<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd">
  <headerData>
    <submissionType>NPORT-P</submissionType>
    <isConfidential>false</isConfidential>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0000939934</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>

      <seriesClassInfo>
        <seriesId>S000031047</seriesId>
        <classId>C000096276</classId>
      </seriesClassInfo>


    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>SEI INSTITUTIONAL INVESTMENTS TRUST</regName>
      <regFileNumber>811-07257</regFileNumber>
      <regCik>0000939934</regCik>
      <regLei>0N2JSH1PTH72JCCP2A88</regLei>
      <regStreet1>ONE FREEDOM VALLEY DRIVE</regStreet1>
      <regCity>OAKS</regCity>
      <regStateConditional regCountry="US" regState="US-PA"/>
      <regZipOrPostalCode>19456</regZipOrPostalCode>
      <regPhone>8003425734</regPhone>
      <seriesName>SIIT ULTRA SHORT DURATION BOND FUND</seriesName>
      <seriesId>S000031047</seriesId>
      <seriesLei>4XPOML8UCYOE64MHI207</seriesLei>
      <repPdEnd>2020-05-31</repPdEnd>
      <repPdDate>2019-11-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>472376087.72</totAssets>
      <totLiabs>1412040.65</totLiabs>
      <netAssets>470964047.07</netAssets>
      <assetsAttrMiscSec>0</assetsAttrMiscSec>
      <assetsInvested>0</assetsInvested>
      <amtPayOneYrBanksBorr>0</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0</amtPayAftOneYrOther>
      <delayDeliv>0</delayDeliv>
      <standByCommit>0</standByCommit>
      <liquidPref>0</liquidPref>
      <cshNotRptdInCorD>9549.45</cshNotRptdInCorD>
      <curMetrics>
        <curMetric>
          <curCd>USD</curCd>
          <intrstRtRiskdv01 period10Yr="239.86798467" period1Yr="-18048.67908989" period30Yr="-400.07240192" period3Mon="-5238.86190673" period5Yr="-6935.29469724"/>
          <intrstRtRiskdv100 period10Yr="-101563.26066339" period1Yr="-1763959.36555386" period30Yr="-55828.54516811" period3Mon="-531706.26048557" period5Yr="-682352.77070064"/>
        </curMetric>
      </curMetrics>
      <creditSprdRiskInvstGrade period10Yr="-997.42962327" period1Yr="-30555.81785769" period30Yr="-811.76451677" period3Mon="-3911.97647425" period5Yr="-13999.40806906"/>
      <creditSprdRiskNonInvstGrade period10Yr="-987.33613556" period1Yr="-2989.72445114" period30Yr="-1099.7628232" period3Mon="-371.13162047" period5Yr="-4538.81625753"/>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn classId="C000096276" rtn1="0.15608300" rtn2="0.26413500" rtn3="0.25284400"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <commodityContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </forwardCategory>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
            <warrantCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </warrantCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </commodityContracts>
          <creditContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </forwardCategory>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
            <warrantCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </warrantCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </creditContracts>
          <equityContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </forwardCategory>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
            <warrantCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </warrantCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </equityContracts>
          <foreignExchgContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </forwardCategory>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
            <warrantCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </warrantCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </foreignExchgContracts>
          <interestRtContracts>
            <mon1 netRealizedGain="30334.99000000" netUnrealizedAppr="-19663.78000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="6398.44000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="14898.44000000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </forwardCategory>
            <futureCategory>
              <instrMon1 netRealizedGain="30334.99000000" netUnrealizedAppr="-19663.78000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="6398.44000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="14898.44000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
            <warrantCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </warrantCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </interestRtContracts>
          <otherContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </forwardCategory>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
            <warrantCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </warrantCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </otherContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="26988.99000000" netUnrealizedAppr="-288898.86000000"/>
        <othMon2 netRealizedGain="59377.22000000" netUnrealizedAppr="85044.67000000"/>
        <othMon3 netRealizedGain="57263.65000000" netUnrealizedAppr="-254480.66000000"/>
      </returnInfo>
      <mon1Flow redemption="-7473793.70000000" reinvestment="1208447.96000000" sales="18709764.91000000"/>
      <mon2Flow redemption="-5829052.33000000" reinvestment="1148000.77000000" sales="8346647.71000000"/>
      <mon3Flow redemption="-4519618.24000000" reinvestment="1132921.86000000" sales="9699682.27000000"/>
    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-SST2 CGCMT 2019-SST2 A</title>
        <cusip>17327XAA5</cusip>
        <identifiers>
          <isin value="US17327XAA54"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1147841.11000000</valUSD>
