0.0071527811</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>Fixed</couponKind>
          <annualizedRt>3.380000000000</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>GM Financial Automobile Leasing Trust 2018-3</name>
        <lei>N/A</lei>
        <title>GMALT 2018-3 C</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kansas City Power &amp; Light Company</name>
        <lei>1128SIJQ26096WL7IO82</lei>
        <title>EVRG 5.3 10/01/41</title>
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        <curCd>USD</curCd>
        <valUSD>63250.14</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>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
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          <ticker value="DFS26G"/>
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        <curCd>USD</curCd>
        <valUSD>546599.58</valUSD>
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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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN AB2761</title>
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          <isin value="US36178NB656"/>
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        <valUSD>145971.92</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>The Home Depot, Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HD 3.35 09/15/25</title>
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        <curCd>USD</curCd>
        <valUSD>480871.62</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Arizona Public Service Company</name>
        <lei>YG6VT0TPHRH4TFVAQV64</lei>
        <title>PNW 4.7 01/15/44</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
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        <name>Mylan NV</name>
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        <title>MYL 3.95 06/15/26</title>
        <cusip>62854AAN4</cusip>
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        <balance>285000</balance>
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        <curCd>USD</curCd>
        <valUSD>297119.22</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 4617</title>
        <cusip>36202FDW3</cusip>
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          <isin value="US36202FDW32"/>
          <ticker value="GNR"/>
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        <balance>65623.47</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA1012</title>
        <cusip>36179NDR6</cusip>
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          <isin value="US36179NDR61"/>
          <ticker value="GNR"/>
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        <balance>805799.97</balance>
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        <curCd>USD</curCd>
        <valUSD>848143.91</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3106</title>
        <cusip>36179RNX3</cusip>
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          <isin value="US36179RNX34"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G07998</title>
        <cusip>3128MAGF0</cusip>
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          <isin value="US3128MAGF00"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>403274.15</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Burlington Northern Santa Fe LLC</name>
        <lei>N/A</lei>
        <title>BNSF 3 04/01/25</title>
        <cusip>12189LAV3</cusip>
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          <ticker value="BRK.B/25C"/>
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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>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>The Hanover Insurance Group, Inc.</name>
        <lei>JJYR6MFKFF6CF8DBZ078</lei>
        <title>THG 4.5 04/15/26</title>
        <cusip>410867AF2</cusip>
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          <isin value="US410867AF22"/>
          <ticker value="THG26"/>
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        <curCd>USD</curCd>
        <valUSD>215680.27</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY 4.65 01/27/26 GMTN</title>
        <cusip>780082AD5</cusip>
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          <isin value="US780082AD52"/>
          <ticker value="RY26"/>
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        <curCd>USD</curCd>
        <valUSD>665590.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 3.125 07/27/26 MTN</title>
        <cusip>61761J3R8</cusip>
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          <isin value="US61761J3R84"/>
          <ticker value="MS26C"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>258135.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 3.45 10/06/46</title>
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        <balance>45000</balance>
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        <curCd>USD</curCd>
        <valUSD>47771.66</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 4 10/06/26</title>
        <cusip>37045XBQ8</cusip>
        <identifiers>
          <isin value="US37045XBQ88"/>
          <ticker value="GM/26A"/>
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        <balance>750000</balance>
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        <curCd>USD</curCd>
        <valUSD>786442.64</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>2026-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 2.85 05/11/24</title>
        <cusip>037833CU2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>1624069.32</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sunoco Logistics Partners Operations L.P.</name>
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        <balance>175000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-12-01</maturityDt>
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      <invstOrSec>
        <name>PSEG Power LLC</name>
        <lei>N/A</lei>
        <title>PEG 8.625 04/15/31</title>
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        <balance>565000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AGL Capital Corporation</name>
        <lei>E8CD46SWUD2TSN8PA636</lei>
        <title>SO 5.875 03/15/41</title>
        <cusip>001192AH6</cusip>
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        <balance>600000</balance>
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        <curCd>USD</curCd>
        <valUSD>757934.25</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>2041-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Southern California Gas Company</name>
        <lei>XY0N0J73VHV5F4CUJV89</lei>
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        <cusip>842434CS9</cusip>
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        <balance>125000</balance>
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        <curCd>USD</curCd>
        <valUSD>142714.42</valUSD>
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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>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 4.125 05/15/45</title>
        <cusip>68389XBF1</cusip>
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          <isin value="US68389XBF15"/>
          <ticker value="ORCL45"/>
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        <balance>365000</balance>
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        <curCd>USD</curCd>
        <valUSD>412452.73</valUSD>
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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>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
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      <invstOrSec>
        <name>Spectra Energy Partners, LP</name>
        <lei>2HKVXE7U4NF5B6UGSU72</lei>
        <title>ENBCN 3.375 10/15/26</title>
        <cusip>84756NAH2</cusip>
        <identifiers>
          <isin value="US84756NAH26"/>
          <ticker value="ENB/26"/>
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        <balance>360000</balance>
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        <curCd>USD</curCd>
        <valUSD>372758.19</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>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Liberty Property Limited Partnership</name>
        <lei>549300N6GNCW2Y4RH795</lei>
        <title>LPT 4.4 02/15/24</title>
        <cusip>53117CAQ5</cusip>
        <identifiers>
          <isin value="US53117CAQ50"/>
          <ticker value="LRY24"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86497.52</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>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 2.7 12/15/22</title>
        <cusip>458140AM2</cusip>
        <identifiers>
          <isin value="US458140AM21"/>
          <ticker value="INTC"/>
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        <balance>80000</balance>
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        <curCd>USD</curCd>
        <valUSD>81984.03</valUSD>
        <pctVal>0.0028679195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Florida Power &amp; Light Company</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 4.05 06/01/42</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA1064</title>
        <cusip>36179NFD5</cusip>
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          <ticker value="GNR"/>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1951</title>
        <cusip>3140Q9EZ2</cusip>
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          <ticker value="FN"/>
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        <balance>856394.37</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>
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          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Becton, Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BDX 3.125 11/08/21</title>
        <cusip>075887BA6</cusip>
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          <isin value="US075887BA64"/>
          <ticker value="BDX21"/>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>152914.41</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 4.25 06/01/21</title>
        <cusip>126408GV9</cusip>
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        <balance>100000</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>
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          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1564</title>
        <cusip>3140Q8W27</cusip>
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          <ticker value="FN"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5331</title>
        <cusip>36179T4Q5</cusip>
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          <isin value="US36179T4Q56"/>
          <ticker value="GNR"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 4 12/15/32</title>
        <cusip>458140AN0</cusip>
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          <ticker value="INTC"/>
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        <balance>50000</balance>
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        <curCd>USD</curCd>
        <valUSD>58334.88</valUSD>
        <pctVal>0.0020406381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canadian National Railway Company</name>
        <lei>3SU7BEP7TH9YEQOZCS77</lei>
        <title>CNRCN 2.85 12/15/21</title>
        <cusip>136375BV3</cusip>
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          <ticker value="CNI21"/>
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        <balance>85000</balance>
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        <curCd>USD</curCd>
        <valUSD>86246.59</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>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</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>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EIB 4.875 02/15/36</title>
        <cusip>298785DV5</cusip>
        <identifiers>
          <isin value="US298785DV50"/>
          <ticker value="EIB"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268056.23</valUSD>
        <pctVal>0.0093769931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 5.8 03/15/36</title>
        <cusip>91324PAR3</cusip>
        <identifiers>
          <isin value="US91324PAR38"/>
          <ticker value="UNH36"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331996.9</valUSD>
        <pctVal>0.0116137298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.800000000000</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>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORDL 2019-B A4</title>
        <cusip>34528DAE3</cusip>
        <identifiers>
          <isin value="US34528DAE31"/>
          <ticker value="FORDL"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100536.12</valUSD>
        <pctVal>0.0035168983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.270000000000</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>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORDL 2019-B A3</title>
        <cusip>34528DAD5</cusip>
        <identifiers>
          <isin value="US34528DAD57"/>
          <ticker value="FORDL"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100370.87</valUSD>
        <pctVal>0.0035111176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.220000000000</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>Omnicom Group Inc. / Omnicom Capital Inc.</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
        <title>OMC 3.6 04/15/26</title>
        <cusip>68217FAA0</cusip>
        <identifiers>
          <isin value="US68217FAA03"/>
          <ticker value="OMC26"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358248.85</valUSD>
        <pctVal>0.0125320609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>Service Properties Trust</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SVC 4.5 03/15/25</title>
        <cusip>44106MAT9</cusip>
        <identifiers>
          <isin value="US44106MAT99"/>
          <ticker value="SVC"/>
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        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375573.36</valUSD>
        <pctVal>0.0131380972</pctVal>
        <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>4.500000000000</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>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 5.85 03/15/36 06-A</title>
        <cusip>209111EL3</cusip>
        <identifiers>
          <isin value="US209111EL38"/>
          <ticker value="ED36"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129535.69</valUSD>
        <pctVal>0.0045313450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</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>Uruguay (Republic of)</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>URUGUA 7.625 03/21/36</title>
        <cusip>760942AS1</cusip>
        <identifiers>
          <isin value="US760942AS16"/>
          <ticker value="82HM"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369377.5</valUSD>
        <pctVal>0.0129213571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</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>Telefonica Emisiones S.A.U.</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>TELEFO 4.57 04/27/23</title>
        <cusip>87938WAR4</cusip>
        <identifiers>
          <isin value="US87938WAR43"/>
          <ticker value="US744"/>
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        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258274.4</valUSD>
        <pctVal>0.0090348106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.570000000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.15 03/15/24</title>
        <cusip>92343VBY9</cusip>
        <identifiers>
          <isin value="US92343VBY92"/>
          <ticker value="VZ24"/>
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        <balance>385000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415276.35</valUSD>
        <pctVal>0.0145269650</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>4.150000000000</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>BP Capital Markets plc</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BPLN 3.994 09/26/23</title>
        <cusip>05565QCJ5</cusip>
        <identifiers>
          <isin value="US05565QCJ58"/>
          <ticker value="BP/23A"/>
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        <balance>30000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32069.85</valUSD>
        <pctVal>0.0011218496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.994000000000</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>Ventas Realty L.P./Ventas Capital Corp.</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VTR 5.7 09/30/43</title>
        <cusip>92277GAB3</cusip>
        <identifiers>
          <isin value="US92277GAB32"/>
          <ticker value="VTR/43"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124484.56</valUSD>
        <pctVal>0.0043546492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 3.625 12/01/27</title>
        <cusip>46625HRX0</cusip>
        <identifiers>
          <isin value="US46625HRX07"/>
          <ticker value="JPM27B"/>
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        <balance>1250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1320665.66</valUSD>
        <pctVal>0.0461987874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHW 3.45 02/13/26</title>
        <cusip>808513AM7</cusip>
        <identifiers>
          <isin value="US808513AM75"/>
          <ticker value="SCHW26"/>
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        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296478.18</valUSD>
        <pctVal>0.0103712338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>Israel (State Of)</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL 4 06/30/22</title>
        <cusip>46513AGA2</cusip>
        <identifiers>
          <isin value="US46513AGA25"/>
          <ticker value="ISRAEL"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262002.5</valUSD>
        <pctVal>0.0091652249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Energy, Inc.</name>
        <lei>549300FBMTW0JYWMNB26</lei>
        <title>DUK 7.75 03/01/31</title>
        <cusip>743263AE5</cusip>
        <identifiers>
          <isin value="US743263AE50"/>
          <ticker value="DUK/31"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70414.81</valUSD>
        <pctVal>0.0024632115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</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>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 4.4 05/01/45</title>
        <cusip>031162BZ2</cusip>
        <identifiers>
          <isin value="US031162BZ23"/>
          <ticker value="AMGN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280137.2</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>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 2.7 05/01/22</title>
        <cusip>031162BX7</cusip>
        <identifiers>
          <isin value="US031162BX74"/>
          <ticker value="AMGN"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1013512.32</valUSD>
        <pctVal>0.0354541210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</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>BlackRock, Inc.</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BLK 4.25 05/24/21</title>
        <cusip>09247XAH4</cusip>
        <identifiers>
          <isin value="US09247XAH44"/>
          <ticker value="BLK"/>
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        <balance>280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289178.48</valUSD>
        <pctVal>0.0101158798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Consolidated Edison, Inc.</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>ED 2 05/15/21</title>
        <cusip>209115AC8</cusip>
        <identifiers>
          <isin value="US209115AC88"/>
          <ticker value="ED21"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85054.78</valUSD>
        <pctVal>0.0029753387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Discover Card Execution Note Trust</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DCENT 2019-A1 A1</title>
        <cusip>254683CK9</cusip>
        <identifiers>
          <isin value="US254683CK92"/>
          <ticker value="DCENT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204775.78</valUSD>
        <pctVal>0.0071633518</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>3.040000000000</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>National Rural Utilities Cooperative Finance Corporation</name>
        <lei>4NYF266XZC35SCTGX023</lei>
        <title>NRUC 4.3 03/15/49</title>
        <cusip>637432NT8</cusip>
        <identifiers>
          <isin value="US637432NT82"/>
          <ticker value="NRUC"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148636.87</valUSD>
        <pctVal>0.0051995318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Walgreens Boots Alliance, Inc.</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WBA 4.5 11/18/34</title>
        <cusip>931427AB4</cusip>
        <identifiers>
          <isin value="US931427AB40"/>
          <ticker value="WBA"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52164.24</valUSD>
        <pctVal>0.0018247803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>KO 3.2 11/01/23</title>
        <cusip>191216BE9</cusip>
        <identifiers>
          <isin value="US191216BE91"/>
          <ticker value="CCCD"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104889.69</valUSD>
        <pctVal>0.0036691925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Discovery Communications, LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCA 3.3 05/15/22</title>
        <cusip>25470DAF6</cusip>
        <identifiers>
          <isin value="US25470DAF69"/>
          <ticker value="DISCA"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348796.09</valUSD>
        <pctVal>0.0122013897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 2.25 01/06/23</title>
        <cusip>822582AV4</cusip>
        <identifiers>
          <isin value="US822582AV48"/>
          <ticker value="RDS/23"/>
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        <balance>345000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347864.98</valUSD>
        <pctVal>0.0121688181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>Chubb INA Holdings Inc</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>CB 3.15 03/15/25</title>
        <cusip>00440EAS6</cusip>
        <identifiers>
          <isin value="US00440EAS63"/>
          <ticker value="ACE/25"/>
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        <balance>295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310472.08</valUSD>
        <pctVal>0.0108607606</pctVal>
        <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>3.150000000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 5.25 03/16/37</title>
        <cusip>92343VDU5</cusip>
        <identifiers>
          <isin value="US92343VDU52"/>
          <ticker value="VZ37A"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100474.34</valUSD>
        <pctVal>0.0035147372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Cardinal Health, Inc.</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>CAH 4.5 11/15/44</title>
        <cusip>14149YBB3</cusip>
        <identifiers>
          <isin value="US14149YBB39"/>
          <ticker value="CAH"/>
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        <balance>710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>701247.84</valUSD>
        <pctVal>0.0245306597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Altera Corporation</name>
        <lei>N/A</lei>
        <title>INTC 4.1 11/15/23</title>
        <cusip>021441AF7</cusip>
        <identifiers>
          <isin value="US021441AF71"/>
          <ticker value="INTC"/>
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        <balance>1340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1444336.29</valUSD>
        <pctVal>0.0505249642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.15 03/15/42</title>
        <cusip>00206RDH2</cusip>
        <identifiers>
          <isin value="US00206RDH21"/>
          <ticker value="T42A"/>
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        <balance>55000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64266.91</valUSD>
        <pctVal>0.0022481491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</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>McKesson Corporation</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>MCK 3.796 03/15/24</title>
        <cusip>581557BE4</cusip>
        <identifiers>
          <isin value="US581557BE41"/>
          <ticker value="MCK24"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168416.06</valUSD>
        <pctVal>0.0058914364</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>3.796000000000</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>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 3.5 02/01/25</title>
        <cusip>375558AZ6</cusip>
        <identifiers>
          <isin value="US375558AZ68"/>
          <ticker value="GISC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265368.72</valUSD>
        <pctVal>0.0092829801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE 4.9 10/15/25</title>
        <cusip>42824CAW9</cusip>
        <identifiers>
          <isin value="US42824CAW91"/>
          <ticker value="HPE25"/>
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        <balance>1445000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1606232.41</valUSD>
        <pctVal>0.0561883237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</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>PPL Capital Funding Inc.</name>
        <lei>N/A</lei>
        <title>PPL 5 03/15/44</title>
        <cusip>69352PAJ2</cusip>
        <identifiers>
          <isin value="US69352PAJ21"/>
          <ticker value="PPL"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114972.05</valUSD>
        <pctVal>0.0040218879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 5.25 03/14/44</title>
        <cusip>404280AQ2</cusip>
        <identifiers>
          <isin value="US404280AQ21"/>
          <ticker value="HSBC44"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1264926.44</valUSD>
        <pctVal>0.0442489492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Realty Income Corporation</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>O 3.25 10/15/22</title>
        <cusip>756109AN4</cusip>
        <identifiers>
          <isin value="US756109AN42"/>
          <ticker value="O22"/>
        </identifiers>
        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>273675.29</valUSD>
        <pctVal>0.0095735559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APA 3.25 04/15/22</title>
        <cusip>037411AZ8</cusip>
        <identifiers>
          <isin value="US037411AZ87"/>
          <ticker value="APA22"/>
        </identifiers>
        <balance>73000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74385.38</valUSD>
        <pctVal>0.0026021078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Corporate Office Properties LP</name>
        <lei>H0TWO5VRNEP6CQAWPX27</lei>
        <title>OFC 5.25 02/15/24</title>
        <cusip>22003BAH9</cusip>
        <identifiers>
          <isin value="US22003BAH96"/>
          <ticker value="OFC/24"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107632.69</valUSD>
        <pctVal>0.0037651466</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>5.250000000000</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>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>D 3.8 09/15/47 B</title>
        <cusip>927804FY5</cusip>
        <identifiers>
          <isin value="US927804FY56"/>
          <ticker value="D/47"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135314.11</valUSD>
        <pctVal>0.0047334825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3104</title>
        <cusip>36179RNV7</cusip>
        <identifiers>
          <isin value="US36179RNV77"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>1294122.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1336924.24</valUSD>
        <pctVal>0.0467675359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5137</title>
        <cusip>36179TV69</cusip>
        <identifiers>
          <isin value="US36179TV691"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>461170.34</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479049.21</valUSD>
        <pctVal>0.0167578315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Campbell Soup Company</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CPB 3.65 03/15/23</title>
        <cusip>134429BE8</cusip>
        <identifiers>
          <isin value="US134429BE86"/>
          <ticker value="CPB23"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312552</valUSD>
        <pctVal>0.0109335192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 4.375 05/15/55</title>
        <cusip>68389XBG9</cusip>
        <identifiers>
          <isin value="US68389XBG97"/>
          <ticker value="ORCL55"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29685.62</valUSD>
        <pctVal>0.0010384458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Highwoods Realty Limited Partnership</name>
        <lei>JUJNVZX73BIYHLR58F51</lei>
        <title>HIW 3.625 01/15/23</title>
        <cusip>431282AM4</cusip>
        <identifiers>
          <isin value="US431282AM42"/>
          <ticker value="HIW23"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103298.33</valUSD>
        <pctVal>0.0036135244</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>3.625000000000</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>United Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>UTX 4.5 06/01/42</title>
        <cusip>913017BT5</cusip>
        <identifiers>
          <isin value="US913017BT50"/>
          <ticker value="UTX"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>539514.9</valUSD>
        <pctVal>0.0188730084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.329 09/21/28</title>
        <cusip>92343VER1</cusip>
        <identifiers>
          <isin value="US92343VER15"/>
          <ticker value="VZ"/>
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        <balance>2190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2485582.24</valUSD>
        <pctVal>0.0869492475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.329000000000</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>Host Hotels &amp; Resorts, L.P.</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HST 4 06/15/25 E</title>
        <cusip>44107TAV8</cusip>
        <identifiers>
          <isin value="US44107TAV89"/>
          <ticker value="HST25"/>
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        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230255.51</valUSD>
        <pctVal>0.0080546695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Pioneer Natural Resources Company</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PXD 7.2 01/15/28</title>
        <cusip>723787AB3</cusip>
        <identifiers>
          <isin value="US723787AB37"/>
          <ticker value="PXD"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126865.94</valUSD>
        <pctVal>0.0044379533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.200000000000</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>Chubb INA Holdings Inc</name>
        <lei>CZCBJZWDMLTHWJDXU843</lei>
        <title>CB 6.7 05/15/36</title>
        <cusip>00440EAH0</cusip>
        <identifiers>
          <isin value="US00440EAH09"/>
          <ticker value="ACE/36"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72454.14</valUSD>
        <pctVal>0.0025345502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.700000000000</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>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE 6.35 10/15/45</title>
        <cusip>42824CAY5</cusip>
        <identifiers>
          <isin value="US42824CAY57"/>
          <ticker value="HPE45"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240826.55</valUSD>
        <pctVal>0.0084244597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.350000000000</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>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
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        <cusip>907818EM6</cusip>
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        <balance>1500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1593573.71</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>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Zoetis Inc.</name>
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        <curCd>USD</curCd>
        <valUSD>47700.92</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>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 4.25 11/10/44</title>
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          <isin value="US718172BL29"/>
          <ticker value="4I1L"/>
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        <balance>350000</balance>
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        <curCd>USD</curCd>
        <valUSD>387001.65</valUSD>
        <pctVal>0.0135378752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Boston Properties Limited Partnership</name>
        <lei>BVHHEFJI6SHNOKQT2572</lei>
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        <identifiers>
          <isin value="US10112RAU86"/>
          <ticker value="BXP23"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62873.13</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>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
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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>LYB International Finance B.V.</name>
        <lei>549300J6QSW38QNOJK61</lei>
        <title>LYB 5.25 07/15/43</title>
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        <identifiers>
          <isin value="US50247VAB53"/>
          <ticker value="LYB"/>
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        <balance>565000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>667397.83</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>2043-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA5330</title>
        <cusip>36179T4P7</cusip>
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          <isin value="US36179T4P73"/>
          <ticker value="GNR"/>
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        <balance>1404926.58</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1459496.29</valUSD>
        <pctVal>0.0510552828</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA3547</title>
        <cusip>31418C5H3</cusip>
        <identifiers>
          <isin value="US31418C5H34"/>
          <ticker value="FNMA"/>
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        <balance>817034.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>837877.37</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>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS4306</title>
        <cusip>3138WDYC9</cusip>
        <identifiers>
          <isin value="US3138WDYC95"/>
          <ticker value="FNMA"/>
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        <balance>1007450.22</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1031944.92</valUSD>
        <pctVal>0.0360989199</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08790</title>
        <cusip>3128MJ2Y5</cusip>
        <identifiers>
          <isin value="US3128MJ2Y55"/>
          <ticker value="FHLMC"/>
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        <balance>1360480.36</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1444966.46</valUSD>
        <pctVal>0.0505470084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNOOC Finance (2013) Limited</name>
        <lei>5493006KAH3PSSMCES09</lei>
        <title>CNOOC 3 05/09/23</title>
        <cusip>12625GAC8</cusip>
        <identifiers>
          <isin value="US12625GAC87"/>
          <ticker value="5941"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254102.34</valUSD>
        <pctVal>0.0088888659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRANCH BANKING &amp; TRUST CO</name>
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        <title>TFC 3.8 10/30/26 BKNT</title>
        <cusip>07330MAA5</cusip>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268285.84</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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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Kimco Realty Corporation</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIM 4.25 04/01/45</title>
        <cusip>49446RAM1</cusip>
        <identifiers>
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          <ticker value="KIM45"/>
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        <balance>759000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805085.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 4.07 12/15/42</title>
        <cusip>539830BB4</cusip>
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          <ticker value="LMT42"/>
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        <curCd>USD</curCd>
        <valUSD>991244.05</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.070000000000</annualizedRt>
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      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 2.2 12/15/21</title>
        <cusip>717081DZ3</cusip>
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          <ticker value="PFE21A"/>
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        <balance>90000</balance>
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        <curCd>USD</curCd>
        <valUSD>90882.02</valUSD>
        <pctVal>0.0031791840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Baltimore Gas &amp; Electric Company</name>
        <lei>88V8C2WYSOD1SPSSLH72</lei>
        <title>EXC 3.5 11/15/21</title>
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          <ticker value="EXC"/>
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        <curCd>USD</curCd>
        <valUSD>282469.56</valUSD>
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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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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA3522</title>
        <cusip>36179R4F3</cusip>
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          <isin value="US36179R4F38"/>
          <ticker value="GNR"/>
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        <balance>463770.46</balance>
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        <curCd>USD</curCd>
        <valUSD>490605.03</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08650</title>
        <cusip>3128MJWL0</cusip>
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          <ticker value="FHLMC"/>
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        <balance>1106591.26</balance>
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        <curCd>USD</curCd>
        <valUSD>1156130.52</valUSD>
        <pctVal>0.0404431111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY 3.6 06/05/27</title>
        <cusip>278642AU7</cusip>
        <identifiers>
          <isin value="US278642AU75"/>
          <ticker value="EBAY"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524385.98</valUSD>
        <pctVal>0.0183437770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY 2.75 01/30/23</title>
        <cusip>278642AS2</cusip>
        <identifiers>
          <isin value="US278642AS20"/>
          <ticker value="EBAY"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111523.94</valUSD>
        <pctVal>0.0039012681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 2.125 04/07/21 MTN</title>
        <cusip>89114QBG2</cusip>
        <identifiers>
          <isin value="US89114QBG29"/>
          <ticker value="TD21"/>
        </identifiers>
        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2012014.2</valUSD>
        <pctVal>0.0703831553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 4.78 03/25/38</title>
        <cusip>126650CY4</cusip>
        <identifiers>
          <isin value="US126650CY46"/>
          <ticker value="CVS38"/>
        </identifiers>
        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193267.75</valUSD>
        <pctVal>0.0067607843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.780000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Cml Mtg Tr</name>
        <lei>N/A</lei>
        <title>UBSCM 2018-C11 A5</title>
        <cusip>90276XAV7</cusip>
        <identifiers>
          <isin value="US90276XAV73"/>
          <ticker value="LBUBS"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167883.47</valUSD>
        <pctVal>0.0058728056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.241100000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1952</title>
        <cusip>3140Q9E25</cusip>
        <identifiers>
          <isin value="US3140Q9E256"/>
          <ticker value="FN"/>
        </identifiers>
        <balance>412720.72</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435970.12</valUSD>
        <pctVal>0.0152508629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>LNC 3.625 12/12/26</title>
        <cusip>534187BF5</cusip>
        <identifiers>
          <isin value="US534187BF54"/>
          <ticker value="LNC26"/>
        </identifiers>
        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>279837.5</valUSD>
        <pctVal>0.0097891189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NI 5.25 02/15/43</title>
        <cusip>65473QBB8</cusip>
        <identifiers>
          <isin value="US65473QBB86"/>
          <ticker value="NI/43"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121721.08</valUSD>
        <pctVal>0.0042579787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital I Trust 2017-HR2</name>
        <lei>N/A</lei>
        <title>MSC 2017-HR2 A4</title>
        <cusip>61691NAE5</cusip>
        <identifiers>
          <isin value="US61691NAE58"/>
          <ticker value="MSC"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214139.88</valUSD>
        <pctVal>0.0074909215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.587000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFCM 2017-C42 A4</title>
        <cusip>95001GAE3</cusip>
        <identifiers>
          <isin value="US95001GAE35"/>
          <ticker value="WFCM"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107057.19</valUSD>
        <pctVal>0.0037450147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.589000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4719</title>
        <cusip>36179TG41</cusip>
        <identifiers>
          <isin value="US36179TG411"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>3745765.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3890843.49</valUSD>
        <pctVal>0.1361073105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K028 A2</title>
        <cusip>3137B2HN3</cusip>
        <identifiers>
          <isin value="US3137B2HN38"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309178.5</valUSD>
        <pctVal>0.0108155093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.111000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>KO 3.3 09/01/21</title>
        <cusip>191216AV2</cusip>
        <identifiers>
          <isin value="US191216AV26"/>
          <ticker value="US1553"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256196.01</valUSD>
        <pctVal>0.0089621055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <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>MS 2.625 11/17/21 MTN</title>
        <cusip>61746BED4</cusip>
        <identifiers>
          <isin value="US61746BED47"/>
          <ticker value="MS21G"/>
        </identifiers>
        <balance>945000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956328.23</valUSD>
        <pctVal>0.0334537392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME Group Inc.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
        <title>CME 5.3 09/15/43</title>
        <cusip>12572QAF2</cusip>
        <identifiers>
          <isin value="US12572QAF28"/>
          <ticker value="CME"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167495.99</valUSD>
        <pctVal>0.0058592510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Target Corporation</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TGT 3.625 04/15/46</title>
        <cusip>87612EBF2</cusip>
        <identifiers>
          <isin value="US87612EBF25"/>
          <ticker value="TGT46"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>547006.66</valUSD>
        <pctVal>0.0191350810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE 6.625 06/01/36 A</title>
        <cusip>250847EB2</cusip>
        <identifiers>
          <isin value="US250847EB27"/>
          <ticker value="DTE/36"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280512.07</valUSD>
        <pctVal>0.0098127163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>Hungary (Republic Of)</name>
        <lei>5299008DH62LEB10JK83</lei>
        <title>REPHUN 6.375 03/29/21</title>
        <cusip>445545AE6</cusip>
        <identifiers>
          <isin value="US445545AE60"/>
          <ticker value="63DX"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1053810</valUSD>
        <pctVal>0.0368637919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>Public Service Electric and Gas Company</name>
        <lei>549300RUHPVD434XUK18</lei>
        <title>PEG 3 05/15/25 MTN</title>
        <cusip>74456QBL9</cusip>
        <identifiers>
          <isin value="US74456QBL95"/>
          <ticker value="PEG/25"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519427.43</valUSD>
        <pctVal>0.0181703198</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>3.000000000000</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>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 3.8 11/15/21</title>
        <cusip>548661CV7</cusip>
        <identifiers>
          <isin value="US548661CV74"/>
          <ticker value="LOW21A"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515032.46</valUSD>
        <pctVal>0.0180165774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>QUALCOMM Incorporated</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QCOM 3.25 05/20/27</title>
        <cusip>747525AU7</cusip>
        <identifiers>
          <isin value="US747525AU71"/>
          <ticker value="QCOM"/>
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        <balance>720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>757836.4</valUSD>
        <pctVal>0.0265102090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>Coca-Cola FEMSA SAB de CV</name>
        <lei>5493008KEVFYPMGTXO33</lei>
        <title>KOF 5.25 11/26/43</title>
        <cusip>191241AF5</cusip>
        <identifiers>
          <isin value="US191241AF58"/>
          <ticker value="KOF"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183254.61</valUSD>
        <pctVal>0.0064105103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Roper Technologies Inc</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>ROP 3.8 12/15/26</title>
        <cusip>776743AD8</cusip>
        <identifiers>
          <isin value="US776743AD85"/>
          <ticker value="ROP26"/>
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        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252599.82</valUSD>
        <pctVal>0.0088363056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 5.4 01/06/42</title>
        <cusip>48126BAA1</cusip>
        <identifiers>
          <isin value="US48126BAA17"/>
          <ticker value="JPM42"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134640.42</valUSD>
        <pctVal>0.0047099159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</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>Equifax Inc.</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EFX 3.3 12/15/22</title>
        <cusip>294429AJ4</cusip>
        <identifiers>
          <isin value="US294429AJ43"/>
          <ticker value="EFX22"/>
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        <balance>365000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375718.57</valUSD>
        <pctVal>0.0131431768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 720202</title>
        <cusip>3620A6DF1</cusip>
        <identifiers>
          <isin value="US3620A6DF19"/>
          <ticker value="GNR"/>
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        <balance>218956.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236882.07</valUSD>
        <pctVal>0.0082864761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank 2017-Bnk9</name>
        <lei>N/A</lei>
        <title>BANK 2017-BNK9 A4</title>
        <cusip>06540RAE4</cusip>
        <identifiers>
          <isin value="US06540RAE45"/>
          <ticker value="BANK"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266874.83</valUSD>
        <pctVal>0.0093356660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.538000000000</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>Fnma Pass-Thru I</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN CA1711</title>
        <cusip>3140Q83V5</cusip>
        <identifiers>
          <isin value="US3140Q83V59"/>
          <ticker value="FN"/>
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        <balance>1154261.1</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1217040.78</valUSD>
        <pctVal>0.0425738398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>NUE 4 08/01/23</title>
        <cusip>670346AM7</cusip>
        <identifiers>
          <isin value="US670346AM72"/>
          <ticker value="NUE23"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264395.31</valUSD>
        <pctVal>0.0092489288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Travelers Companies, Inc.</name>
        <lei>549300Y650407RU8B149</lei>
        <title>TRV 4.6 08/01/43</title>
        <cusip>89417EAJ8</cusip>
        <identifiers>
          <isin value="US89417EAJ82"/>
          <ticker value="TRV43"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90949.24</valUSD>
        <pctVal>0.0031815354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</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>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 5.05 03/25/48</title>
        <cusip>126650CZ1</cusip>
        <identifiers>
          <isin value="US126650CZ11"/>
          <ticker value="CVS48"/>
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        <balance>155000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183679.09</valUSD>
        <pctVal>0.0064253592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.050000000000</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>FMS Wertmanagement</name>
        <lei>HZFDOR6TCRSIQLKQTX32</lei>
        <title>FMSWER 2.75 03/06/23</title>
        <cusip>30254WAN9</cusip>
        <identifiers>
          <isin value="US30254WAN92"/>
          <ticker value="FMSWER"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1548016.49</valUSD>
        <pctVal>0.0541518469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>United Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>UTX 6.05 06/01/36</title>
        <cusip>913017BK4</cusip>
        <identifiers>
          <isin value="US913017BK42"/>
          <ticker value="UTX36"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>817233.88</valUSD>
        <pctVal>0.0285880184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.050000000000</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>Healthpeak Properties Inc</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>PEAK 3.25 07/15/26</title>
        <cusip>40414LAQ2</cusip>
        <identifiers>
          <isin value="US40414LAQ23"/>
          <ticker value="PEAK26"/>
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        <balance>630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653432.86</valUSD>
        <pctVal>0.0228580228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>GE Capital International Funding Company Unlimited Company</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE 4.418 11/15/35</title>
        <cusip>36164QNA2</cusip>
        <identifiers>
          <isin value="US36164QNA21"/>
          <ticker value="GE/35D"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1069733.96</valUSD>
        <pctVal>0.0374208350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.418000000000</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>Puget Energy Inc</name>
        <lei>SYBSJ96YIDMIUY7WDR33</lei>
        <title>PSD 3.65 05/15/25</title>
        <cusip>745310AH5</cusip>
        <identifiers>
          <isin value="US745310AH55"/>
          <ticker value="PSD"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>517929.65</valUSD>
        <pctVal>0.0181179253</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>3.650000000000</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>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 3.35 03/15/23</title>
        <cusip>29379VAZ6</cusip>
        <identifiers>
          <isin value="US29379VAZ67"/>
          <ticker value="EPD/23"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113811.17</valUSD>
        <pctVal>0.0039812787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</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>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>STZ 3.6 02/15/28</title>
        <cusip>21036PAY4</cusip>
        <identifiers>
          <isin value="US21036PAY43"/>
          <ticker value="STZ"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264567.05</valUSD>
        <pctVal>0.0092549365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.6 05/14/25</title>
        <cusip>00287YAQ2</cusip>
        <identifiers>
          <isin value="US00287YAQ26"/>
          <ticker value="ABBV25"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237706.87</valUSD>
        <pctVal>0.0083153288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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 Banks</name>
        <lei>N/A</lei>
        <title>FHLB 3 10/12/21 *</title>
        <cusip>3130AF5B9</cusip>
        <identifiers>
          <isin value="US3130AF5B90"/>
          <ticker value="FHLB"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3073380.69</valUSD>
        <pctVal>0.1075112841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>GE Capital International Funding Company Unlimited Company</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE 3.373 11/15/25</title>
        <cusip>36164Q6M5</cusip>
        <identifiers>
          <isin value="US36164Q6M56"/>
          <ticker value="GE/25N"/>
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        <balance>830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>864850.91</valUSD>
        <pctVal>0.0302537308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.373000000000</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>Uruguay (Republic of)</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>URUGUA 5.1 06/18/50</title>
        <cusip>760942BA9</cusip>
        <identifiers>
          <isin value="US760942BA98"/>
          <ticker value="URUGUA"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899775</valUSD>
        <pctVal>0.0314754257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BH7032</title>
        <cusip>3140GVY66</cusip>
        <identifiers>
          <isin value="US3140GVY660"/>
          <ticker value="FNMA"/>
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        <balance>615680.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>640216.27</valUSD>
        <pctVal>0.0223956874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA2863</title>
        <cusip>31418CFD1</cusip>
        <identifiers>
          <isin value="US31418CFD11"/>
          <ticker value="FNMA"/>
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        <balance>10898422.8</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11152219.6</valUSD>
        <pctVal>0.3901207077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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 Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08632</title>
        <cusip>3128MJV23</cusip>
        <identifiers>
          <isin value="US3128MJV235"/>
          <ticker value="FHLMC"/>
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        <balance>1398189.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1460768.88</valUSD>
        <pctVal>0.0510997998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN AS4715</title>
        <cusip>3138WEGZ6</cusip>
        <identifiers>
          <isin value="US3138WEGZ65"/>
          <ticker value="FNMA"/>