        <pctVal>0.243721599799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.84124960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRUCE HILL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SHMLT 19-SH1 A1 144A SERIES  CLASS</title>
        <cusip>85211XAA1</cusip>
        <identifiers>
          <isin value="USU84701AA64"/>
        </identifiers>
        <balance>485502.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>488883.93000000</valUSD>
        <pctVal>0.103804936500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.26500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-4 TRUST SCLP 2019-4 A</title>
        <cusip>83405BAA0</cusip>
        <identifiers>
          <isin value="US83405BAA08"/>
        </identifiers>
        <balance>1863301.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1867660.69000000</valUSD>
        <pctVal>0.396561202838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC 2.150000% 09/06/2022</title>
        <cusip>3134GT4Q3</cusip>
        <identifiers>
          <isin value="US3134GT4Q37"/>
        </identifiers>
        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1738383.61000000</valUSD>
        <pctVal>0.369111744477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST LLC AOMT 2017-3 A1</title>
        <cusip>03463LAA5</cusip>
        <identifiers>
          <isin value="US03463LAA52"/>
        </identifiers>
        <balance>117910.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117827.64000000</valUSD>
        <pctVal>0.025018393810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70799920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KNDL KNSQ MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019-KNSQ A</title>
        <cusip>482598AA7</cusip>
        <identifiers>
          <isin value="US482598AA71"/>
        </identifiers>
        <balance>290000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>289817.13000000</valUSD>
        <pctVal>0.061536996677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72125080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2018-SPI2 M1</title>
        <cusip>3137G1CS4</cusip>
        <identifiers>
          <isin value="US3137G1CS46"/>
        </identifiers>
        <balance>426125.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>427233.82000000</valUSD>
        <pctVal>0.090714741954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.81569400</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 555561</title>
        <cusip>31385XFA0</cusip>
        <identifiers>
          <isin value="US31385XFA00"/>
        </identifiers>
        <balance>19371.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19870.67000000</valUSD>
        <pctVal>0.004219147963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.35800160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2017-3 CAALT 2017-3A A</title>
        <cusip>22534UAA0</cusip>
        <identifiers>
          <isin value="US22534UAA07"/>
        </identifiers>
        <balance>269190.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269841.76000000</valUSD>
        <pctVal>0.057295617718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keybank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NA/CLEVELAND OH VARIABLE RATE 11/22/2021</title>
        <cusip>49327M2R4</cusip>
        <identifiers>
          <isin value="US49327M2R45"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1313067.42000000</valUSD>
        <pctVal>0.278804173730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70875160</annualizedRt>
          <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 MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2007-A3 JPMMT 2007-A3 1A1</title>
        <cusip>46630UAA2</cusip>
        <identifiers>
          <isin value="US46630UAA25"/>
        </identifiers>
        <balance>88656.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83914.09000000</valUSD>
        <pctVal>0.017817515057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21599960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARINGS BDC STATIC CLO LTD</name>
        <lei>N/A</lei>
        <title>BARINGS BDC STATIC CLO LTD 2019-1 BBDC 2019-1A A1</title>
        <cusip>06761QAA6</cusip>
        <identifiers>
          <isin value="US06761QAA67"/>
        </identifiers>
        <balance>377483.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376000.52000000</valUSD>
        <pctVal>0.079836353186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32337960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>PRESTIGE AUTO RECEIVABLES TRUST 2018-1 PART 2018-1A A2</title>
        <cusip>74114NAC1</cusip>
        <identifiers>
          <isin value="US74114NAC11"/>
        </identifiers>
        <balance>226559.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226847.74000000</valUSD>
        <pctVal>0.048166678839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.97000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN AE0379</title>
        <cusip>31419AM53</cusip>
        <identifiers>
          <isin value="US31419AM539"/>
        </identifiers>
        <balance>246584.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254988.83000000</valUSD>
        <pctVal>0.054141888661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019- ACAR 2019-4 A</title>
        <cusip>02529RAA6</cusip>
        <identifiers>
          <isin value="US02529RAA68"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>889979.53000000</valUSD>
        <pctVal>0.188969738887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.18000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET  PARIBAS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BNP-P3141"/>