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        <balance>888085.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>911480.77</valUSD>
        <pctVal>0.0318849104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V3.55 03/05/24</title>
        <cusip>06051GHF9</cusip>
        <identifiers>
          <isin value="US06051GHF90"/>
          <ticker value="BAC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259463.63</valUSD>
        <pctVal>0.0090764116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</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>Kimco Realty Corporation</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIM 3.2 05/01/21</title>
        <cusip>49446RAL3</cusip>
        <identifiers>
          <isin value="US49446RAL33"/>
          <ticker value="KIM"/>
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        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243387.67</valUSD>
        <pctVal>0.0085140513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 4.375 10/15/28</title>
        <cusip>125523AH3</cusip>
        <identifiers>
          <isin value="US125523AH38"/>
          <ticker value="CI/28"/>
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        <balance>3300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3656030.3</valUSD>
        <pctVal>0.1278932068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SDART 2019-1 C</title>
        <cusip>80285HAF7</cusip>
        <identifiers>
          <isin value="US80285HAF73"/>
          <ticker value="SDART"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50810.05</valUSD>
        <pctVal>0.0017774087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.420000000000</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>GS Mortgage Securities Trust</name>
        <lei>549300WZ62L3Y22NOZ64</lei>
        <title>GSMS 2017-GS7 A4</title>
        <cusip>36254CAV2</cusip>
        <identifiers>
          <isin value="US36254CAV28"/>
          <ticker value="GSMS"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264568.13</valUSD>
        <pctVal>0.0092549743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.430000000000</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>FN MA3412</title>
        <cusip>31418CYJ7</cusip>
        <identifiers>
          <isin value="US31418CYJ79"/>
          <ticker value="FNMA"/>
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        <balance>468451.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487839.94</valUSD>
        <pctVal>0.0170653439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Enbridge Incorporation</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBCN 4.5 06/10/44</title>
        <cusip>29250NAJ4</cusip>
        <identifiers>
          <isin value="US29250NAJ46"/>
          <ticker value="ENB44"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44107.18</valUSD>
        <pctVal>0.0015429327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Realty Income Corporation</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>O 4.65 08/01/23</title>
        <cusip>756109AP9</cusip>
        <identifiers>
          <isin value="US756109AP99"/>
          <ticker value="O23"/>
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        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200237.13</valUSD>
        <pctVal>0.0070045833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</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>Oklahoma Gas and Electric Company</name>
        <lei>549300VJ8YXGPO8EV472</lei>
        <title>OGE 4.55 03/15/44</title>
        <cusip>678858BP5</cusip>
        <identifiers>
          <isin value="US678858BP55"/>
          <ticker value="OGE/44"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73650.25</valUSD>
        <pctVal>0.0025763918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</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>Republic of Panama</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>PANAMA 4 09/22/24</title>
        <cusip>698299BD5</cusip>
        <identifiers>
          <isin value="US698299BD54"/>
          <ticker value="PANAMA"/>
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        <balance>575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>615825</valUSD>
        <pctVal>0.0215424457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5304</title>
        <cusip>36202F3M6</cusip>
        <identifiers>
          <isin value="US36202F3M68"/>
          <ticker value="GNR"/>
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        <balance>294324.31</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311025.28</valUSD>
        <pctVal>0.0108801124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 5.875 02/07/42 MTN</title>
        <cusip>06051GEN5</cusip>
        <identifiers>
          <isin value="US06051GEN51"/>
          <ticker value="BAC"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355210.34</valUSD>
        <pctVal>0.0124257694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 5.3 12/05/43</title>
        <cusip>126650CD0</cusip>
        <identifiers>
          <isin value="US126650CD09"/>
          <ticker value="CVS43"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>895755.56</valUSD>
        <pctVal>0.0313348199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</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>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.95 01/15/42</title>
        <cusip>035240AG5</cusip>
        <identifiers>
          <isin value="US035240AG57"/>
          <ticker value="BUD/42"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1183726.87</valUSD>
        <pctVal>0.0414084712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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 Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AL 2.75 01/15/23</title>
        <cusip>00912XAX2</cusip>
        <identifiers>
          <isin value="US00912XAX21"/>
          <ticker value="AL"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126657.43</valUSD>
        <pctVal>0.0044306594</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>2.750000000000</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>CarMax Auto Owner Trust 2018-4</name>
        <lei>N/A</lei>
        <title>CARMX 2018-4 A3</title>
        <cusip>14315EAC4</cusip>
        <identifiers>
          <isin value="US14315EAC49"/>
          <ticker value="CARMX"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204021.34</valUSD>
        <pctVal>0.0071369604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.360000000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V84903</title>
        <cusip>3132LANU2</cusip>
        <identifiers>
          <isin value="US3132LANU23"/>
          <ticker value="FHLMC"/>
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        <balance>3627485.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3833023.06</valUSD>
        <pctVal>0.1340846686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 2.25 04/12/22</title>
        <cusip>3135G0V59</cusip>
        <identifiers>
          <isin value="US3135G0V597"/>
          <ticker value="FNMA"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3044876.85</valUSD>
        <pctVal>0.1065141787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HON 2.5 11/01/26</title>
        <cusip>438516BL9</cusip>
        <identifiers>
          <isin value="US438516BL94"/>
          <ticker value="ALDA"/>
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        <balance>780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>793773.57</valUSD>
        <pctVal>0.0277673430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Discovery Communications, LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCA 3.95 06/15/25</title>
        <cusip>25470DBE8</cusip>
        <identifiers>
          <isin value="US25470DBE85"/>
          <ticker value="DISCA"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245566.75</valUSD>
        <pctVal>0.0085902787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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>FedEx Corporation</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FDX 4.95 10/17/48</title>
        <cusip>31428XBS4</cusip>
        <identifiers>
          <isin value="US31428XBS45"/>
          <ticker value="FDX48A"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1093258.43</valUSD>
        <pctVal>0.0382437549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.950000000000</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>Citrix Systems Inc.</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>CTXS 4.5 12/01/27</title>
        <cusip>177376AE0</cusip>
        <identifiers>
          <isin value="US177376AE06"/>
          <ticker value="CTXS"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216747.93</valUSD>
        <pctVal>0.0075821548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Mid-America Apartments, L.P.</name>
        <lei>549300FXWGE3QSYCUJ38</lei>
        <title>MAA 3.75 06/15/24</title>
        <cusip>59523UAL1</cusip>
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        <curCd>USD</curCd>
        <valUSD>105487.89</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 4.1 07/24/23</title>
        <cusip>06053FAA7</cusip>
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          <ticker value="BAC"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>106669.33</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 2.65 07/15/26</title>
        <cusip>68389XBM6</cusip>
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          <isin value="US68389XBM65"/>
          <ticker value="ORCL26"/>
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        <balance>3100000</balance>
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        <curCd>USD</curCd>
        <valUSD>3171253.41</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>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</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>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 2.058 07/14/21</title>
        <cusip>86562MAE0</cusip>
        <identifiers>
          <isin value="US86562MAE03"/>
          <ticker value="SMFG21A"/>
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        <balance>495000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495718.44</valUSD>
        <pctVal>0.0173409452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-14</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>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.2 05/14/26</title>
        <cusip>00287YAY5</cusip>
        <identifiers>
          <isin value="US00287YAY59"/>
          <ticker value="ABBV26"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259072.86</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>2026-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 2.3 05/14/21</title>
        <cusip>00287YAU3</cusip>
        <identifiers>
          <isin value="US00287YAU38"/>
          <ticker value="ABBV21"/>
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        <balance>800000</balance>
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        <curCd>USD</curCd>
        <valUSD>802947.26</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kohls Corporation</name>
        <lei>549300JF6LPRTRJ0FH50</lei>
        <title>KSS 4.75 12/15/23</title>
        <cusip>500255AT1</cusip>
        <identifiers>
          <isin value="US500255AT16"/>
          <ticker value="KSS23A"/>
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        <balance>69000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73840.34</valUSD>
        <pctVal>0.0025830415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Poland (Republic of)</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>POLAND 5.125 04/21/21</title>
        <cusip>857524AA0</cusip>
        <identifiers>
          <isin value="US857524AA08"/>
          <ticker value="POLAND"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156219</valUSD>
        <pctVal>0.0054647657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</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>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GMCAR 2019-4 A3</title>
        <cusip>36258MAD6</cusip>
        <identifiers>
          <isin value="US36258MAD65"/>
          <ticker value="GMCAR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99436.88</valUSD>
        <pctVal>0.0034784453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 3.75 11/13/47</title>
        <cusip>037833DG2</cusip>
        <identifiers>
          <isin value="US037833DG20"/>
          <ticker value="APC3"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27764.05</valUSD>
        <pctVal>0.0009712265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS 4.582 12/10/25</title>
        <cusip>539439AM1</cusip>
        <identifiers>
          <isin value="US539439AM10"/>
          <ticker value="LYG25"/>
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        <balance>2095000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2269101.02</valUSD>
        <pctVal>0.0793764226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.582000000000</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>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 2.375 09/24/29</title>
        <cusip>931142EQ2</cusip>
        <identifiers>
          <isin value="US931142EQ27"/>
          <ticker value="WMT29A"/>
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        <balance>2185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2187594.03</valUSD>
        <pctVal>0.0765251907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</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>Marathon Petroleum Company</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>MPC 6.5 03/01/41</title>
        <cusip>56585AAF9</cusip>
        <identifiers>
          <isin value="US56585AAF93"/>
          <ticker value="MPC41"/>
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        <balance>466000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>605272.12</valUSD>
        <pctVal>0.0211732907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>KMB 3.7 06/01/43</title>
        <cusip>494368BL6</cusip>
        <identifiers>
          <isin value="US494368BL62"/>
          <ticker value="KMB43"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106465.48</valUSD>
        <pctVal>0.0037243159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE 2.65 06/15/22</title>
        <cusip>250847EJ5</cusip>
        <identifiers>
          <isin value="US250847EJ52"/>
          <ticker value="DTE/22"/>
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        <balance>160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162504.05</valUSD>
        <pctVal>0.0056846258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</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>XLIT Ltd.</name>
        <lei>635400XCGXK8NVDIVE95</lei>
        <title>XL 5.25 12/15/43</title>
        <cusip>98420EAB1</cusip>
        <identifiers>
          <isin value="US98420EAB11"/>
          <ticker value="XL/43"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322919.74</valUSD>
        <pctVal>0.0112961977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.25 11/15/27</title>
        <cusip>68389XBN4</cusip>
        <identifiers>
          <isin value="US68389XBN49"/>
          <ticker value="ORCJ"/>
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        <balance>1965000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2082653.37</valUSD>
        <pctVal>0.0728542152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>The Mosaic Company</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>MOS 3.25 11/15/22</title>
        <cusip>61945CAF0</cusip>
        <identifiers>
          <isin value="US61945CAF05"/>
          <ticker value="MOS"/>
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        <balance>36000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36939.76</valUSD>
        <pctVal>0.0012922060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>PPL Electric Utilities Corporation</name>
        <lei>N/A</lei>
        <title>PPL 5.2 07/15/41</title>
        <cusip>69351UAN3</cusip>
        <identifiers>
          <isin value="US69351UAN37"/>
          <ticker value="PPL/41"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43813.83</valUSD>
        <pctVal>0.0015326709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 5.6 07/15/41</title>
        <cusip>46625HJB7</cusip>
        <identifiers>
          <isin value="US46625HJB78"/>
          <ticker value="JPM41"/>
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        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554663.09</valUSD>
        <pctVal>0.0194029139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.600000000000</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 Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 4.75 05/18/46</title>
        <cusip>172967KR1</cusip>
        <identifiers>
          <isin value="US172967KR13"/>
          <ticker value="C46"/>
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        <balance>1530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1830079.56</valUSD>
        <pctVal>0.0640188195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Baxalta Incorporated</name>
        <lei>5493000JW8DCO3T45R55</lei>
        <title>TACHEM 5.25 06/23/45</title>
        <cusip>07177MAN3</cusip>
        <identifiers>
          <isin value="US07177MAN39"/>
          <ticker value="TAK/45"/>
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        <balance>187000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241521.39</valUSD>
        <pctVal>0.0084487662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>G2 MA0321</title>
        <cusip>36179MLA6</cusip>
        <identifiers>
          <isin value="US36179MLA61"/>
          <ticker value="GNR"/>
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        <balance>240065.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265033.05</valUSD>
        <pctVal>0.0092712379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>FN AB4293</title>
        <cusip>31417AXX2</cusip>
        <identifiers>
          <isin value="US31417AXX26"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>933653.88</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>984178.23</valUSD>
        <pctVal>0.0344279723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Commercial Mortgage Trust 2017</name>
        <lei>N/A</lei>
        <title>CGCMT 2017-B1 A4</title>
        <cusip>17326CAZ7</cusip>
        <identifiers>
          <isin value="US17326CAZ77"/>
          <ticker value="CGCMT"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265102.45</valUSD>
        <pctVal>0.0092736656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.458000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG C92003</title>
        <cusip>3128P8GL9</cusip>
        <identifiers>
          <isin value="US3128P8GL91"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>297381.56</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309353.17</valUSD>
        <pctVal>0.0108216195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K090 A2</title>
        <cusip>3137FLMV3</cusip>
        <identifiers>
          <isin value="US3137FLMV31"/>
          <ticker value="FEDMFH"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>537532.45</valUSD>
        <pctVal>0.0188036595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.422000000000</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>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 4.09 09/15/52</title>
        <cusip>539830BN8</cusip>
        <identifiers>
          <isin value="US539830BN88"/>
          <ticker value="LMT52"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293348.01</valUSD>
        <pctVal>0.0102617360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.090000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 4.8 02/14/29</title>
        <cusip>02209SBD4</cusip>
        <identifiers>
          <isin value="US02209SBD45"/>
          <ticker value="MO29"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278666.24</valUSD>
        <pctVal>0.0097481465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 5.95 02/14/49</title>
        <cusip>02209SBF9</cusip>
        <identifiers>
          <isin value="US02209SBF92"/>
          <ticker value="MO49"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266743.19</valUSD>
        <pctVal>0.0093310611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>STZ 5.25 11/15/48</title>
        <cusip>21036PBD9</cusip>
        <identifiers>
          <isin value="US21036PBD96"/>
          <ticker value="STZ48"/>
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        <balance>167000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203137.96</valUSD>
        <pctVal>0.0071060585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>STZ 4.4 11/15/25</title>
        <cusip>21036PBB3</cusip>
        <identifiers>
          <isin value="US21036PBB31"/>
          <ticker value="STZ25A"/>
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        <balance>188000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205441.96</valUSD>
        <pctVal>0.0071866557</pctVal>
        <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>4.400000000000</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>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 3.45 02/13/23 M</title>
        <cusip>94974BFJ4</cusip>
        <identifiers>
          <isin value="US94974BFJ44"/>
          <ticker value="WFC23"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129454.73</valUSD>
        <pctVal>0.0045285130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</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>NBCUniversal Media LLC</name>
        <lei>VTBDOQJ6KOGQ6K786R46</lei>
        <title>CMCSA 4.375 04/01/21</title>
        <cusip>63946BAE0</cusip>
        <identifiers>
          <isin value="US63946BAE02"/>
          <ticker value="CMCSA"/>
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        <balance>935000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>964324.99</valUSD>
        <pctVal>0.0337334774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Lowes Companies, Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOW 4.55 04/05/49</title>
        <cusip>548661DS3</cusip>
        <identifiers>
          <isin value="US548661DS37"/>
          <ticker value="LOW49"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41323.75</valUSD>
        <pctVal>0.0014455643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</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>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>DELL 6.02 06/15/26 144A</title>
        <cusip>25272KAK9</cusip>
        <identifiers>
          <isin value="US25272KAK97"/>
          <ticker value="DELL"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241751.99</valUSD>
        <pctVal>0.0084568329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.020000000000</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>Entergy Arkansas LLC</name>
        <lei>549300A0I5ONUIFMLP35</lei>
        <title>ETR 3.05 06/01/23</title>
        <cusip>29364DAR1</cusip>
        <identifiers>
          <isin value="US29364DAR17"/>
          <ticker value="ETR/23A"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256877.49</valUSD>
        <pctVal>0.0089859447</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>3.050000000000</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>Dignity Health</name>
        <lei>TFVG45LTYVO3XKPZWP18</lei>
        <title>CATHHE 5.267 11/01/64</title>
        <cusip>254010AE1</cusip>
        <identifiers>
          <isin value="US254010AE13"/>
          <ticker value="CATHHE"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230370.7</valUSD>
        <pctVal>0.0080586990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.267000000000</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>G2 5050</title>
        <cusip>36202FTF3</cusip>
        <identifiers>
          <isin value="US36202FTF35"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>111271.61</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116414.25</valUSD>
        <pctVal>0.0040723382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 5317</title>
        <cusip>36202F4A1</cusip>
        <identifiers>
          <isin value="US36202F4A12"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>122017.83</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135352.82</valUSD>
        <pctVal>0.0047348366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>Loews Corporation</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>L 2.625 05/15/23</title>
        <cusip>540424AQ1</cusip>
        <identifiers>
          <isin value="US540424AQ11"/>
          <ticker value="L23"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254763.05</valUSD>
        <pctVal>0.0089119785</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>2.625000000000</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>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 3.8 02/14/24</title>
        <cusip>02209SBB8</cusip>
        <identifiers>
          <isin value="US02209SBB88"/>
          <ticker value="MO24A"/>
        </identifiers>
        <balance>222000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233780.75</valUSD>
        <pctVal>0.0081779874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 738134</title>
        <cusip>3620ASBB4</cusip>
        <identifiers>
          <isin value="US3620ASBB48"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>130073.24</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134876.35</valUSD>
        <pctVal>0.0047181690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 3.5 11/15/42</title>
        <cusip>594918AR5</cusip>
        <identifiers>
          <isin value="US594918AR51"/>
          <ticker value="MSFT"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162791.54</valUSD>
        <pctVal>0.0056946826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 4 06/01/25</title>
        <cusip>03027XAG5</cusip>
        <identifiers>
          <isin value="US03027XAG51"/>
          <ticker value="AMT25"/>
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        <balance>115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123073.25</valUSD>
        <pctVal>0.0043052796</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>4.000000000000</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>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>DELL 8.35 07/15/46 144A</title>
        <cusip>25272KAR4</cusip>
        <identifiers>
          <isin value="US25272KAR41"/>
          <ticker value="DELL"/>
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        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606292.28</valUSD>
        <pctVal>0.0212089774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup ComlMtg</name>
        <lei>N/A</lei>
        <title>CGCMT 2017-P8 A4</title>
        <cusip>17326DAD4</cusip>
        <identifiers>
          <isin value="US17326DAD49"/>
          <ticker value="CGCMT"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265429.93</valUSD>
        <pctVal>0.0092851213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.465000000000</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>Morgan Stanley BAML Trust</name>
        <lei>N/A</lei>
        <title>MSBAM 2013-C11 A4</title>
        <cusip>61762TAE6</cusip>
        <identifiers>
          <isin value="US61762TAE64"/>
          <ticker value="MSBAM"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212224.96</valUSD>
        <pctVal>0.0074239348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.153461700000</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>UBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>UBSCM 2018-C14 A4</title>
        <cusip>90278KBA8</cusip>
        <identifiers>
          <isin value="US90278KBA88"/>
          <ticker value="UBSCM"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113819.75</valUSD>
        <pctVal>0.0039815788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.448000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4962</title>
        <cusip>36179TQP3</cusip>
        <identifiers>
          <isin value="US36179TQP39"/>
          <ticker value="GNR"/>
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        <balance>2267280.05</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2351497.69</valUSD>
        <pctVal>0.0822587768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stanley Black &amp; Decker, Inc.</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>SWK 2.9 11/01/22</title>
        <cusip>854502AD3</cusip>
        <identifiers>
          <isin value="US854502AD32"/>
          <ticker value="SWK22"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66511.27</valUSD>
        <pctVal>0.0023266600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</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>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 4.3 04/22/44</title>
        <cusip>931142DQ3</cusip>
        <identifiers>
          <isin value="US931142DQ36"/>
          <ticker value="WMT44"/>
        </identifiers>
        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172356.39</valUSD>
        <pctVal>0.0060292748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE 4.4 10/15/22</title>
        <cusip>42824CAN9</cusip>
        <identifiers>
          <isin value="US42824CAN92"/>
          <ticker value="HPE22"/>
        </identifiers>
        <balance>830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>877002.57</valUSD>
        <pctVal>0.0306788133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Aspen Insurance Holdings Ltd</name>
        <lei>549300YX6HECG9XQCQ75</lei>
        <title>AHL 4.65 11/15/23</title>
        <cusip>04530DAD4</cusip>
        <identifiers>
          <isin value="US04530DAD49"/>
          <ticker value="AHL"/>
        </identifiers>
        <balance>270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>290661.29</valUSD>
        <pctVal>0.0101677507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.650000000000</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>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>MMM 2.75 03/01/22 MTN</title>
        <cusip>88579YBF7</cusip>
        <identifiers>
          <isin value="US88579YBF79"/>
          <ticker value="MMM22B"/>
        </identifiers>
        <balance>111000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113013.07</valUSD>
        <pctVal>0.0039533600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>GM FINL AUTOMOBILE LEASING TR 2019-1</name>
        <lei>N/A</lei>
        <title>GMALT 2019-1 A3</title>
        <cusip>36256UAD0</cusip>
        <identifiers>
          <isin value="US36256UAD00"/>
          <ticker value="GMALT"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100881.92</valUSD>
        <pctVal>0.0035289949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.980000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 5 01/13/37</title>
        <cusip>718286BW6</cusip>
        <identifiers>
          <isin value="US718286BW60"/>
          <ticker value="PHILIP"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637927.44</valUSD>
        <pctVal>0.0223156209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS 3 01/11/22</title>
        <cusip>53944YAC7</cusip>
        <identifiers>
          <isin value="US53944YAC75"/>
          <ticker value="LYG22"/>
        </identifiers>
        <balance>675000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>685883.76</valUSD>
        <pctVal>0.0239932020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE 3.95 06/15/42</title>
        <cusip>250847EK2</cusip>
        <identifiers>
          <isin value="US250847EK26"/>
          <ticker value="DTE/42"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105724.48</valUSD>
        <pctVal>0.0036983946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>NUE 5.2 08/01/43</title>
        <cusip>670346AN5</cusip>
        <identifiers>
          <isin value="US670346AN55"/>
          <ticker value="NUE43"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154402.3</valUSD>
        <pctVal>0.0054012149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</annualizedRt>
          <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 Auto Owner Trust</name>
        <lei>N/A</lei>
        <title>FORDO 2017-C C</title>
        <cusip>34532AAG8</cusip>
        <identifiers>
          <isin value="US34532AAG85"/>
          <ticker value="FORDR"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100651.17</valUSD>
        <pctVal>0.0035209229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 4.8 12/05/34</title>
        <cusip>023135AP1</cusip>
        <identifiers>
          <isin value="US023135AP19"/>
          <ticker value="AMZN"/>
        </identifiers>
        <balance>1050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1325028.27</valUSD>
        <pctVal>0.0463513977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>SYK 3.375 11/01/25</title>
        <cusip>863667AH4</cusip>
        <identifiers>
          <isin value="US863667AH48"/>
          <ticker value="SYK25"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265020.49</valUSD>
        <pctVal>0.0092707985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 2.566 05/16/23</title>
        <cusip>166764BK5</cusip>
        <identifiers>
          <isin value="US166764BK59"/>
          <ticker value="CVX23A"/>
        </identifiers>
        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173430.38</valUSD>
        <pctVal>0.0060668445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.566000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2013-CR10 A4</title>
        <cusip>12626BAD6</cusip>
        <identifiers>
          <isin value="US12626BAD64"/>
          <ticker value="COMM"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106439.11</valUSD>
        <pctVal>0.0037233934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.210000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFCM 2017-C40 A4</title>
        <cusip>95000YAY1</cusip>
        <identifiers>
          <isin value="US95000YAY14"/>
          <ticker value="WFCM"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106857.42</valUSD>
        <pctVal>0.0037380265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.581000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 3.625 12/15/23</title>
        <cusip>594918AW4</cusip>
        <identifiers>
          <isin value="US594918AW47"/>
          <ticker value="MSFF"/>
        </identifiers>
        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356637.47</valUSD>
        <pctVal>0.0124756925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 778957</title>
        <cusip>36176XE62</cusip>
        <identifiers>
          <isin value="US36176XE620"/>
          <ticker value="GNR"/>
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        <balance>542403.02</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578529.4</valUSD>
        <pctVal>0.0202377919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>UBS Cml Mtg Tr</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>QUALCOMM Incorporated</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>MARTIN MARIETTA MATERIALS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>World Finl Network Credit Card Tst</name>
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        <title>WFNMT 2019-A A</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
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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>2049-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Amazon.com, Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMZN 4.95 12/05/44</title>
        <cusip>023135AQ9</cusip>
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        <balance>255000</balance>
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        <curCd>USD</curCd>
        <valUSD>334156.09</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>2044-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MPLX LP</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <valUSD>1834616.91</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS V3.691 06/05/28</title>
        <cusip>38141GWL4</cusip>
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        <curCd>USD</curCd>
        <valUSD>1063984.97</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Credit Suisse Group Funding (Guernsey) Limited</name>
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        <title>CS 4.875 05/15/45</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Microsoft Corporation</name>
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        <title>MSFT 4.875 12/15/43</title>
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          <couponKind>Fixed</couponKind>
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        <name>Thermo Fisher Scientific Inc</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>TMO 4.15 02/01/24</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>BP Capital Markets America, Inc.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BPLN 3.796 09/21/25</title>
        <cusip>10373QAB6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 4.2 11/03/35</title>
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          <ticker value="MSFT"/>
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        <curCd>USD</curCd>
        <valUSD>47590.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG V60268</title>
        <cusip>3132KEJM8</cusip>
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          <isin value="US3132KEJM83"/>
          <ticker value="FHLMC"/>
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        <balance>821995.76</balance>
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        <curCd>USD</curCd>
        <valUSD>851894.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K074 A2</title>
        <cusip>3137F4D41</cusip>
        <identifiers>
          <isin value="US3137F4D414"/>
          <ticker value="FHLMC"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162696.39</valUSD>
        <pctVal>0.0056913541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</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>Ford Credit Floorplan Master Owner Trust A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORDF 2018-3 A1</title>
        <cusip>34528QGH1</cusip>
        <identifiers>
          <isin value="US34528QGH11"/>
          <ticker value="FORDF"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205169.08</valUSD>
        <pctVal>0.0071771100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.520000000000</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>Takeda Pharmaceutical Company Limited</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TACHEM 4.4 11/26/23</title>
        <cusip>874060AT3</cusip>
        <identifiers>
          <isin value="US874060AT36"/>
          <ticker value="EYEB"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322176.23</valUSD>
        <pctVal>0.0112701887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.400000000000</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>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRU 3.935 12/07/49</title>
        <cusip>744320BA9</cusip>
        <identifiers>
          <isin value="US744320BA94"/>
          <ticker value="PRU49"/>
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        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>365748.94</valUSD>
        <pctVal>0.0127944248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.935000000000</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>Sumitomo Mitsui Banking Corporation</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>SUMIBK 3 01/18/23</title>
        <cusip>865622AZ7</cusip>
        <identifiers>
          <isin value="US865622AZ78"/>
          <ticker value="SMFG/23A"/>
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        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214776.53</valUSD>
        <pctVal>0.0075131924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>AHS Hospital Corp</name>
        <lei>549300D7W3C9Z4RGJG34</lei>
        <title>AHSCRP 5.024 07/01/45</title>
        <cusip>001306AB5</cusip>
        <identifiers>
          <isin value="US001306AB55"/>
          <ticker value="AHS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124645.46</valUSD>
        <pctVal>0.0043602778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.024000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GM 5 04/01/35</title>
        <cusip>37045VAH3</cusip>
        <identifiers>
          <isin value="US37045VAH33"/>
          <ticker value="GM"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516861.09</valUSD>
        <pctVal>0.0180805455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SDART 2019-1 D</title>
        <cusip>80285HAG5</cusip>
        <identifiers>
          <isin value="US80285HAG56"/>
          <ticker value="SDART"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51216.43</valUSD>
        <pctVal>0.0017916245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</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>Nordstrom, Inc.</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>JWN 4 10/15/21</title>
        <cusip>655664AP5</cusip>
        <identifiers>
          <isin value="US655664AP58"/>
          <ticker value="JWN21"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153957.54</valUSD>
        <pctVal>0.0053856565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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 Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG Q37471</title>
        <cusip>3132QUJR5</cusip>
        <identifiers>
          <isin value="US3132QUJR58"/>
          <ticker value="FHLMC"/>
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        <balance>804335.96</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>853656.49</valUSD>
        <pctVal>0.0298621338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>FNMA 2.125 04/24/26</title>
        <cusip>3135G0K36</cusip>
        <identifiers>
          <isin value="US3135G0K368"/>
          <ticker value="FNMA"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1015134.43</valUSD>
        <pctVal>0.0355108648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</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>FN AU1689</title>
        <cusip>3138X02X5</cusip>
        <identifiers>
          <isin value="US3138X02X50"/>
          <ticker value="FNMA"/>
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        <balance>2277616.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2403305.65</valUSD>
        <pctVal>0.0840710939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>ConocoPhillips Company</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>COP 6.95 04/15/29</title>
        <cusip>208251AE8</cusip>
        <identifiers>
          <isin value="US208251AE82"/>
          <ticker value="COP"/>
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        <balance>465000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>632367.63</valUSD>
        <pctVal>0.0221211307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.950000000000</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>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR 4.75 12/15/26</title>
        <cusip>26884UAC3</cusip>
        <identifiers>
          <isin value="US26884UAC36"/>
          <ticker value="EPR26"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1091450.24</valUSD>
        <pctVal>0.0381805018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 3.8 11/15/37</title>
        <cusip>68389XBP9</cusip>
        <identifiers>
          <isin value="US68389XBP96"/>
          <ticker value="ORCM"/>
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        <balance>5000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5464.79</valUSD>
        <pctVal>0.0001911662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 4.375 12/05/33</title>
        <cusip>478160BJ2</cusip>
        <identifiers>
          <isin value="US478160BJ28"/>
          <ticker value="JNJD"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296191.38</valUSD>
        <pctVal>0.0103612012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PSNH Funding LLC 3</name>
        <lei>N/A</lei>
        <title>PSNH 2018-1 A3</title>
        <cusip>69363PAC4</cusip>
        <identifiers>
          <isin value="US69363PAC41"/>
          <ticker value="PSNH"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108632.62</valUSD>
        <pctVal>0.0038001255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.814000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ontario (Province Of)</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
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        <curCd>USD</curCd>
        <valUSD>2115150.52</valUSD>
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        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FiServ Inc.</name>
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        <curCd>USD</curCd>
        <valUSD>48018.97</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
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          <ticker value="MO23"/>
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        <balance>450000</balance>
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        <curCd>USD</curCd>
        <valUSD>459750.47</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
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          <ticker value="AMXCA"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>255430.6</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.870000000000</annualizedRt>
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      <invstOrSec>
        <name>Export-Import Bank of Korea</name>
        <lei>549300APVP4R32PI3Y06</lei>
        <title>EIBKOR 2.625 05/26/26</title>
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          <isin value="US302154CC16"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1007868.23</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Sunoco Logistics Partners Operations L.P.</name>
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        <title>ETP 5.35 05/15/45</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>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0850</title>
        <cusip>36179M5K2</cusip>
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          <isin value="US36179M5K23"/>
          <ticker value="GNR"/>
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        <curCd>USD</curCd>
        <valUSD>195019.53</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FG G08766</title>
        <cusip>3128MJZ86</cusip>
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          <isin value="US3128MJZ863"/>
          <ticker value="FHLMC"/>
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        <balance>1000990.27</balance>
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        <curCd>USD</curCd>
        <valUSD>1039795.17</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 3.625 05/01/43 MTN</title>
        <cusip>58013MER1</cusip>
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          <ticker value="MCD43"/>
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        <balance>209000</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>
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          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Starbucks Corporation</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>SBUX 3.85 10/01/23</title>
        <cusip>855244AD1</cusip>
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          <ticker value="SBUX"/>
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        <balance>200000</balance>
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        <curCd>USD</curCd>
        <valUSD>212166.89</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>
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        <name>Alleghany Corp</name>
        <lei>549300DCJE6AYX159479</lei>
        <title>Y 4.95 06/27/22</title>
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          <ticker value="Y"/>
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        <curCd>USD</curCd>
        <valUSD>58545.42</valUSD>
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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>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRU 3.905 12/07/47</title>
        <cusip>744320AY8</cusip>
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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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          <couponKind>Fixed</couponKind>
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        <name>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NSC 3.95 10/01/42</title>
        <cusip>655844BM9</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MAR 3.25 09/15/22</title>
        <cusip>571903AK9</cusip>
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        <curCd>USD</curCd>
        <valUSD>565445.55</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MAR 3.125 06/15/26 R</title>
        <cusip>571903AS2</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NYU Hospitals Center</name>
        <lei>N/A</lei>
        <title>NYUHOS 4.368 07/01/47</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 2.625 01/15/22 MTN</title>
        <cusip>58013MEM2</cusip>
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        <curCd>USD</curCd>
        <valUSD>1014399.25</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>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mondelez International, Inc.</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>MDLZ 3.625 02/13/26</title>
        <cusip>609207AR6</cusip>
        <identifiers>
          <isin value="US609207AR65"/>
          <ticker value="MDLZ"/>
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        <balance>171000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182078.92</valUSD>
        <pctVal>0.0063693829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>Voya Financial Inc</name>
        <lei>549300T065Z4KJ686G75</lei>
        <title>VOYA 4.8 06/15/46</title>
        <cusip>929089AC4</cusip>
        <identifiers>
          <isin value="US929089AC42"/>
          <ticker value="VOYA46"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1146163.82</valUSD>
        <pctVal>0.0400944616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aon plc</name>
        <lei>VVT2B79I2Z4U3R6BY589</lei>
        <title>AON 3.5 06/14/24</title>
        <cusip>00185AAF1</cusip>
        <identifiers>
          <isin value="US00185AAF12"/>
          <ticker value="AON24"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524411.55</valUSD>
        <pctVal>0.0183446715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Simon Property Group, L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 3.3 01/15/26</title>
        <cusip>828807CW5</cusip>
        <identifiers>
          <isin value="US828807CW58"/>
          <ticker value="SPG26"/>
        </identifiers>
        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73693.73</valUSD>
        <pctVal>0.0025779128</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>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PEMEX 6.75 09/21/47</title>
        <cusip>71654QCC4</cusip>
        <identifiers>
          <isin value="US71654QCC42"/>
          <ticker value="PEMEX"/>
        </identifiers>
        <balance>870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>871635.6</valUSD>
        <pctVal>0.0304910690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>549300M8ZYFG0OCMTT87</lei>
        <title>FNA 2018-M10 A2</title>
        <cusip>3136B2HA3</cusip>
        <identifiers>
          <isin value="US3136B2HA35"/>
          <ticker value="FNMA"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213668.02</valUSD>
        <pctVal>0.0074744152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.384000000000</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>CFCRE Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CFCRE 2016-C4 A4</title>
        <cusip>12531YAN8</cusip>
        <identifiers>
          <isin value="US12531YAN85"/>
          <ticker value="CFCRE"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259904.7</valUSD>
        <pctVal>0.0090918408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.283000000000</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>Marathon Oil Corporation</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>MRO 2.8 11/01/22</title>
        <cusip>565849AK2</cusip>
        <identifiers>
          <isin value="US565849AK29"/>
          <ticker value="MRO22"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264376.07</valUSD>
        <pctVal>0.0092482558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</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>Honda Auto Receivables 2019-1 Owner Tr</name>
        <lei>N/A</lei>
        <title>HAROT 2019-1 A3</title>
        <cusip>43814WAC9</cusip>
        <identifiers>
          <isin value="US43814WAC91"/>
          <ticker value="HAROT"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152299.95</valUSD>
        <pctVal>0.0053276717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.830000000000</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>Comm 2015-Ccre24 Mortgage Trust</name>
        <lei>N/A</lei>
        <title>COMM 2015-CR24 A5</title>
        <cusip>12593JBF2</cusip>
        <identifiers>
          <isin value="US12593JBF21"/>
          <ticker value="COMM"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>531788.3</valUSD>
        <pctVal>0.0186027208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.696000000000</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>FN AL2893</title>
        <cusip>3138EKGB5</cusip>
        <identifiers>
          <isin value="US3138EKGB59"/>
          <ticker value="FNMA"/>
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        <balance>2702721.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2882126.06</valUSD>
        <pctVal>0.1008209216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Baxalta Incorporated</name>
        <lei>5493000JW8DCO3T45R55</lei>
        <title>TACHEM 4 06/23/25</title>
        <cusip>07177MAB9</cusip>
        <identifiers>
          <isin value="US07177MAB90"/>
          <ticker value="TAK/25"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242463.42</valUSD>
        <pctVal>0.0084817197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Norfolk Southern Corporation</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NSC 4.45 06/15/45</title>
        <cusip>655844BQ0</cusip>
        <identifiers>
          <isin value="US655844BQ00"/>
          <ticker value="NSC45"/>
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        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317432.48</valUSD>
        <pctVal>0.0111042455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>Principal Financial Group</name>
        <lei>CUMYEZJOAF02RYZ1JJ85</lei>
        <title>PFG 4.625 09/15/42</title>
        <cusip>74251VAF9</cusip>
        <identifiers>
          <isin value="US74251VAF94"/>
          <ticker value="PFG42"/>
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        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46603.36</valUSD>
        <pctVal>0.0016302527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Public Service Company of Colorado</name>
        <lei>5BANEF6PGSEK0SNMQF44</lei>
        <title>XEL 2.25 09/15/22</title>
        <cusip>744448CF6</cusip>
        <identifiers>
          <isin value="US744448CF61"/>
          <ticker value="XEL/22"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100857.32</valUSD>
        <pctVal>0.0035281344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>Archer-Daniels-Midland Company</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>ADM 4.016 04/16/43</title>
        <cusip>039483BH4</cusip>
        <identifiers>
          <isin value="US039483BH46"/>
          <ticker value="ADM43"/>
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        <balance>56000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61890.63</valUSD>
        <pctVal>0.0021650234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.016000000000</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>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 5.65 12/01/41</title>
        <cusip>375558AS2</cusip>
        <identifiers>
          <isin value="US375558AS26"/>
          <ticker value="GILD"/>