        </identifiers>
        <balance>10500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10500000.00000000</valUSD>
        <pctVal>2.229469545567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="BNP PARIBAS SECURITIES BOND" isCleared="Y"/>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>1.63000080</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>7502076.43000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>7644843.43000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
            <repurchaseCollateral>
              <principalAmt>2997937.92000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3049374.38000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES TRUST 2018-1 GCAR 2018-1A A</title>
        <cusip>36255GAA8</cusip>
        <identifiers>
          <isin value="US36255GAA85"/>
        </identifiers>
        <balance>296989.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>297857.88000000</valUSD>
        <pctVal>0.063244292606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.82000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 555561</title>
        <cusip>31385XFA0</cusip>
        <identifiers>
          <isin value="US31385XFA00"/>
        </identifiers>
        <balance>19352.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19851.07000000</valUSD>
        <pctVal>0.004214986286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.35800160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JERSEY CITY N J</name>
        <lei>N/A</lei>
        <title>JERSEY CITY NJ CITY OF JERSEY CITY NJ</title>
        <cusip>476576LM3</cusip>
        <identifiers>
          <isin value="US476576LM31"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>717991.20000000</valUSD>
        <pctVal>0.152451382322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENT CLO LIMITED</name>
        <lei>N/A</lei>
        <title>COLUMBIA CENT CLO 27 LTD CECLO 2018-27A A1</title>
        <cusip>19736RAC5</cusip>
        <identifiers>
          <isin value="US19736RAC51"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>719451.36000000</valUSD>
        <pctVal>0.152761418727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08963160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1</title>
        <cusip>89173HAA4</cusip>
        <identifiers>
          <isin value="US89173HAA41"/>
        </identifiers>
        <balance>871743.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>878903.84000000</valUSD>
        <pctVal>0.186618032834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2017-RT6 BOMFT 2017-RT6 A</title>
        <cusip>07332GAA6</cusip>
        <identifiers>
          <isin value="US07332GAA67"/>
        </identifiers>
        <balance>532407.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>538806.96000000</valUSD>
        <pctVal>0.114405115072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-10-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2017-HQA1 M1</title>
        <cusip>3137G0MZ9</cusip>
        <identifiers>
          <isin value="US3137G0MZ95"/>
        </identifiers>
        <balance>637451.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638296.48000000</valUSD>
        <pctVal>0.135529767924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.02275080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>SANTANDER UK PLC VARIABLE RATE 06/01/2021</title>
        <cusip>80283LAU7</cusip>
        <identifiers>
          <isin value="US80283LAU70"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>853234.71000000</valUSD>
        <pctVal>0.181167695349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75762880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2018-1 FIAOT 2018-1A A1</title>
        <cusip>32059RAA1</cusip>
        <identifiers>
          <isin value="US32059RAA14"/>
        </identifiers>
        <balance>36067.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36094.74000000</valUSD>
        <pctVal>0.007664011770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.84000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLE PARK CLO LIMITED</name>
        <lei>N/A</lei>
        <title>COLE PARK CLO LTD 2015-1 CLPK 2015-1A AR</title>
        <cusip>19329LAN7</cusip>
        <identifiers>
          <isin value="US19329LAN73"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1149471.00000000</valUSD>
        <pctVal>0.244067675048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32763120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 01/22/2021</title>
        <cusip>251526BQ1</cusip>
        <identifiers>
          <isin value="US251526BQ11"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747095.51000000</valUSD>
        <pctVal>0.158631113064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76824880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4390 NC</title>
        <cusip>3137BDXM3</cusip>
        <identifiers>
          <isin value="US3137BDXM33"/>
        </identifiers>
        <balance>730402.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>740051.67000000</valUSD>
        <pctVal>0.157135491467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Huntington National Bank</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
        <title>HUNTINGTON NATIONAL BANK/THE VARIABLE RATE 03/10/2020</title>
        <cusip>446438RV7</cusip>
        <identifiers>
          <isin value="US446438RV76"/>
        </identifiers>
        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375447.34000000</valUSD>
        <pctVal>0.079718896237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64413160</annualizedRt>
          <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>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 01/15/2020</title>