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        <balance>330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>433709.05</valUSD>
        <pctVal>0.0151717674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <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 Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 3.125 05/20/26</title>
        <cusip>025816CF4</cusip>
        <identifiers>
          <isin value="US025816CF44"/>
          <ticker value="AXP26"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520063.08</valUSD>
        <pctVal>0.0181925558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc</name>
        <lei>5493002J2SVENP0PVK27</lei>
        <title>ABIBB 4.9 02/01/46 *</title>
        <cusip>03522AAJ9</cusip>
        <identifiers>
          <isin value="US03522AAJ97"/>
          <ticker value="BUD/46A"/>
        </identifiers>
        <balance>1910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2265494.05</valUSD>
        <pctVal>0.0792502456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</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>HONDA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>HAROT 2019-3 A4</title>
        <cusip>43815NAD6</cusip>
        <identifiers>
          <isin value="US43815NAD66"/>
          <ticker value="HAROT"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99548.1</valUSD>
        <pctVal>0.0034823359</pctVal>
        <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>1.850000000000</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>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2019-A1 A1</title>
        <cusip>14041NFT3</cusip>
        <identifiers>
          <isin value="US14041NFT37"/>
          <ticker value="COMET"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255069.18</valUSD>
        <pctVal>0.0089226874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.840000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 2.9 07/26/24 144A</title>
        <cusip>110122BZ0</cusip>
        <identifiers>
          <isin value="US110122BZ08"/>
          <ticker value="BMY"/>
        </identifiers>
        <balance>900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>929338.16</valUSD>
        <pctVal>0.0325095877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIFTH THIRD AUTO TRUST</name>
        <lei>549300EMGYBMVWMPNI56</lei>
        <title>FITAT 2019-1 A3</title>
        <cusip>31680YAD9</cusip>
        <identifiers>
          <isin value="US31680YAD94"/>
          <ticker value="FITAT"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100921.19</valUSD>
        <pctVal>0.0035303686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.640000000000</annualizedRt>
          <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>FN AS3657</title>
        <cusip>3138WDB34</cusip>
        <identifiers>
          <isin value="US3138WDB345"/>
          <ticker value="FNMA"/>
        </identifiers>
        <balance>1021575.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1088967.14</valUSD>
        <pctVal>0.0380936393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>IBRD 2.5 07/29/25 GDIF</title>
        <cusip>459058EP4</cusip>
        <identifiers>
          <isin value="US459058EP48"/>
          <ticker value="IBRD"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518625</valUSD>
        <pctVal>0.0181422496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Union Electric Company</name>
        <lei>QMPJLLDULY5C1M8PNY21</lei>
        <title>AEE 3.9 09/15/42</title>
        <cusip>906548CJ9</cusip>
        <identifiers>
          <isin value="US906548CJ95"/>
          <ticker value="AEE"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54541.35</valUSD>
        <pctVal>0.0019079350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHP Billiton Finance (USA) Limited</name>
        <lei>5493003NUVITP3TMY274</lei>
        <title>BHP 4.125 02/24/42</title>
        <cusip>055451AR9</cusip>
        <identifiers>
          <isin value="US055451AR98"/>
          <ticker value="BHP/42"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684127.47</valUSD>
        <pctVal>0.0239317645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newmont Goldcorp Corporation</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>NEM 5.875 04/01/35 *</title>
        <cusip>651639AW6</cusip>
        <identifiers>
          <isin value="US651639AW68"/>
          <ticker value="NEM35A"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128357.37</valUSD>
        <pctVal>0.0044901257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 2.75 09/01/49</title>
        <cusip>254687FM3</cusip>
        <identifiers>
          <isin value="US254687FM36"/>
          <ticker value="DIS49"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>944022.91</valUSD>
        <pctVal>0.0330232814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc</name>
        <lei>5493002J2SVENP0PVK27</lei>
        <title>ABIBB 3.65 02/01/26 *</title>
        <cusip>03522AAG5</cusip>
        <identifiers>
          <isin value="US03522AAG58"/>
          <ticker value="BUD/26A"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066562.54</valUSD>
        <pctVal>0.0373098942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2019-A3 A3</title>
        <cusip>14041NFV8</cusip>
        <identifiers>
          <isin value="US14041NFV82"/>
          <ticker value="COMET"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196304.88</valUSD>
        <pctVal>0.0068670275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.060000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2019-A2 A2</title>
        <cusip>14041NFU0</cusip>
        <identifiers>
          <isin value="US14041NFU00"/>
          <ticker value="COMET"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199386.12</valUSD>
        <pctVal>0.0069748137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.720000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EOG Resources, Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG 2.625 03/15/23</title>
        <cusip>26875PAK7</cusip>
        <identifiers>
          <isin value="US26875PAK75"/>
          <ticker value="EOG23"/>
        </identifiers>
        <balance>670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>682477.64</valUSD>
        <pctVal>0.0238740510</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>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AvalonBay Communities, Inc.</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AVB 2.95 09/15/22 GMTN</title>
        <cusip>05348EAQ2</cusip>
        <identifiers>
          <isin value="US05348EAQ26"/>
          <ticker value="AVB22"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51217.13</valUSD>
        <pctVal>0.0017916490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>TAOT 2019-B A3</title>
        <cusip>89239JAD6</cusip>
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        <curCd>USD</curCd>
        <valUSD>101169.18</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.570000000000</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>Marathon Oil Corporation</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>MRO 5.2 06/01/45</title>
        <cusip>565849AM8</cusip>
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          <ticker value="MRO45"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1163660.09</valUSD>
        <pctVal>0.0407065063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.200000000000</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>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WM 2.9 09/15/22</title>
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          <isin value="US94106LAY56"/>
          <ticker value="WM22"/>
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        <balance>110000</balance>
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        <curCd>USD</curCd>
        <valUSD>112551</valUSD>
        <pctVal>0.0039371961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DaimlerChrysler North America Holding Corporation</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIGR 8.5 01/18/31</title>
        <cusip>233835AQ0</cusip>
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        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260470.43</valUSD>
        <pctVal>0.0091116309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
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      <invstOrSec>
        <name>HSBC USA, Inc.</name>
        <lei>549300LBOHZ4QSIWU288</lei>
        <title>HSBC 3.5 06/23/24</title>
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        <curCd>USD</curCd>
        <valUSD>1055987.61</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY 4 07/15/42</title>
        <cusip>278642AF0</cusip>
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          <ticker value="EBAY"/>
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        <balance>235000</balance>
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        <curCd>USD</curCd>
        <valUSD>232044.6</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>2042-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN BC0326</title>
        <cusip>3140EULG2</cusip>
        <identifiers>
          <isin value="US3140EULG28"/>
          <ticker value="FNMA"/>
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        <balance>600955.36</balance>
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        <curCd>USD</curCd>
        <valUSD>627360.36</valUSD>
        <pctVal>0.0219459692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Jpmdb Commercial Mortgage Secu</name>
        <lei>N/A</lei>
        <title>JPMDB 2016-C2 A4</title>
        <cusip>46590LAT9</cusip>
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          <isin value="US46590LAT98"/>
          <ticker value="JPMDB"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>103635.92</valUSD>
        <pctVal>0.0036253338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.143900000000</annualizedRt>
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      <invstOrSec>
        <name>Healthpeak Properties Inc</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>PEAK 3.15 08/01/22</title>
        <cusip>40414LAG4</cusip>
        <identifiers>
          <isin value="US40414LAG41"/>
          <ticker value="PEAK22"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102372.09</valUSD>
        <pctVal>0.0035811232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.150000000000</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>The Procter &amp; Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PG 3.1 08/15/23</title>
        <cusip>742718EB1</cusip>
        <identifiers>
          <isin value="US742718EB11"/>
          <ticker value="PG23"/>
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        <balance>250000</balance>
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        <curCd>USD</curCd>
        <valUSD>261170.51</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>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
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      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORCL 2.95 11/15/24</title>
        <cusip>68389XBS3</cusip>
        <identifiers>
          <isin value="US68389XBS36"/>
          <ticker value="ORCN"/>
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        <balance>60000</balance>
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        <curCd>USD</curCd>
        <valUSD>62370.46</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>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Simon Property Group, L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 3.375 06/15/27</title>
        <cusip>828807DC8</cusip>
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          <isin value="US828807DC85"/>
          <ticker value="SPG27"/>
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        <balance>585000</balance>
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        <curCd>USD</curCd>
        <valUSD>619235.19</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>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
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      <invstOrSec>
        <name>Commonwealth Edison Company</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
        <title>EXC 4.6 08/15/43</title>
        <cusip>202795JB7</cusip>
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          <ticker value="EXC/43A"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2043-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 6.375 07/24/42</title>
        <cusip>617482V92</cusip>
        <identifiers>
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          <ticker value="MS42"/>
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        <balance>300000</balance>
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        <curCd>USD</curCd>
        <valUSD>442274.91</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>2042-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 3.557 08/15/27</title>
        <cusip>05526DBB0</cusip>
        <identifiers>
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          <ticker value="BAT"/>
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        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490092.51</valUSD>
        <pctVal>0.0171441420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.557000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 4.54 08/15/47</title>
        <cusip>05526DBF1</cusip>
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          <ticker value="BAT"/>
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        <balance>435000</balance>
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        <curCd>USD</curCd>
        <valUSD>437489.36</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>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.540000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Dow Chemical Company</name>
        <lei>ZQUIP1CSZO8LXRBSOU78</lei>
        <title>DOW 3 11/15/22</title>
        <cusip>260543CH4</cusip>
        <identifiers>
          <isin value="US260543CH45"/>
          <ticker value="DOW/22B"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102260.09</valUSD>
        <pctVal>0.0035772053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Omnicom Group Inc</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
        <title>OMC 3.625 05/01/22</title>
        <cusip>681919AZ9</cusip>
        <identifiers>
          <isin value="US681919AZ97"/>
          <ticker value="OMC22"/>
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        <balance>156000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161603.43</valUSD>
        <pctVal>0.0056531208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>Arrow Electronics, Inc.</name>
        <lei>549300YNNLBXT8N8R512</lei>
        <title>ARW 3.875 01/12/28</title>
        <cusip>042735BF6</cusip>
        <identifiers>
          <isin value="US042735BF63"/>
          <ticker value="ARW28"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256175.71</valUSD>
        <pctVal>0.0089613954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN 4.39 08/15/37</title>
        <cusip>05526DBD6</cusip>
        <identifiers>
          <isin value="US05526DBD66"/>
          <ticker value="BAT"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506330.46</valUSD>
        <pctVal>0.0177121689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.390000000000</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>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 4.03 10/15/47</title>
        <cusip>666807BP6</cusip>
        <identifiers>
          <isin value="US666807BP60"/>
          <ticker value="NOC47"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67025.59</valUSD>
        <pctVal>0.0023446517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.030000000000</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>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NOC 3.25 01/15/28</title>
        <cusip>666807BN1</cusip>
        <identifiers>
          <isin value="US666807BN13"/>
          <ticker value="NOC28"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1043669.1</valUSD>
        <pctVal>0.0365090486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</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>FN MA3150</title>
        <cusip>31418CQC1</cusip>
        <identifiers>
          <isin value="US31418CQC19"/>
          <ticker value="FNMA"/>
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        <balance>632440.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>668333.92</valUSD>
        <pctVal>0.0233792833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Gs Mortgage Securities Trust 2015-Gc32</name>
        <lei>N/A</lei>
        <title>GSMS 2016-GS3 A4</title>
        <cusip>36251PAD6</cusip>
        <identifiers>
          <isin value="US36251PAD69"/>
          <ticker value="GSMS"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204249.4</valUSD>
        <pctVal>0.0071449383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</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>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MET 6.375 06/15/34</title>
        <cusip>59156RAJ7</cusip>
        <identifiers>
          <isin value="US59156RAJ77"/>
          <ticker value="MET34"/>
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        <balance>485000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>693810.76</valUSD>
        <pctVal>0.0242704999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375000000000</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>Rio Tinto Alcan Inc.</name>
        <lei>2138007ZSQ7B17SKOX77</lei>
        <title>RIOLN 6.125 12/15/33</title>
        <cusip>013716AU9</cusip>
        <identifiers>
          <isin value="US013716AU93"/>
          <ticker value="RIOLN"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135838.88</valUSD>
        <pctVal>0.0047518397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 4.55 08/12/43</title>
        <cusip>822582AY8</cusip>
        <identifiers>
          <isin value="US822582AY86"/>
          <ticker value="S0IC"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73171.48</valUSD>
        <pctVal>0.0025596438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.550000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 3.3 02/01/27</title>
        <cusip>20030NBY6</cusip>
        <identifiers>
          <isin value="US20030NBY67"/>
          <ticker value="CMCSA"/>
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        <balance>1335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1414341.28</valUSD>
        <pctVal>0.0494756955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Anthem Inc</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTM 3.7 09/15/49</title>
        <cusip>036752AK9</cusip>
        <identifiers>
          <isin value="US036752AK91"/>
          <ticker value="ANTM49"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499229.52</valUSD>
        <pctVal>0.0174637678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>BA Credit Card Trust</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BACCT 2019-A1 A1</title>
        <cusip>05522RDB1</cusip>
        <identifiers>
          <isin value="US05522RDB15"/>
          <ticker value="MBNAS"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199386.96</valUSD>
        <pctVal>0.0069748431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.740000000000</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>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.25 11/14/28</title>
        <cusip>00287YBF5</cusip>
        <identifiers>
          <isin value="US00287YBF51"/>
          <ticker value="ABBV28A"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331825.65</valUSD>
        <pctVal>0.0116077393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 3.375 11/14/21</title>
        <cusip>00287YBE8</cusip>
        <identifiers>
          <isin value="US00287YBE86"/>
          <ticker value="ABBV21A"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512909.7</valUSD>
        <pctVal>0.0179423202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 6 01/15/34</title>
        <cusip>842400ES8</cusip>
        <identifiers>
          <isin value="US842400ES88"/>
          <ticker value="EIX/34"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123120.22</valUSD>
        <pctVal>0.0043069227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>The Dow Chemical Company</name>
        <lei>ZQUIP1CSZO8LXRBSOU78</lei>
        <title>DOW 7.375 11/01/29</title>
        <cusip>260543BJ1</cusip>
        <identifiers>
          <isin value="US260543BJ10"/>
          <ticker value="DOW/29A"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132644.47</valUSD>
        <pctVal>0.0046400947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 616879</title>
        <cusip>36290TJY6</cusip>
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          <isin value="US36290TJY64"/>
          <ticker value="GNR"/>
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        <balance>421028.04</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442977.2</valUSD>
        <pctVal>0.0154959806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Georgia Power Company</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>SO 4.3 03/15/42</title>
        <cusip>373334JW2</cusip>
        <identifiers>
          <isin value="US373334JW27"/>
          <ticker value="SO/42A"/>
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        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65839.27</valUSD>
        <pctVal>0.0023031525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</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>Exelon Generation Company, LLC</name>
        <lei>S2PEWKCZFFECR4533P43</lei>
        <title>EXC 4.25 06/15/22</title>
        <cusip>30161MAL7</cusip>
        <identifiers>
          <isin value="US30161MAL72"/>
          <ticker value="EXC/22B"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261495.41</valUSD>
        <pctVal>0.0091474862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Autodesk Inc</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>ADSK 3.5 06/15/27</title>
        <cusip>052769AE6</cusip>
        <identifiers>
          <isin value="US052769AE63"/>
          <ticker value="ADSK"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524236.18</valUSD>
        <pctVal>0.0183385368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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 Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 3.375 03/01/23</title>
        <cusip>172967GL9</cusip>
        <identifiers>
          <isin value="US172967GL98"/>
          <ticker value="TRVW"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155529.28</valUSD>
        <pctVal>0.0054406383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>FedEx Corporation</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FDX 4.1 02/01/45</title>
        <cusip>31428XBB1</cusip>
        <identifiers>
          <isin value="US31428XBB10"/>
          <ticker value="FDXD"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48528.73</valUSD>
        <pctVal>0.0016976049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</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>G2 MA4512</title>
        <cusip>36179TAM7</cusip>
        <identifiers>
          <isin value="US36179TAM71"/>
          <ticker value="GNR"/>
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        <balance>944937.2</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1006351.79</valUSD>
        <pctVal>0.0352036354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA4509</title>
        <cusip>36179TAJ4</cusip>
        <identifiers>
          <isin value="US36179TAJ43"/>
          <ticker value="GNR"/>
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        <balance>2330858.25</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2404330.07</valUSD>
        <pctVal>0.0841069296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Centerpoint Energy Transition Bond Company II, LLC</name>
        <lei>N/A</lei>
        <title>CNP 2012-1 A3</title>
        <cusip>15200WAC9</cusip>
        <identifiers>
          <isin value="US15200WAC91"/>
          <ticker value="CNP"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153584.1</valUSD>
        <pctVal>0.0053725931</pctVal>
        <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>3.028200000000</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>Macy's Retail Holdings, Inc.</name>
        <lei>549300JMONK27O4SQQ19</lei>
        <title>M 3.875 01/15/22</title>
        <cusip>55616XAF4</cusip>
        <identifiers>
          <isin value="US55616XAF42"/>
          <ticker value="M/22"/>
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        <balance>17000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17325.88</valUSD>
        <pctVal>0.0006060842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 3.625 12/15/47</title>
        <cusip>931142DW0</cusip>
        <identifiers>
          <isin value="US931142DW04"/>
          <ticker value="WMT47"/>
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        <balance>70000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77913.49</valUSD>
        <pctVal>0.0027255261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>Southwestern Electric Power Company</name>
        <lei>R64UBJHEC74EB3HGQ410</lei>
        <title>AEP 4.1 09/15/28 M</title>
        <cusip>845437BR2</cusip>
        <identifiers>
          <isin value="US845437BR25"/>
          <ticker value="AEP/28"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>273591.68</valUSD>
        <pctVal>0.0095706311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</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>Sabine Pass Liquefaction, LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SPLLLC 5.625 03/01/25</title>
        <cusip>785592AM8</cusip>
        <identifiers>
          <isin value="US785592AM87"/>
          <ticker value="CQP"/>
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        <balance>340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>382944.9</valUSD>
        <pctVal>0.0133959643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 7.125 03/15/26 *</title>
        <cusip>00206RGH9</cusip>
        <identifiers>
          <isin value="US00206RGH93"/>
          <ticker value="T26B"/>
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        <balance>435000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540554.62</valUSD>
        <pctVal>0.0189093793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.125000000000</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>World Omni Automobile Lease Securitization Tr 2018-B</name>
        <lei>549300JMLWTKGTW3CW74</lei>
        <title>WOLS 2018-B A3</title>
        <cusip>98162CAD3</cusip>
        <identifiers>
          <isin value="US98162CAD39"/>
          <ticker value="WOLS"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101181.93</valUSD>
        <pctVal>0.0035394897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.190000000000</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>The Dow Chemical Company</name>
        <lei>ZQUIP1CSZO8LXRBSOU78</lei>
        <title>DOW 5.25 11/15/41</title>
        <cusip>260543CE1</cusip>
        <identifiers>
          <isin value="US260543CE14"/>
          <ticker value="DOW/41"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>466296.8</valUSD>
        <pctVal>0.0163117338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>The Clorox Company</name>
        <lei>54930044KVSC06Z79I06</lei>
        <title>CLX 3.05 09/15/22</title>
        <cusip>189054AT6</cusip>
        <identifiers>
          <isin value="US189054AT60"/>
          <ticker value="CLX22"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256019.17</valUSD>
        <pctVal>0.0089559194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</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>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 2.75 03/01/26</title>
        <cusip>907818EH7</cusip>
        <identifiers>
          <isin value="US907818EH70"/>
          <ticker value="UNP26"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>307470.11</valUSD>
        <pctVal>0.0107557474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Florida Power &amp; Light Company</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE 5.65 02/01/37</title>
        <cusip>341081EV5</cusip>
        <identifiers>
          <isin value="US341081EV58"/>
          <ticker value="NEE/37"/>
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        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446534.74</valUSD>
        <pctVal>0.0156204285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</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>Willis Towers Watson Public Limited Company</name>
        <lei>549300WHC56FF48KL350</lei>
        <title>WLTW 5.75 03/15/21</title>
        <cusip>97063PAB0</cusip>
        <identifiers>
          <isin value="US97063PAB04"/>
          <ticker value="WSH21"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469048.25</valUSD>
        <pctVal>0.0164079835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>Synchrony Bank</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYF 3 06/15/22 BKNT</title>
        <cusip>87166FAA1</cusip>
        <identifiers>
          <isin value="US87166FAA12"/>
          <ticker value="SYF22"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254904.03</valUSD>
        <pctVal>0.0089169102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Jpmcc 2016-Jp3</name>
        <lei>N/A</lei>
        <title>JPMCC 2016-JP3 A5</title>
        <cusip>46590RAE9</cusip>
        <identifiers>
          <isin value="US46590RAE99"/>
          <ticker value="JPMCC"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203920.9</valUSD>
        <pctVal>0.0071334469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.870400000000</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>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 3.45 01/15/27</title>
        <cusip>91324PCW0</cusip>
        <identifiers>
          <isin value="US91324PCW05"/>
          <ticker value="UNH27"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1608420.48</valUSD>
        <pctVal>0.0562648655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC 3.8 07/25/23</title>
        <cusip>69349LAM0</cusip>
        <identifiers>
          <isin value="US69349LAM00"/>
          <ticker value="PNC/23B"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1050635.31</valUSD>
        <pctVal>0.0367527367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Morgan Stanley BAML Trust</name>
        <lei>N/A</lei>
        <title>MSBAM 2016-C30 A5</title>
        <cusip>61766NBB0</cusip>
        <identifiers>
          <isin value="US61766NBB01"/>
          <ticker value="MSBAM"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254746.68</valUSD>
        <pctVal>0.0089114059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.860000000000</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>Jpmcc 2016-Jp3</name>
        <lei>N/A</lei>
        <title>JPMCC 2016-JP3 AS</title>
        <cusip>46590RAJ8</cusip>
        <identifiers>
          <isin value="US46590RAJ86"/>
          <ticker value="JPMCC"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101552.28</valUSD>
        <pctVal>0.0035524451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.144000000000</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>SunTrust Bank</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
        <title>TFC 4.05 11/03/25 BKNT</title>
        <cusip>86787EBB2</cusip>
        <identifiers>
          <isin value="US86787EBB20"/>
          <ticker value="TFC"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>659195.8</valUSD>
        <pctVal>0.0230596187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.050000000000</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>John Deere Capital Corporation</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 2.8 01/27/23</title>
        <cusip>24422ERT8</cusip>
        <identifiers>
          <isin value="US24422ERT81"/>
          <ticker value="DE/23"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153679.98</valUSD>
        <pctVal>0.0053759471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</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>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 3.95 03/01/43</title>
        <cusip>209111FC2</cusip>
        <identifiers>
          <isin value="US209111FC20"/>
          <ticker value="ED/43"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129988.05</valUSD>
        <pctVal>0.0045471693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 2.85 08/09/22</title>
        <cusip>02209SAN3</cusip>
        <identifiers>
          <isin value="US02209SAN36"/>
          <ticker value="US1646"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101931.14</valUSD>
        <pctVal>0.0035656981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</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>FN AL4408</title>
        <cusip>3138EL3S0</cusip>
        <identifiers>
          <isin value="US3138EL3S05"/>
          <ticker value="FNMA"/>
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        <balance>1263517.45</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1375692.3</valUSD>
        <pctVal>0.0481236985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FN AL1849</title>
        <cusip>3138EJBT4</cusip>
        <identifiers>
          <isin value="US3138EJBT40"/>
          <ticker value="FNMA"/>
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        <balance>306972.17</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352021.75</valUSD>
        <pctVal>0.0123142279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>Conagra Brands Inc</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CAG 3.2 01/25/23</title>
        <cusip>205887BR2</cusip>
        <identifiers>
          <isin value="US205887BR27"/>
          <ticker value="CAG23"/>
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        <balance>118000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121625.3</valUSD>
        <pctVal>0.0042546282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DVN 5.85 12/15/25</title>
        <cusip>25179MAV5</cusip>
        <identifiers>
          <isin value="US25179MAV54"/>
          <ticker value="DVN25"/>
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        <balance>660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>782666.46</valUSD>
        <pctVal>0.0273788003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</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>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SRE 3.55 06/15/24</title>
        <cusip>816851AV1</cusip>
        <identifiers>
          <isin value="US816851AV10"/>
          <ticker value="SRE"/>
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      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Inter-American Development Bank</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Royal Bank of Canada</name>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Zimmer Biomet Holdings Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Credit Suisse Group Funding (Guernsey) Limited</name>
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        <title>CS 4.55 04/17/26</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Oracle Corporation</name>
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        <title>ORCL 4 07/15/46</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>ECL 3.25 01/14/23</title>
        <cusip>278865AU4</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>G2 MA0934</title>
        <cusip>36179NBB3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FN MA1432</title>
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        <name>Enable Midstream Partners LP</name>
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        <title>ENBL 4.4 03/15/27</title>
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        <name>M&amp;T Bank Corporation</name>
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          <couponKind>Fixed</couponKind>
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        <name>MasterCard Incorporated</name>
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        <title>MA 2 11/21/21</title>
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        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GIS 3.15 12/15/21</title>
        <cusip>370334BM5</cusip>
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        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUK 3.75 09/01/46</title>
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        <name>Campbell Soup Company</name>
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        <title>CPB 2.5 08/02/22</title>
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      <invstOrSec>
        <name>United Parcel Service, Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABT 4.75 11/30/36</title>
        <cusip>002824BG4</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>696052.12</valUSD>
        <pctVal>0.0243489059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 2 08/01/22</title>
        <cusip>110122AT5</cusip>
        <identifiers>
          <isin value="US110122AT56"/>
          <ticker value="BMY22"/>
        </identifiers>
        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>603945.28</valUSD>
        <pctVal>0.0211268760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 3 06/01/26</title>
        <cusip>50077LAD8</cusip>
        <identifiers>
          <isin value="US50077LAD82"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130037.83</valUSD>
        <pctVal>0.0045489106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.439 10/06/48</title>
        <cusip>03523TBT4</cusip>
        <identifiers>
          <isin value="US03523TBT43"/>
          <ticker value="BUD/48"/>
        </identifiers>
        <balance>304000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340970.63</valUSD>
        <pctVal>0.0119276438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.439000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>ICE 2.35 09/15/22</title>
        <cusip>45866FAE4</cusip>
        <identifiers>
          <isin value="US45866FAE43"/>
          <ticker value="ICE22"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504451</valUSD>
        <pctVal>0.0176464227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMT 3.125 01/15/27</title>
        <cusip>03027XAM2</cusip>
        <identifiers>
          <isin value="US03027XAM20"/>
          <ticker value="AMT27"/>
        </identifiers>
        <balance>185000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189373.7</valUSD>
        <pctVal>0.0066245648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 4.45 09/29/27</title>
        <cusip>172967KA8</cusip>
        <identifiers>
          <isin value="US172967KA87"/>
          <ticker value="C"/>
        </identifiers>
        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187302.84</valUSD>
        <pctVal>0.0065521232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <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 Water Capital Corp</name>
        <lei>5IDHQUFVC8Q2KIBBFF06</lei>
        <title>AWK 4.3 12/01/42</title>
        <cusip>03040WAJ4</cusip>
        <identifiers>
          <isin value="US03040WAJ45"/>
          <ticker value="AWK"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83785.13</valUSD>
        <pctVal>0.0029309245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <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 Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>CAT 3.9 05/27/21</title>
        <cusip>149123BV2</cusip>
        <identifiers>
          <isin value="US149123BV25"/>
          <ticker value="CAT21A"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513675.14</valUSD>
        <pctVal>0.0179690964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 3.646 02/15/24</title>
        <cusip>907818DR6</cusip>
        <identifiers>
          <isin value="US907818DR61"/>
          <ticker value="UNP"/>
        </identifiers>
        <balance>524000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554137.56</valUSD>
        <pctVal>0.0193845302</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>3.646000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boardwalk Pipelines LP</name>
        <lei>549300W6AQ2GHHCGL606</lei>
        <title>BWP 4.45 07/15/27</title>
        <cusip>096630AF5</cusip>
        <identifiers>
          <isin value="US096630AF58"/>
          <ticker value="L/27A"/>
        </identifiers>
        <balance>1650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1710713.63</valUSD>
        <pctVal>0.0598432273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Inc.</name>
        <lei>5493000C01ZX7D35SD85</lei>
        <title>BRK 3.125 03/15/26</title>
        <cusip>084670BS6</cusip>
        <identifiers>
          <isin value="US084670BS67"/>
          <ticker value="BRK26"/>
        </identifiers>
        <balance>1445000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1523044.51</valUSD>
        <pctVal>0.0532782911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Illinois Tool Works Inc.</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>ITW 3.5 03/01/24</title>
        <cusip>452308AT6</cusip>
        <identifiers>
          <isin value="US452308AT66"/>
          <ticker value="ITW24"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265159.1</valUSD>
        <pctVal>0.0092756473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 4.125 12/15/46</title>
        <cusip>717081ED1</cusip>
        <identifiers>
          <isin value="US717081ED10"/>
          <ticker value="PFE46"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>872105.72</valUSD>
        <pctVal>0.0305075145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>Plains All American Pipeline L.P./PAA Finance Corp.</name>
        <lei>5521FA2ITF25TVH63740</lei>
        <title>PAA 4.5 12/15/26</title>
        <cusip>72650RBL5</cusip>
        <identifiers>
          <isin value="US72650RBL50"/>
          <ticker value="PAA26"/>
        </identifiers>
        <balance>1330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1417356.37</valUSD>
        <pctVal>0.0495811677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nissan Auto Rec Tr 2017-B</name>
        <lei>54930039HJHMLGTL9O65</lei>
        <title>NAROT 2017-B A4</title>
        <cusip>65478GAE0</cusip>
        <identifiers>
          <isin value="US65478GAE08"/>
          <ticker value="NAROT"/>
        </identifiers>
        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100062.06</valUSD>
        <pctVal>0.0035003150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Phillips 66 Partners LP</name>
        <lei>549300TL5L4IG0H4FX64</lei>
        <title>PSXP 3.605 02/15/25</title>
        <cusip>718549AB4</cusip>
        <identifiers>
          <isin value="US718549AB44"/>
          <ticker value="PSXP25"/>
        </identifiers>
        <balance>76000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79672.58</valUSD>
        <pctVal>0.0027870616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.605000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eastman Chemical Company</name>
        <lei>FDPVHDGJ1IQZFK9KH630</lei>
        <title>EMN 4.8 09/01/42</title>
        <cusip>277432AL4</cusip>
        <identifiers>
          <isin value="US277432AL49"/>
          <ticker value="EMN42"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217378.45</valUSD>
        <pctVal>0.0076042113</pctVal>
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        <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>Tampa Electric Company</name>
        <lei>WS423EPRKJIIJUITXD73</lei>
        <title>TE 4.1 06/15/42</title>
        <cusip>875127BA9</cusip>
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          <ticker value="TE/42"/>
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        <balance>50000</balance>
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        <curCd>USD</curCd>
        <valUSD>54493.98</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>2042-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
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      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 3.5 06/15/25</title>
        <cusip>674599CG8</cusip>
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          <ticker value="OXY25"/>
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        <balance>810000</balance>
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        <curCd>USD</curCd>
        <valUSD>836504.8</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>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Arizona Public Service Company</name>
        <lei>YG6VT0TPHRH4TFVAQV64</lei>
        <title>PNW 4.5 04/01/42</title>
        <cusip>040555CN2</cusip>
        <identifiers>
          <isin value="US040555CN22"/>
          <ticker value="PNW/42"/>
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        <balance>230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264101.39</valUSD>
        <pctVal>0.0092386471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Mills, Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GIS 2.6 10/12/22</title>
        <cusip>370334CA0</cusip>
        <identifiers>
          <isin value="US370334CA00"/>
          <ticker value="GIS22B"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142146.22</valUSD>
        <pctVal>0.0049724796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2017-A6 A6</title>
        <cusip>14041NFQ9</cusip>
        <identifiers>
          <isin value="US14041NFQ97"/>
          <ticker value="COMET"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202167.02</valUSD>
        <pctVal>0.0070720936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.290000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NI 5.95 06/15/41</title>
        <cusip>65473QAX1</cusip>
        <identifiers>
          <isin value="US65473QAX16"/>
          <ticker value="NI/41"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128178.16</valUSD>
        <pctVal>0.0044838567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBV 4.4 11/06/42</title>
        <cusip>00287YAM1</cusip>
        <identifiers>
          <isin value="US00287YAM12"/>
          <ticker value="ABBV42"/>
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        <balance>415000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446060.44</valUSD>
        <pctVal>0.0156038368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Vodafone Group plc</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VOD 4.375 02/19/43</title>
        <cusip>92857WBD1</cusip>
        <identifiers>
          <isin value="US92857WBD11"/>
          <ticker value="US834"/>
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        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102028.44</valUSD>
        <pctVal>0.0035691018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 2.1 07/26/21</title>
        <cusip>949746SA0</cusip>
        <identifiers>
          <isin value="US949746SA05"/>
          <ticker value="WFC21D"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250367.27</valUSD>
        <pctVal>0.0087582078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ventas Realty L.P./Ventas Capital Corp.</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VTR 3.5 02/01/25</title>
        <cusip>92277GAE7</cusip>
        <identifiers>
          <isin value="US92277GAE70"/>
          <ticker value="VTR25"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156661.41</valUSD>
        <pctVal>0.0054802418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC V4.443 01/20/48 MTN</title>
        <cusip>06051GGG8</cusip>
        <identifiers>
          <isin value="US06051GGG82"/>
          <ticker value="BAC"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>609916.52</valUSD>
        <pctVal>0.0213357585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.443000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Baxter International, Inc.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAX 3.5 08/15/46</title>
        <cusip>071813BP3</cusip>
        <identifiers>
          <isin value="US071813BP32"/>
          <ticker value="BAX46"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342363.55</valUSD>
        <pctVal>0.0119763702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HON 3.812 11/21/47</title>
        <cusip>438516BS4</cusip>
        <identifiers>
          <isin value="US438516BS48"/>
          <ticker value="HON"/>
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        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142222.28</valUSD>
        <pctVal>0.0049751402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 3.7 08/08/46</title>
        <cusip>594918BT0</cusip>
        <identifiers>
          <isin value="US594918BT09"/>
          <ticker value="MSFL"/>
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        <balance>630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>712374.72</valUSD>
        <pctVal>0.0249198940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.45 03/01/47</title>
        <cusip>00206RDS8</cusip>
        <identifiers>
          <isin value="US00206RDS85"/>
          <ticker value="T47A"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161495.47</valUSD>
        <pctVal>0.0056493442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</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>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 5.15 11/15/46 *</title>
        <cusip>00206RHA3</cusip>
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          <isin value="US00206RHA32"/>
          <ticker value="T46A"/>
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        <balance>1292000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1546967.78</valUSD>
        <pctVal>0.0541151615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</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>International Finance Corporation</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
        <title>IFC 1.125 07/20/21 GMTN</title>
        <cusip>45950KCJ7</cusip>
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          <isin value="US45950KCJ79"/>
          <ticker value="43HT"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>991538.73</valUSD>
        <pctVal>0.0346854532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.125000000000</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>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH 4.75 07/15/45</title>
        <cusip>91324PCR1</cusip>
        <identifiers>
          <isin value="US91324PCR10"/>
          <ticker value="UNH45"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>615720.72</valUSD>
        <pctVal>0.0215387978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</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>MS V3.591 07/22/28</title>
        <cusip>61744YAK4</cusip>
        <identifiers>
          <isin value="US61744YAK47"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1063313.32</valUSD>
        <pctVal>0.0371962318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.591000000000</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>Baker Hughes a GE company LLC and Baker Hughes Co-Obligor Inc</name>
        <lei>549300XU3XH6F05YEQ93</lei>
        <title>BHI 4.08 12/15/47</title>
        <cusip>05723KAF7</cusip>
        <identifiers>
          <isin value="US05723KAF75"/>
          <ticker value="BKR/47"/>
        </identifiers>
        <balance>210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215356.43</valUSD>
        <pctVal>0.0075334782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.080000000000</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>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM 3.625 02/12/24</title>
        <cusip>459200HU8</cusip>
        <identifiers>
          <isin value="US459200HU86"/>
          <ticker value="IBM24"/>
        </identifiers>
        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180241.89</valUSD>
        <pctVal>0.0063051210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>PPL Capital Funding Inc.</name>
        <lei>N/A</lei>
        <title>PPL 4.2 06/15/22</title>
        <cusip>69352PAD5</cusip>
        <identifiers>
          <isin value="US69352PAD50"/>
          <ticker value="PPL/22"/>
        </identifiers>
        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52182.59</valUSD>
        <pctVal>0.0018254222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</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>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>ECL 5.5 12/08/41</title>
        <cusip>278865AM2</cusip>
        <identifiers>
          <isin value="US278865AM26"/>
          <ticker value="ECL41"/>
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        <balance>455000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>599291.6</valUSD>
        <pctVal>0.0209640835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>GN 670030</title>
        <cusip>36295GLK6</cusip>
        <identifiers>
          <isin value="US36295GLK66"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>531196.65</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>546984.2</valUSD>
        <pctVal>0.0191342953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Pepsico Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEP 3 10/15/27</title>
        <cusip>713448DY1</cusip>
        <identifiers>
          <isin value="US713448DY13"/>
          <ticker value="PEP"/>
        </identifiers>
        <balance>95000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100708.63</valUSD>
        <pctVal>0.0035229330</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>3.000000000000</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>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK 3.544 01/17/28</title>
        <cusip>86562MAY6</cusip>
        <identifiers>
          <isin value="US86562MAY66"/>
          <ticker value="SMFG28"/>
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        <balance>1250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1323107.18</valUSD>
        <pctVal>0.0462841953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.544000000000</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>DTE Energy Company</name>
        <lei>9N0FWODEJVKHC2DYLO03</lei>
        <title>DTE 5.7 10/01/37</title>
        <cusip>250847EA4</cusip>
        <identifiers>
          <isin value="US250847EA44"/>
          <ticker value="DTE/37"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64845.1</valUSD>
        <pctVal>0.0022683750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.700000000000</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>PSI Energy, Inc.</name>
        <lei>6URPHM2EAWGJ2C6ISB97</lei>
        <title>DUK 6.12 10/15/35</title>
        <cusip>693627AY7</cusip>
        <identifiers>
          <isin value="US693627AY70"/>
          <ticker value="DUK/35"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660076.26</valUSD>
        <pctVal>0.0230904185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.120000000000</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>Nexen Energy ULC</name>
        <lei>6Q7WW7FQZR6X22IL2I79</lei>
        <title>CNOOC 7.875 03/15/32</title>
        <cusip>65334HAA0</cusip>
        <identifiers>
          <isin value="US65334HAA05"/>
          <ticker value="NXY32"/>
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        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108375.53</valUSD>
        <pctVal>0.0037911322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875000000000</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>Philippines (Republic Of)</name>
        <lei>529900RAHBALMYIJ3T08</lei>
        <title>PHILIP 7.75 01/14/31</title>
        <cusip>718286BB2</cusip>
        <identifiers>
          <isin value="US718286BB24"/>
          <ticker value="PHILIP"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>738569.29</valUSD>
        <pctVal>0.0258362178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</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>Westar Energy Inc.</name>
        <lei>J75GNWGEO73W89ZV3S44</lei>
        <title>EVRG 4.625 09/01/43</title>
        <cusip>95709TAK6</cusip>
        <identifiers>
          <isin value="US95709TAK60"/>