        <cusip>37045XAT3</cusip>
        <identifiers>
          <isin value="US37045XAT37"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500830.66000000</valUSD>
        <pctVal>0.106341590853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.56087880</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 889091</title>
        <cusip>31410GXU2</cusip>
        <identifiers>
          <isin value="US31410GXU20"/>
        </identifiers>
        <balance>4485.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4657.88000000</valUSD>
        <pctVal>0.000989009676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2016-DNA3 M2</title>
        <cusip>3137G0KM0</cusip>
        <identifiers>
          <isin value="US3137G0KM01"/>
        </identifiers>
        <balance>230216.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230682.89000000</valUSD>
        <pctVal>0.048980997898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.82275000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SHACKLETON CLO LTD</name>
        <lei>N/A</lei>
        <title>SHACKLETON 2014-VI-R CLO LTD SHACK 2014-6RA A</title>
        <cusip>81881GAC2</cusip>
        <identifiers>
          <isin value="US81881GAC24"/>
        </identifiers>
        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>724626.63000000</valUSD>
        <pctVal>0.153860286046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32325000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENARTH MASTER ISSUER PLC</name>
        <lei>N/A</lei>
        <title>PENARTH MASTER ISSUER PLC PENAR 2018-1A A1</title>
        <cusip>70659PAJ0</cusip>
        <identifiers>
          <isin value="US70659PAJ03"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1219940.22000000</valUSD>
        <pctVal>0.259030435038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25749880</annualizedRt>
          <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 MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST 2006-AR2 CMLTI 2006-AR2 1A1</title>
        <cusip>17307G6K9</cusip>
        <identifiers>
          <isin value="US17307G6K99"/>
        </identifiers>
        <balance>83652.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77543.09000000</valUSD>
        <pctVal>0.016464757868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.68200880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2019-1 FIAOT 2019-1A A</title>
        <cusip>32059TAA7</cusip>
        <identifiers>
          <isin value="US32059TAA79"/>
        </identifiers>
        <balance>222953.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224689.92000000</valUSD>
        <pctVal>0.047708507984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.89000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-97 KA</title>
        <cusip>3136AGCX8</cusip>
        <identifiers>
          <isin value="US3136AGCX83"/>
        </identifiers>
        <balance>144826.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148205.49000000</valUSD>
        <pctVal>0.031468535851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2005-2 IMM 2005-2 1A1</title>
        <cusip>45254NMY0</cusip>
        <identifiers>
          <isin value="US45254NMY03"/>
        </identifiers>
        <balance>49127.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47868.66000000</valUSD>
        <pctVal>0.010163973300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34275040</annualizedRt>
          <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>BANK OF AMERICA CORP MTN 5.625000% 07/01/2020</title>
        <cusip>06051GEC9</cusip>
        <identifiers>
          <isin value="US06051GEC96"/>
        </identifiers>
        <balance>2800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2857021.24000000</valUSD>
        <pctVal>0.606632556725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1</title>
        <cusip>64830BAA5</cusip>
        <identifiers>
          <isin value="US64830BAA52"/>
        </identifiers>
        <balance>802027.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>837884.22000000</valUSD>
        <pctVal>0.177908319162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <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>PHILLIPS 66 144A VARIABLE RATE 04/15/2020</title>
        <cusip>718546AP9</cusip>
        <identifiers>
          <isin value="US718546AP90"/>
        </identifiers>
        <balance>955000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>955324.61000000</valUSD>
        <pctVal>0.202844488012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75087880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-1 TPMT 2016-1 A1B</title>
        <cusip>89172EAU8</cusip>
        <identifiers>
          <isin value="US89172EAU82"/>
        </identifiers>
        <balance>121098.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121223.34000000</valUSD>
        <pctVal>0.025739404261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2017-4A A2</title>
        <cusip>165183BF0</cusip>
        <identifiers>
          <isin value="US165183BF02"/>
        </identifiers>
        <balance>1255013.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1254068.23000000</valUSD>
        <pctVal>0.266276850176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25349920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXTGEAR FLOORPLAN MASTER OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2017-2A A1</title>
        <cusip>65341KAW6</cusip>
        <identifiers>
          <isin value="US65341KAW62"/>
        </identifiers>
        <balance>1530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1533423.99000000</valUSD>
        <pctVal>0.325592579633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.59350120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>RFMSI SERIES 2007-SA3 TRUST RFMSI 2007-SA3 2A1</title>
        <cusip>74958TAB9</cusip>
        <identifiers>
          <isin value="US74958TAB98"/>
        </identifiers>
        <balance>121151.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109210.16000000</valUSD>
        <pctVal>0.023188640551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.21744760</annualizedRt>
          <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 HOLDINGS PLC VARIABLE RATE 09/11/2021</title>
        <cusip>404280BV0</cusip>
        <identifiers>
          <isin value="US404280BV07"/>
        </identifiers>
        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>827325.02000000</valUSD>
        <pctVal>0.175666279654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78163000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2017-A MMAF 2017-AA A3</title>
        <cusip>55315XAC5</cusip>
        <identifiers>
          <isin value="US55315XAC56"/>
        </identifiers>
        <balance>264949.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264885.44000000</valUSD>
        <pctVal>0.056243240147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE FEDERATIVE DU CREDIT MUTUEL S.A.</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
        <title>BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A VARIABLE RATE 07/20/2020</title>
        <cusip>06675FAL1</cusip>
        <identifiers>
          <isin value="US06675FAL13"/>
        </identifiers>
        <balance>875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>876912.42000000</valUSD>
        <pctVal>0.186195193763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45588040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST DRIVE 2018-4 B</title>
        <cusip>26209BAE9</cusip>
        <identifiers>
          <isin value="US26209BAE92"/>
        </identifiers>
        <balance>1039996.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1042015.78000000</valUSD>
        <pctVal>0.221251661667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-6 BSARM 2005-6 3A1</title>
        <cusip>07387ADJ1</cusip>
        <identifiers>
          <isin value="US07387ADJ16"/>
        </identifiers>
        <balance>109214.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109695.25000000</valUSD>
        <pctVal>0.023291639920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50007200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2017-A ARIFL 2017-A A2</title>
        <cusip>00192MAB5</cusip>
        <identifiers>
          <isin value="US00192MAB54"/>
        </identifiers>
        <balance>121385.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121251.74000000</valUSD>
        <pctVal>0.025745434445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.91000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLOUD PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>CLOUD PASS-THROUGH TRUST 2019-1 CLOUD 2019-1A CLOU</title>
        <cusip>18913AAA3</cusip>
        <identifiers>
          <isin value="US18913AAA34"/>
        </identifiers>
        <balance>1189400.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1204009.57000000</valUSD>
        <pctVal>0.255647873227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.55422960</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 995253</title>
        <cusip>31416BTJ7</cusip>
        <identifiers>
          <isin value="US31416BTJ79"/>
        </identifiers>
        <balance>158614.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163100.42000000</valUSD>
        <pctVal>0.034631182786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO MTN VARIABLE RATE 01/30/2020</title>
        <cusip>94974BGG9</cusip>
        <identifiers>
          <isin value="US94974BGG95"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1251415.74000000</valUSD>
        <pctVal>0.265713645826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61550080</annualizedRt>
          <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 Bank, National Association</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
        <title>FIFTH THIRD BANK/CINCINNATI OH VARIABLE RATE 10/30/2020</title>
        <cusip>31677QBL2</cusip>
        <identifiers>
          <isin value="US31677QBL23"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1250903.04000000</valUSD>
        <pctVal>0.265604784013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.18549880</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE REMICS FNR 1993-58 H</title>
        <cusip>31358UC95</cusip>
        <identifiers>
          <isin value="US31358UC959"/>
        </identifiers>
        <balance>3176.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3297.10000000</valUSD>
        <pctVal>0.000700074670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019- ACAR 2019-2 A</title>
        <cusip>02530DAA4</cusip>
        <identifiers>
          <isin value="US02530DAA46"/>
        </identifiers>
        <balance>290407.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291116.48000000</valUSD>
        <pctVal>0.061812888225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HITACHI AMERICA CAPITAL, LTD.</name>
        <lei>549300FT5PAYBG3RQJ06</lei>
        <title>HITACHI AMERICA CAPITAL LTD: COMMERCIAL PAPER (ISITC)</title>
        <cusip>4335P2A61</cusip>
        <identifiers>
          <isin value="US4335P2A618"/>
        </identifiers>
        <balance>3750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3742613.74000000</valUSD>
        <pctVal>0.794670795633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-06</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BA CREDIT CARD TRUST</name>