          <ticker value="EVRG/43A"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178598.8</valUSD>
        <pctVal>0.0062476433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Anheuser-Busch InBev Worldwide Inc.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ABIBB 4.6 04/15/48</title>
        <cusip>035240AN0</cusip>
        <identifiers>
          <isin value="US035240AN09"/>
          <ticker value="BUD/48A"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>572201.82</valUSD>
        <pctVal>0.0200164440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</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>Royal Bank of Scotland Group plc</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>RBS V4.269 03/22/25</title>
        <cusip>780097BK6</cusip>
        <identifiers>
          <isin value="US780097BK63"/>
          <ticker value="RBS25"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265613.35</valUSD>
        <pctVal>0.0092915376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.269000000000</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>The Connecticut Light and Power Company</name>
        <lei>549300O45IUXEDS1VZ32</lei>
        <title>ES 4 04/01/48</title>
        <cusip>207597EL5</cusip>
        <identifiers>
          <isin value="US207597EL50"/>
          <ticker value="ES"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287117.05</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Express Credit Account Master Trust</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
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          <ticker value="AMXCA"/>
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        <curCd>USD</curCd>
        <valUSD>154988.46</valUSD>
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        <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>CubeSmart L.P.</name>
        <lei>549300MPHKO3I3FJRA97</lei>
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          <ticker value="CUBE26"/>
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        <curCd>USD</curCd>
        <valUSD>254344.91</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GD 2.125 08/15/26</title>
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          <ticker value="GD"/>
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        <balance>350000</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>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
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        <name>LYB International Finance B.V.</name>
        <lei>549300J6QSW38QNOJK61</lei>
        <title>LYB 4 07/15/23</title>
        <cusip>50247VAA7</cusip>
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        <balance>185000</balance>
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        <curCd>USD</curCd>
        <valUSD>195695.09</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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      <invstOrSec>
        <name>UnionBanCal Corporation</name>
        <lei>5493004K1ECE43Q0BX47</lei>
        <title>UNBC 3.5 06/18/22</title>
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          <isin value="US908906AC47"/>
          <ticker value="MUFG/22"/>
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        <balance>150000</balance>
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        <curCd>USD</curCd>
        <valUSD>155180.48</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>F 4.75 01/15/43</title>
        <cusip>345370CQ1</cusip>
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          <ticker value="F43A"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>444386.78</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>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 782696</title>
        <cusip>36241K7H5</cusip>
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          <isin value="US36241K7H51"/>
          <ticker value="GNR"/>
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        <balance>237658.91</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264600.34</valUSD>
        <pctVal>0.0092561011</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Archer-Daniels-Midland Company</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>ADM 4.5 03/15/49</title>
        <cusip>039483BQ4</cusip>
        <identifiers>
          <isin value="US039483BQ45"/>
          <ticker value="ADM49"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305635.33</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>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 2.4 02/01/22 B</title>
        <cusip>842400GD9</cusip>
        <identifiers>
          <isin value="US842400GD91"/>
          <ticker value="EIX/22"/>
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        <balance>180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180938.8</valUSD>
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        <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>2.400000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Southern Power Company</name>
        <lei>5LADC78JBG2BMZD5XF57</lei>
        <title>SO 5.25 07/15/43</title>
        <cusip>843646AJ9</cusip>
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          <ticker value="SO43"/>
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        <balance>60000</balance>
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        <curCd>USD</curCd>
        <valUSD>68761.03</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>2043-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>ECL 4.35 12/08/21</title>
        <cusip>278865AL4</cusip>
        <identifiers>
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          <ticker value="ECL21"/>
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        <balance>204000</balance>
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        <curCd>USD</curCd>
        <valUSD>213626.52</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 553463</title>
        <cusip>36213FZ48</cusip>
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          <isin value="US36213FZ482"/>
          <ticker value="GNR"/>
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        <balance>604074.67</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>IADB 2.125 01/15/25</title>
        <cusip>4581X0CM8</cusip>
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          <ticker value="50LU"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>507940</valUSD>
        <pctVal>0.0177684729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
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      <invstOrSec>
        <name>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYY 2.6 06/12/22</title>
        <cusip>871829AQ0</cusip>
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          <isin value="US871829AQ03"/>
          <ticker value="SYY22"/>
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        <balance>95000</balance>
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        <curCd>USD</curCd>
        <valUSD>96321.14</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citibank Credit Card Issuance Trust</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CCCIT 2016-A2 A2</title>
        <cusip>17305EFX8</cusip>
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          <ticker value="C"/>
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        <curCd>USD</curCd>
        <valUSD>100569.49</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>ERP Operating Limited Partnership</name>
        <lei>DX5HQV5MLU50FEWZ5072</lei>
        <title>EQR 4.5 06/01/45</title>
        <cusip>26884ABE2</cusip>
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        <curCd>USD</curCd>
        <valUSD>65511.5</valUSD>
        <pctVal>0.0022916866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Boston Scientific Corporation</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BSX 3.85 05/15/25</title>
        <cusip>101137AR8</cusip>
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          <isin value="US101137AR84"/>
          <ticker value="BSX25"/>
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        <balance>128000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137525.5</valUSD>
        <pctVal>0.0048108401</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>3.850000000000</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>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>ES 3.15 01/15/25 H</title>
        <cusip>664397AM8</cusip>
        <identifiers>
          <isin value="US664397AM81"/>
          <ticker value="NU25"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103198.95</valUSD>
        <pctVal>0.0036100479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</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>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>XOM 3.567 03/06/45</title>
        <cusip>30231GAN2</cusip>
        <identifiers>
          <isin value="US30231GAN25"/>
          <ticker value="XOM45"/>
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        <balance>590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633589.96</valUSD>
        <pctVal>0.0221638896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.567000000000</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>Tyson Foods, Inc.</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TSN 4.5 06/15/22</title>
        <cusip>902494AT0</cusip>
        <identifiers>
          <isin value="US902494AT07"/>
          <ticker value="TSN22"/>
        </identifiers>
        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315886.76</valUSD>
        <pctVal>0.0110501739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Liberty Property Limited Partnership</name>
        <lei>549300N6GNCW2Y4RH795</lei>
        <title>LPT 4.125 06/15/22</title>
        <cusip>53117CAN2</cusip>
        <identifiers>
          <isin value="US53117CAN20"/>
          <ticker value="LRY22"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261636.73</valUSD>
        <pctVal>0.0091524297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>The Walt Disney Company</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DIS 4.125 12/01/41 E</title>
        <cusip>25468PCR5</cusip>
        <identifiers>
          <isin value="US25468PCR55"/>
          <ticker value="DIS41A"/>
        </identifiers>
        <balance>105000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120685.83</valUSD>
        <pctVal>0.0042217642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>California Institute of Technology</name>
        <lei>549300CITPNHOTVPHC04</lei>
        <title>CALTEC 4.7 11/01/11</title>
        <cusip>13034VAA2</cusip>
        <identifiers>
          <isin value="US13034VAA26"/>
          <ticker value="CALTEC"/>
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        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134493.03</valUSD>
        <pctVal>0.0047047599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2111-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</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>Plains All American Pipeline L.P./PAA Finance Corp.</name>
        <lei>5521FA2ITF25TVH63740</lei>
        <title>PAA 5.15 06/01/42</title>
        <cusip>72650RBA9</cusip>
        <identifiers>
          <isin value="US72650RBA95"/>
          <ticker value="PAA42"/>
        </identifiers>
        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131172.02</valUSD>
        <pctVal>0.0045885862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</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>Allergan Funding SCS</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>AGN 3.8 03/15/25</title>
        <cusip>00507UAS0</cusip>
        <identifiers>
          <isin value="US00507UAS06"/>
          <ticker value="AGN25"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>788180.66</valUSD>
        <pctVal>0.0275716950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>GN 768800</title>
        <cusip>36176K3H8</cusip>
        <identifiers>
          <isin value="US36176K3H87"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>64734.68</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69430.91</valUSD>
        <pctVal>0.0024287933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Corporacion Andina de Fomento</name>
        <lei>UKZ46SXGNYCZK0UOZE76</lei>
        <title>CAF 4.375 06/15/22</title>
        <cusip>219868BS4</cusip>
        <identifiers>
          <isin value="US219868BS46"/>
          <ticker value="12WA"/>
        </identifiers>
        <balance>613000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>642963.44</valUSD>
        <pctVal>0.0224917874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 2.95 01/15/23</title>
        <cusip>907818DM7</cusip>
        <identifiers>
          <isin value="US907818DM74"/>
          <ticker value="UNP23"/>
        </identifiers>
        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35876.23</valUSD>
        <pctVal>0.0012550022</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>2.950000000000</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>GN AA6089</title>
        <cusip>36178DXS5</cusip>
        <identifiers>
          <isin value="US36178DXS51"/>
          <ticker value="GNR"/>
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        <balance>361695.27</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374685.01</valUSD>
        <pctVal>0.0131070214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 4.375 05/13/45</title>
        <cusip>037833BH2</cusip>
        <identifiers>
          <isin value="US037833BH21"/>
          <ticker value="AAPL"/>
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        <balance>195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236792.22</valUSD>
        <pctVal>0.0082833330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Shell International Finance B.V.</name>
        <lei>213800ITMMKU4Z7I4F78</lei>
        <title>RDSALN 4.125 05/11/35</title>
        <cusip>822582BE1</cusip>
        <identifiers>
          <isin value="US822582BE14"/>
          <ticker value="RDS/35"/>
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        <balance>1010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1181806.06</valUSD>
        <pctVal>0.0413412785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</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>International Paper Company</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>IP 5.15 05/15/46</title>
        <cusip>460146CN1</cusip>
        <identifiers>
          <isin value="US460146CN10"/>
          <ticker value="IP46"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287689.88</valUSD>
        <pctVal>0.0100638065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.150000000000</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>Rogers Communications Inc.</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>RCICN 3.625 12/15/25</title>
        <cusip>775109BE0</cusip>
        <identifiers>
          <isin value="US775109BE00"/>
          <ticker value="RCI25"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066650.64</valUSD>
        <pctVal>0.0373129760</pctVal>
        <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>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Connecticut Light and Power Company</name>
        <lei>549300O45IUXEDS1VZ32</lei>
        <title>ES 2.5 01/15/23</title>
        <cusip>207597EF8</cusip>
        <identifiers>
          <isin value="US207597EF82"/>
          <ticker value="ES"/>
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        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426141</valUSD>
        <pctVal>0.0149070261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Consolidated Edison Company of New York, Inc.</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>ED 3.85 06/15/46</title>
        <cusip>209111FH1</cusip>
        <identifiers>
          <isin value="US209111FH17"/>
          <ticker value="ED46"/>
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        <balance>100000</balance>
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        <curCd>USD</curCd>
        <valUSD>107772.43</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>2046-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 4.45 03/01/47 MTN</title>
        <cusip>58013MFC3</cusip>
        <identifiers>
          <isin value="US58013MFC38"/>
          <ticker value="MCD47"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>397976.05</valUSD>
        <pctVal>0.0139217756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</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>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MET 3 03/01/25</title>
        <cusip>59156RBM9</cusip>
        <identifiers>
          <isin value="US59156RBM97"/>
          <ticker value="MET25"/>
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        <balance>435000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452614.52</valUSD>
        <pctVal>0.0158331080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>
        <name>Roper Technologies Inc</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>ROP 3.85 12/15/25</title>
        <cusip>776743AB2</cusip>
        <identifiers>
          <isin value="US776743AB20"/>
          <ticker value="ROP25"/>
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        <balance>220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237170.4</valUSD>
        <pctVal>0.0082965623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>Molson Coors Brewing Company</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>TAP 3 07/15/26</title>
        <cusip>60871RAG5</cusip>
        <identifiers>
          <isin value="US60871RAG56"/>
          <ticker value="TAP26"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172116.4</valUSD>
        <pctVal>0.0060208796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC 5.1 04/05/21</title>
        <cusip>404280AK5</cusip>
        <identifiers>
          <isin value="US404280AK50"/>
          <ticker value="HSBC21"/>
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        <balance>1600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1659451.84</valUSD>
        <pctVal>0.0580500160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.100000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 3.75 09/12/47</title>
        <cusip>037833DD9</cusip>
        <identifiers>
          <isin value="US037833DD98"/>
          <ticker value="AAPL"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167086.44</valUSD>
        <pctVal>0.0058449244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MAR 3.125 02/15/23</title>
        <cusip>571903AV5</cusip>
        <identifiers>
          <isin value="US571903AV50"/>
          <ticker value="MAR"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153473.22</valUSD>
        <pctVal>0.0053687143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ 4.812 03/15/39</title>
        <cusip>92343VDR2</cusip>
        <identifiers>
          <isin value="US92343VDR24"/>
          <ticker value="VZ39B"/>
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        <balance>1149000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1387032.36</valUSD>
        <pctVal>0.0485203901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.812000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zimmer Biomet Holdings Inc</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZBH 3.55 04/01/25</title>
        <cusip>98956PAF9</cusip>
        <identifiers>
          <isin value="US98956PAF99"/>
          <ticker value="ZMH25"/>
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        <balance>120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126553.07</valUSD>
        <pctVal>0.0044270087</pctVal>
        <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>3.550000000000</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>BorgWarner Inc.</name>
        <lei>549300DSFX2IE88NSX47</lei>
        <title>BWA 4.375 03/15/45</title>
        <cusip>099724AH9</cusip>
        <identifiers>
          <isin value="US099724AH99"/>
          <ticker value="BWA"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176680.62</valUSD>
        <pctVal>0.0061805426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duke Energy Carolinas LLC</name>
        <lei>MWIUSDMN17TCR56VW396</lei>
        <title>DUK 3.75 06/01/45</title>
        <cusip>26442CAP9</cusip>
        <identifiers>
          <isin value="US26442CAP95"/>
          <ticker value="DUK/45A"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377673.84</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>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kilroy Realty L.P.</name>
        <lei>5493008CT3N3JR7P1552</lei>
        <title>KRC 4.375 10/01/25</title>
        <cusip>49427RAL6</cusip>
        <identifiers>
          <isin value="US49427RAL69"/>
          <ticker value="KRC/25"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217613.95</valUSD>
        <pctVal>0.0076124495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Johnson Controls International Plc</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>JCI 5.125 09/14/45 *</title>
        <cusip>478375AS7</cusip>
        <identifiers>
          <isin value="US478375AS78"/>
          <ticker value="JCI45B"/>
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        <balance>35000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40893</valUSD>
        <pctVal>0.0014304961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN 738247</title>
        <cusip>3620ASEU9</cusip>
        <identifiers>
          <isin value="US3620ASEU91"/>
          <ticker value="GNR"/>
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        <balance>164848.66</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179256.33</valUSD>
        <pctVal>0.0062706447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>FedEx Corporation</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FDX 3.9 02/01/35</title>
        <cusip>31428XBA3</cusip>
        <identifiers>
          <isin value="US31428XBA37"/>
          <ticker value="FDX35"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101943.96</valUSD>
        <pctVal>0.0035661466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.900000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 3.875 09/10/24</title>
        <cusip>46625HJY7</cusip>
        <identifiers>
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          <ticker value="JPM"/>
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        <balance>2250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2408793.14</valUSD>
        <pctVal>0.0842630542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>AGL Capital Corporation</name>
        <lei>E8CD46SWUD2TSN8PA636</lei>
        <title>SO 3.5 09/15/21</title>
        <cusip>001192AJ2</cusip>
        <identifiers>
          <isin value="US001192AJ21"/>
          <ticker value="SO/21A"/>
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        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>969621.89</valUSD>
        <pctVal>0.0339187706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>RSG 3.2 03/15/25</title>
        <cusip>760759AQ3</cusip>
        <identifiers>
          <isin value="US760759AQ36"/>
          <ticker value="RSG25"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301751.05</valUSD>
        <pctVal>0.0105556864</pctVal>
        <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>3.200000000000</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>Campbell Soup Company</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CPB 4.25 04/15/21</title>
        <cusip>134429AW9</cusip>
        <identifiers>
          <isin value="US134429AW93"/>
          <ticker value="CPB"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515270.27</valUSD>
        <pctVal>0.0180248964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</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>Marathon Petroleum Company</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>MPC 3.625 09/15/24</title>
        <cusip>56585AAG7</cusip>
        <identifiers>
          <isin value="US56585AAG76"/>
          <ticker value="MPC24"/>
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        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320385.55</valUSD>
        <pctVal>0.0112075481</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>3.625000000000</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>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MMC 3.5 03/10/25</title>
        <cusip>571748AX0</cusip>
        <identifiers>
          <isin value="US571748AX08"/>
          <ticker value="MMC25"/>
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        <balance>385000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406444.35</valUSD>
        <pctVal>0.0142180089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Lehman Brothers Holding Inc Escrow</name>
        <lei>N/A</lei>
        <title>Lehman Brothers Holding Inc Escrow 5.857% PERP MTN USD (SEC REGD)</title>
        <cusip>524ESCXA3</cusip>
        <identifiers>
          <isin value="US524ESCXA36"/>
          <ticker value="LEH"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2500-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.857000000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</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>TD AMERITRADE Holding Corporation</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
        <title>AMTD 2.95 04/01/22</title>
        <cusip>87236YAE8</cusip>
        <identifiers>
          <isin value="US87236YAE86"/>
          <ticker value="AMTD22"/>
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        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81784.07</valUSD>
        <pctVal>0.0028609246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</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>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABT 2.95 03/15/25</title>
        <cusip>002824BB5</cusip>
        <identifiers>
          <isin value="US002824BB55"/>
          <ticker value="ABT25"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1040929.5</valUSD>
        <pctVal>0.0364132135</pctVal>
        <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>2.950000000000</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>Humana Inc.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUM 3.95 03/15/27</title>
        <cusip>444859BF8</cusip>
        <identifiers>
          <isin value="US444859BF87"/>
          <ticker value="HUM27"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91483.84</valUSD>
        <pctVal>0.0032002365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.950000000000</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>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK 3.55 09/23/21</title>
        <cusip>06406HBY4</cusip>
        <identifiers>
          <isin value="US06406HBY45"/>
          <ticker value="BK21B"/>
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        <balance>1455000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1494920.5</valUSD>
        <pctVal>0.0522944727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.550000000000</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>Energy Transfer Operating L P</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ETP 4.05 03/15/25</title>
        <cusip>29273RBD0</cusip>
        <identifiers>
          <isin value="US29273RBD08"/>
          <ticker value="ETE/25A"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26284.48</valUSD>
        <pctVal>0.0009194690</pctVal>
        <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>4.050000000000</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>ERP Operating Limited Partnership</name>
        <lei>DX5HQV5MLU50FEWZ5072</lei>
        <title>EQR 3.5 03/01/28</title>
        <cusip>26884ABJ1</cusip>
        <identifiers>
          <isin value="US26884ABJ16"/>
          <ticker value="EQR"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066906.27</valUSD>
        <pctVal>0.0373219183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Rockwell Collins Incorporated</name>
        <lei>XO75O7GICH1NPWLBRL05</lei>
        <title>COL 3.5 03/15/27</title>
        <cusip>774341AK7</cusip>
        <identifiers>
          <isin value="US774341AK79"/>