        <lei>N/A</lei>
        <title>BA CREDIT CARD TRUST BACCT 2018-A1 A1</title>
        <cusip>05522RCY2</cusip>
        <identifiers>
          <isin value="US05522RCY27"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>858541.74000000</valUSD>
        <pctVal>0.182294539326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA MTN VARIABLE RATE 04/30/2021</title>
        <cusip>78013XKH0</cusip>
        <identifiers>
          <isin value="US78013XKH07"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>812665.94000000</valUSD>
        <pctVal>0.172553710852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.32549920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K037 A1</title>
        <cusip>3137B7YX1</cusip>
        <identifiers>
          <isin value="US3137B7YX14"/>
        </identifiers>
        <balance>1784223.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1802958.31000000</valUSD>
        <pctVal>0.382822918483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONAGRA BRANDS, INC.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC 3.800000% 10/22/2021</title>
        <cusip>205887BZ4</cusip>
        <identifiers>
          <isin value="US205887BZ43"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592011.13000000</valUSD>
        <pctVal>0.125701979521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>PRESTIGE AUTO RECEIVABLES TRUST 2018-1 PART 2018-1A A2</title>
        <cusip>74114NAC1</cusip>
        <identifiers>
          <isin value="US74114NAC11"/>
        </identifiers>
        <balance>99425.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99551.88000000</valUSD>
        <pctVal>0.021137893777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.97000000</annualizedRt>
          <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>AT&amp;T INC VARIABLE RATE 06/30/2020</title>
        <cusip>00206RCK6</cusip>
        <identifiers>
          <isin value="US00206RCK68"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1255772.73000000</valUSD>
        <pctVal>0.266638767399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03437880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE NATIONALE DU CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>NATIONAL BANK OF CANADA MTN VARIABLE RATE 06/12/2020</title>
        <cusip>63307A2F1</cusip>
        <identifiers>
          <isin value="US63307A2F13"/>
        </identifiers>
        <balance>2650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2656216.29000000</valUSD>
        <pctVal>0.563995554761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69163000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FDIC GUARANTEED NOTES</name>
        <lei>N/A</lei>
        <title>FDIC GUARANTEED NOTES TRUST 2010-S4 SSGN 2010-S4 A</title>
        <cusip>30250UAA5</cusip>
        <identifiers>
          <isin value="US30250UAA51"/>
        </identifiers>
        <balance>870775.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>873142.44000000</valUSD>
        <pctVal>0.185394712278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.71725120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP VARIABLE RATE 09/09/2021</title>
        <cusip>55336VBG4</cusip>
        <identifiers>
          <isin value="US55336VBG41"/>
        </identifiers>
        <balance>345000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>346170.02000000</valUSD>
        <pctVal>0.073502430207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00213000</annualizedRt>
          <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 AG LONDON BRANCH</name>
        <lei>N/A</lei>
        <title>UBS AG/LONDON MTN 2.200000% 06/08/2020</title>
        <cusip>902674XF2</cusip>
        <identifiers>
          <isin value="US902674XF24"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001491.40000000</valUSD>
        <pctVal>0.424977535430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <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 MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1</title>
        <cusip>17328BAA2</cusip>
        <identifiers>
          <isin value="US17328BAA26"/>
        </identifiers>
        <balance>282569.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283184.98000000</valUSD>
        <pctVal>0.060128789397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72000160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE LOAN TRUST 2017-3 MCMLT 2017-3 A1</title>
        <cusip>59980CAA1</cusip>
        <identifiers>
          <isin value="US59980CAA18"/>
        </identifiers>
        <balance>533898.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536029.25000000</valUSD>
        <pctVal>0.113815322705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WFRBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WFRBS COMMERCIAL MORTGAGE TRUST 2013-UBS1 WFRBS 2013-UBS1 A2</title>
        <cusip>92938JAB8</cusip>
        <identifiers>
          <isin value="US92938JAB89"/>
        </identifiers>
        <balance>9282.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9353.86000000</valUSD>
        <pctVal>0.001986109143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.92700000</annualizedRt>
          <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>KRAFT HEINZ FOODS CO VARIABLE RATE 08/10/2022</title>
        <cusip>50077LAQ9</cusip>
        <identifiers>
          <isin value="US50077LAQ95"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>852708.84000000</valUSD>
        <pctVal>0.181056037144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72063160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES</name>
        <lei>N/A</lei>