          <ticker value="UTX/27A"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>531072.31</valUSD>
        <pctVal>0.0185776745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>WRKCO Inc</name>
        <lei>549300JEB576INN13W07</lei>
        <title>WRK 4.9 03/15/29</title>
        <cusip>92940PAD6</cusip>
        <identifiers>
          <isin value="US92940PAD69"/>
          <ticker value="WRK"/>
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        <balance>350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398366.36</valUSD>
        <pctVal>0.0139354292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.900000000000</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>Westlake Chemical Corporation</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>WLK 3.6 08/15/26</title>
        <cusip>960413AT9</cusip>
        <identifiers>
          <isin value="US960413AT94"/>
          <ticker value="WLK26"/>
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        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>984872.71</valUSD>
        <pctVal>0.0344522662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.600000000000</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>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>GOOGL 3.625 05/19/21</title>
        <cusip>02079KAA5</cusip>
        <identifiers>
          <isin value="US02079KAA51"/>
          <ticker value="ABED"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256575.24</valUSD>
        <pctVal>0.0089753715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</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>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KR 2.65 10/15/26</title>
        <cusip>501044DE8</cusip>
        <identifiers>
          <isin value="US501044DE89"/>
          <ticker value="KR26A"/>
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        <balance>1135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1142748.94</valUSD>
        <pctVal>0.0399750042</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>2.650000000000</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>Ameriprise Financial, Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>AMP 3.7 10/15/24</title>
        <cusip>03076CAG1</cusip>
        <identifiers>
          <isin value="US03076CAG15"/>
          <ticker value="AMP"/>
        </identifiers>
        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534135.45</valUSD>
        <pctVal>0.0186848275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>Southwestern Electric Power Company</name>
        <lei>R64UBJHEC74EB3HGQ410</lei>
        <title>AEP 2.75 10/01/26 K</title>
        <cusip>845437BP6</cusip>
        <identifiers>
          <isin value="US845437BP68"/>
          <ticker value="AEP/26"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130169.24</valUSD>
        <pctVal>0.0045535075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Realty Income Corporation</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>O 3 01/15/27</title>
        <cusip>756109AS3</cusip>
        <identifiers>
          <isin value="US756109AS39"/>
          <ticker value="O27"/>
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        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246989.77</valUSD>
        <pctVal>0.0086400580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFE 2.95 03/15/24</title>
        <cusip>717081ES8</cusip>
        <identifiers>
          <isin value="US717081ES88"/>
          <ticker value="PFE24A"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259648.91</valUSD>
        <pctVal>0.0090828929</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>2.950000000000</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>Invesco Finance PLC</name>
        <lei>549300OYQ3LAJYXXO449</lei>
        <title>IVZ 3.75 01/15/26</title>
        <cusip>46132FAD2</cusip>
        <identifiers>
          <isin value="US46132FAD24"/>
          <ticker value="IVZ/26"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066154.36</valUSD>
        <pctVal>0.0372956154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</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>Spectra Energy Partners, LP</name>
        <lei>2HKVXE7U4NF5B6UGSU72</lei>
        <title>ENBCN 5.95 09/25/43</title>
        <cusip>84756NAE9</cusip>
        <identifiers>
          <isin value="US84756NAE94"/>
          <ticker value="ENB/43"/>
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        <balance>300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377062.7</valUSD>
        <pctVal>0.0131901965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.950000000000</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>AEP Transmission Company, LLC</name>
        <lei>549300X123Z1I0LA3Y84</lei>
        <title>AEP 4 12/01/46</title>
        <cusip>00115AAF6</cusip>
        <identifiers>
          <isin value="US00115AAF66"/>
          <ticker value="AEP"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222659.64</valUSD>
        <pctVal>0.0077889550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>Alabama Power Company</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>SO 3.85 12/01/42</title>
        <cusip>010392FJ2</cusip>
        <identifiers>
          <isin value="US010392FJ25"/>
          <ticker value="SO/42C"/>
        </identifiers>
        <balance>60000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63892.56</valUSD>
        <pctVal>0.0022350538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.850000000000</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>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 2.75 12/01/22</title>
        <cusip>126650BZ2</cusip>
        <identifiers>
          <isin value="US126650BZ20"/>
          <ticker value="CVS22"/>
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        <balance>850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>863806.29</valUSD>
        <pctVal>0.0302171884</pctVal>
        <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>2.750000000000</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>Southern California Edison Company</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>EIX 3.875 06/01/21</title>
        <cusip>842400FR9</cusip>
        <identifiers>
          <isin value="US842400FR96"/>
          <ticker value="EIX/21"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153256.95</valUSD>
        <pctVal>0.0053611489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>ABB Finance (USA) Inc.</name>
        <lei>5493002Y01YAFV45F528</lei>
        <title>ABBNVX 4.375 05/08/42</title>
        <cusip>00037BAC6</cusip>
        <identifiers>
          <isin value="US00037BAC63"/>
          <ticker value="ABB/42"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300024.04</valUSD>
        <pctVal>0.0104952731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</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>Kreditanstalt Fur Wiederaufbau</name>
        <lei>549300GDPG70E3MBBU98</lei>
        <title>KFW 2 05/02/25</title>
        <cusip>500769GQ1</cusip>
        <identifiers>
          <isin value="US500769GQ12"/>
          <ticker value="KFW"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1518135</valUSD>
        <pctVal>0.0531065494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</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>Phillips 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PSX 5.875 05/01/42</title>
        <cusip>718546AH7</cusip>
        <identifiers>
          <isin value="US718546AH74"/>
          <ticker value="PSX42"/>
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        <balance>305000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412112.65</valUSD>
        <pctVal>0.0144162942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS 3 05/15/26</title>
        <cusip>125896BQ2</cusip>
        <identifiers>
          <isin value="US125896BQ27"/>
          <ticker value="CMS26"/>
        </identifiers>
        <balance>40000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41111.36</valUSD>
        <pctVal>0.0014381346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 3.7 05/09/23</title>
        <cusip>37045XBK1</cusip>
        <identifiers>
          <isin value="US37045XBK19"/>
          <ticker value="GM/23A"/>
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        <balance>1050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1082539.74</valUSD>
        <pctVal>0.0378687996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 5 05/13/21 MTN</title>
        <cusip>06051GEH8</cusip>
        <identifiers>
          <isin value="US06051GEH83"/>
          <ticker value="BAC21A"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417043.55</valUSD>
        <pctVal>0.0145887842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anthem Inc</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTM 4.625 05/15/42</title>
        <cusip>94973VAY3</cusip>
        <identifiers>
          <isin value="US94973VAY39"/>
          <ticker value="WLP42"/>
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        <balance>525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592433.58</valUSD>
        <pctVal>0.0207241801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</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>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 3.875 11/15/21</title>
        <cusip>031162BM1</cusip>
        <identifiers>
          <isin value="US031162BM10"/>
          <ticker value="AMGN"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257893.07</valUSD>
        <pctVal>0.0090214711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>International Paper Company</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>IP 6 11/15/41</title>
        <cusip>460146CH4</cusip>
        <identifiers>
          <isin value="US460146CH42"/>
          <ticker value="IP41"/>
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        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>599180</valUSD>
        <pctVal>0.0209601796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX 3.7 11/01/23</title>
        <cusip>126408GZ0</cusip>
        <identifiers>
          <isin value="US126408GZ04"/>
          <ticker value="CSX23"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53105.85</valUSD>
        <pctVal>0.0018577191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>Packaging Corporation of America</name>
        <lei>549300XZP8MFZFY8TJ84</lei>
        <title>PKG 4.5 11/01/23</title>
        <cusip>695156AQ2</cusip>
        <identifiers>
          <isin value="US695156AQ25"/>
          <ticker value="PKG23"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107448.98</valUSD>
        <pctVal>0.0037587201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>STZ 3.5 05/09/27</title>
        <cusip>21036PAS7</cusip>
        <identifiers>
          <isin value="US21036PAS74"/>
          <ticker value="STZ27"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>522407.14</valUSD>
        <pctVal>0.0182745543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 2.25 06/15/26</title>
        <cusip>097023BR5</cusip>
        <identifiers>
          <isin value="US097023BR56"/>
          <ticker value="BA26"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246967.8</valUSD>
        <pctVal>0.0086392894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MSFT 3.125 11/03/25</title>
        <cusip>594918BJ2</cusip>
        <identifiers>
          <isin value="US594918BJ27"/>
          <ticker value="MSFH"/>
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        <balance>130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137423.99</valUSD>
        <pctVal>0.0048072891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>AAPL 3.2 05/11/27</title>
        <cusip>037833CR9</cusip>
        <identifiers>
          <isin value="US037833CR93"/>
          <ticker value="AAPL"/>
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        <balance>540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>569813.75</valUSD>
        <pctVal>0.0199329059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>Southern Company Gas Capital Corporation</name>
        <lei>E8CD46SWUD2TSN8PA636</lei>
        <title>SO 4.4 05/30/47</title>
        <cusip>8426EPAC2</cusip>
        <identifiers>
          <isin value="US8426EPAC26"/>
          <ticker value="SO/47"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276734.62</valUSD>
        <pctVal>0.0096805757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</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>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>MO 5.375 01/31/44</title>
        <cusip>02209SAR4</cusip>
        <identifiers>
          <isin value="US02209SAR40"/>
          <ticker value="0ATF"/>
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        <balance>370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418069.72</valUSD>
        <pctVal>0.0146246811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>Ford Credit Floorplan Master Owner Trust A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORDF 2019-2 A</title>
        <cusip>34528QGW8</cusip>
        <identifiers>
          <isin value="US34528QGW87"/>
          <ticker value="FORDF"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154907.4</valUSD>
        <pctVal>0.0054188840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.060000000000</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>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LMT 3.55 01/15/26</title>
        <cusip>539830BH1</cusip>
        <identifiers>
          <isin value="US539830BH11"/>
          <ticker value="LMT26A"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643714.97</valUSD>
        <pctVal>0.0225180770</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>3.550000000000</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>Ford Credit Floorplan Master Owner Trust A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORDF 2019-1 A</title>
        <cusip>34528QGS7</cusip>
        <identifiers>
          <isin value="US34528QGS75"/>
          <ticker value="FORDF"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202926.86</valUSD>
        <pctVal>0.0070986739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.840000000000</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>Halliburton Company</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HAL 4.85 11/15/35</title>
        <cusip>406216BJ9</cusip>
        <identifiers>
          <isin value="US406216BJ98"/>
          <ticker value="HAL35"/>
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        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28286.57</valUSD>
        <pctVal>0.0009895050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.850000000000</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>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>EQNR 2.75 11/10/21</title>
        <cusip>85771PAV4</cusip>
        <identifiers>
          <isin value="US85771PAV40"/>
          <ticker value="EQNR/21"/>
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        <balance>145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147551.58</valUSD>
        <pctVal>0.0051615668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Kraft Foods Group Inc.</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KHC 5 06/04/42</title>
        <cusip>50076QAE6</cusip>
        <identifiers>
          <isin value="US50076QAE61"/>
          <ticker value="KHC"/>
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        <balance>290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309870.73</valUSD>
        <pctVal>0.0108397245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX 3.326 11/17/25</title>
        <cusip>166764BD1</cusip>
        <identifiers>
          <isin value="US166764BD17"/>
          <ticker value="CVX25"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149638.23</valUSD>
        <pctVal>0.0052345609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.326000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 3.5 11/16/26</title>
        <cusip>38145GAH3</cusip>
        <identifiers>
          <isin value="US38145GAH39"/>
          <ticker value="GS26P"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>526223.22</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>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</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>Northwestern University</name>
        <lei>OBWWNZE695DUK77DTI34</lei>
        <title>NWUNI 4.643 12/01/44</title>
        <cusip>668444AC6</cusip>
        <identifiers>
          <isin value="US668444AC61"/>
          <ticker value="NWUNI"/>
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        <balance>50000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62199.58</valUSD>
        <pctVal>0.0021758309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.643000000000</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>Reinsurance Group of America, Incorporated</name>
        <lei>LORM1GNEU1DKEW527V90</lei>
        <title>RGA 5 06/01/21</title>
        <cusip>759351AJ8</cusip>
        <identifiers>
          <isin value="US759351AJ88"/>
          <ticker value="RGA21"/>
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        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>571284.95</valUSD>
        <pctVal>0.0199843706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 4.875 01/14/22</title>
        <cusip>404280AL3</cusip>
        <identifiers>
          <isin value="US404280AL34"/>
          <ticker value="HSBC22"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527940.82</valUSD>
        <pctVal>0.0184681304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</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>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C 3.875 10/25/23</title>
        <cusip>172967HD6</cusip>
        <identifiers>
          <isin value="US172967HD63"/>
          <ticker value="TRV3"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212380.23</valUSD>
        <pctVal>0.0074293664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</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>Halliburton Company</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HAL 3.8 11/15/25</title>
        <cusip>406216BG5</cusip>
        <identifiers>
          <isin value="US406216BG59"/>
          <ticker value="HAL25"/>
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        <balance>2005000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2138915.37</valUSD>
        <pctVal>0.0748223410</pctVal>
        <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>3.800000000000</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>NISSAN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>NALT 2019-A A3</title>
        <cusip>65479PAD1</cusip>
        <identifiers>
          <isin value="US65479PAD15"/>
          <ticker value="NALT"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201878.28</valUSD>
        <pctVal>0.0070619931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.760000000000</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>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMX 2019-2 A3</title>
        <cusip>14316LAC7</cusip>
        <identifiers>
          <isin value="US14316LAC72"/>
          <ticker value="CARMX"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202510.72</valUSD>
        <pctVal>0.0070841167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.680000000000</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>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GMCAR 2019-2 A4</title>
        <cusip>36257FAE0</cusip>
        <identifiers>
          <isin value="US36257FAE07"/>
          <ticker value="GMCAR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101374.77</valUSD>
        <pctVal>0.0035462355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.710000000000</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>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GMCAR 2019-2 A3</title>
        <cusip>36257FAD2</cusip>
        <identifiers>
          <isin value="US36257FAD24"/>
          <ticker value="GMCAR"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100840.63</valUSD>
        <pctVal>0.0035275505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</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>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMX 2019-2 A4</title>
        <cusip>14316LAD5</cusip>
        <identifiers>
          <isin value="US14316LAD55"/>
          <ticker value="CARMX"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203542.84</valUSD>
        <pctVal>0.0071202218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.770000000000</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>Conagra Brands Inc</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CAG 5.3 11/01/38</title>
        <cusip>205887CD2</cusip>
        <identifiers>
          <isin value="US205887CD22"/>
          <ticker value="CAG"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1187625.15</valUSD>
        <pctVal>0.0415448387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</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>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>RSG 3.375 11/15/27</title>
        <cusip>760759AS9</cusip>
        <identifiers>
          <isin value="US760759AS91"/>
          <ticker value="RSG27"/>
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        <balance>556000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>588115.62</valUSD>
        <pctVal>0.0205731316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</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>Johnson &amp; Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JNJ 3.5 01/15/48</title>
        <cusip>478160CM4</cusip>
        <identifiers>
          <isin value="US478160CM48"/>
          <ticker value="JNJ48"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1095941.37</valUSD>
        <pctVal>0.0383376080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC Pc Prepay Prm 30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K734 A2</title>
        <cusip>3137FLN34</cusip>
        <identifiers>
          <isin value="US3137FLN340"/>
          <ticker value="FEDMFH"/>
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        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210328.08</valUSD>
        <pctVal>0.0073575792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.208000000000</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>AstraZeneca Plc</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AZN 3.125 06/12/27</title>
        <cusip>046353AN8</cusip>
        <identifiers>
          <isin value="US046353AN82"/>
          <ticker value="AZN27A"/>
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        <balance>100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104309.18</valUSD>
        <pctVal>0.0036488854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SRE 3.25 06/15/27</title>
        <cusip>816851BA6</cusip>
        <identifiers>
          <isin value="US816851BA63"/>
          <ticker value="SRE27"/>
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        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154480.44</valUSD>
        <pctVal>0.0054039483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anthem Inc</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTM 3.35 12/01/24</title>
        <cusip>036752AC7</cusip>
        <identifiers>
          <isin value="US036752AC75"/>
          <ticker value="ANTM24"/>
        </identifiers>
        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>782874.79</valUSD>
        <pctVal>0.0273860880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Reynolds American Inc.</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>BATSLN 5.85 08/15/45</title>
        <cusip>761713BB1</cusip>
        <identifiers>
          <isin value="US761713BB19"/>
          <ticker value="RAI45"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355784.82</valUSD>
        <pctVal>0.0124458656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.3 02/15/30 *</title>
        <cusip>00206RGQ9</cusip>
        <identifiers>
          <isin value="US00206RGQ92"/>
          <ticker value="T30"/>
        </identifiers>
        <balance>3235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3594702.89</valUSD>
        <pctVal>0.1257478857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BACR V4.338 05/16/24</title>
        <cusip>06738EBB0</cusip>
        <identifiers>
          <isin value="US06738EBB02"/>
          <ticker value="BCS24A"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>843519.98</valUSD>
        <pctVal>0.0295075441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.338000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.1 02/15/28 *</title>
        <cusip>00206RGL0</cusip>
        <identifiers>
          <isin value="US00206RGL06"/>
          <ticker value="T28"/>
        </identifiers>
        <balance>1476000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1606107.29</valUSD>
        <pctVal>0.0561839468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Johnson Controls International Plc</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>JCI 4.625 07/02/44 *</title>
        <cusip>478375AL2</cusip>
        <identifiers>
          <isin value="US478375AL26"/>
          <ticker value="JCI44A"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236338.73</valUSD>
        <pctVal>0.0082674692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>CMCSA 2.35 01/15/27</title>
        <cusip>20030NBW0</cusip>
        <identifiers>
          <isin value="US20030NBW02"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>569529.24</valUSD>
        <pctVal>0.0199229533</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>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHW 2.65 01/25/23</title>
        <cusip>808513AT2</cusip>
        <identifiers>
          <isin value="US808513AT29"/>
          <ticker value="SCHW23"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178428.68</valUSD>
        <pctVal>0.0062416923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GN AA5391</title>
        <cusip>36178C7C1</cusip>
        <identifiers>
          <isin value="US36178C7C16"/>
          <ticker value="GNR"/>
        </identifiers>
        <balance>36959.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38880.62</valUSD>
        <pctVal>0.0013601001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cardinal Health, Inc.</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>CAH 3.75 09/15/25</title>
        <cusip>14149YBE7</cusip>
        <identifiers>
          <isin value="US14149YBE77"/>
          <ticker value="CAH25"/>
        </identifiers>
        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265708.45</valUSD>
        <pctVal>0.0092948644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELL 4 06/01/25</title>
        <cusip>42217KBF2</cusip>
        <identifiers>
          <isin value="US42217KBF21"/>
          <ticker value="WELL25"/>
        </identifiers>
        <balance>315000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339149.19</valUSD>
        <pctVal>0.0118639273</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>4.000000000000</annualizedRt>
          <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>MS 3.625 01/20/27</title>
        <cusip>61746BEF9</cusip>
        <identifiers>
          <isin value="US61746BEF94"/>
          <ticker value="MS27E"/>
        </identifiers>
        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202314.69</valUSD>
        <pctVal>0.0070772593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>F 3.219 01/09/22</title>
        <cusip>345397XA6</cusip>
        <identifiers>
          <isin value="US345397XA68"/>
          <ticker value="F/22C"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201474.06</valUSD>
        <pctVal>0.0070478529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.219000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-01-29</ncom:dateSigned>
      <ncom:nameOfApplicant>Northern Funds</ncom:nameOfApplicant>
      <ncom:signature>Randal E. Rein </ncom:signature>
      <ncom:signerName>Randal E. Rein </ncom:signerName>
      <ncom:title>Treasurer and Principal Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