        <title>CREDIT-BASED ASSET SERVICING &amp; SECURITIZATION LLC CBASS 2005-CB3 M2</title>
        <cusip>12489WLF9</cusip>
        <identifiers>
          <isin value="US12489WLF94"/>
        </identifiers>
        <balance>299518.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299715.62000000</valUSD>
        <pctVal>0.063638747344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75275080</annualizedRt>
          <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 BANK NA VARIABLE RATE 05/19/2020</title>
        <cusip>69353RFD5</cusip>
        <identifiers>
          <isin value="US69353RFD52"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751006.22000000</valUSD>
        <pctVal>0.159461475811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26262880</annualizedRt>
          <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 TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-2 CARMX 2019-2 A2A</title>
        <cusip>14316LAB9</cusip>
        <identifiers>
          <isin value="US14316LAB99"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>562239.55000000</valUSD>
        <pctVal>0.119380567051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2004-9 IMM 2004-9 1A1</title>
        <cusip>45254NKX4</cusip>
        <identifiers>
          <isin value="US45254NKX48"/>
        </identifiers>
        <balance>41587.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42192.21000000</valUSD>
        <pctVal>0.008958690214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58275160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONDECK ASSET SECURITIZATION TRUST LLC</name>
        <lei>N/A</lei>
        <title>ONDECK ASSET SECURITIZATION TRUST II LLC ONDK 2019-1A A</title>
        <cusip>68235RAJ3</cusip>
        <identifiers>
          <isin value="US68235RAJ32"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>711010.33000000</valUSD>
        <pctVal>0.150969131173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVANT LOANS FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>AVANT LOANS FUNDING TRUST 2019-B AVNT 2019-B A</title>
        <cusip>05354NAA8</cusip>
        <identifiers>
          <isin value="US05354NAA81"/>
        </identifiers>
        <balance>946199.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>947152.44000000</valUSD>
        <pctVal>0.201109287618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.72000000</annualizedRt>
          <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 CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2014-3 LTD VOYA 2014-3A A1R</title>
        <cusip>92912QAG1</cusip>
        <identifiers>
          <isin value="US92912QAG10"/>
        </identifiers>
        <balance>448363.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>447472.78000000</valUSD>
        <pctVal>0.095012089093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99549880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1</title>
        <cusip>64828MAA5</cusip>
        <identifiers>
          <isin value="US64828MAA53"/>
        </identifiers>
        <balance>348892.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363648.06000000</valUSD>
        <pctVal>0.077213550007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2008-47 FA</title>
        <cusip>31397LYK9</cusip>
        <identifiers>
          <isin value="US31397LYK96"/>
        </identifiers>
        <balance>18248.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18307.42000000</valUSD>
        <pctVal>0.003887222414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20799880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BANK OF COMMERCE 2.100000% 10/05/2020</title>
        <cusip>136069VX6</cusip>
        <identifiers>
          <isin value="US136069VX63"/>
        </identifiers>
        <balance>1705000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1708094.08000000</valUSD>
        <pctVal>0.362680355459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2018-2A A2</title>
        <cusip>165183BP8</cusip>
        <identifiers>
          <isin value="US165183BP83"/>
        </identifiers>
        <balance>619791.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>618919.59000000</valUSD>
        <pctVal>0.131415464481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28350160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP LLC 144A VARIABLE RATE 07/30/2021</title>
        <cusip>05369AAE1</cusip>
        <identifiers>
          <isin value="US05369AAE10"/>
        </identifiers>
        <balance>945000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>943153.17000000</valUSD>
        <pctVal>0.200260120887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.60550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATLANTIC CNTY N J IMPT AUTH REV</name>
        <lei>N/A</lei>
        <title>ATLANTIC CNTY NJ IMPT AUTH ATLANTIC COUNTY IMPROVEMENT AUTHORITY/THE</title>
        <cusip>048506DN6</cusip>
        <identifiers>
          <isin value="US048506DN65"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>896007.50000000</valUSD>
        <pctVal>0.190249660366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL CREDIT UNION ADMINISTRATION GUARANTEED NOTES TRUST</name>
        <lei>N/A</lei>
        <title>NCUA GUARANTEED NOTES TRUST 2010-R1 NGN 2010-R1 1A</title>
        <cusip>62888VAA6</cusip>
        <identifiers>
          <isin value="US62888VAA61"/>
        </identifiers>
        <balance>154270.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154294.55000000</valUSD>
        <pctVal>0.032761428597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.43950040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA LLC 144A VARIABLE RATE 02/22/2021</title>
        <cusip>233851DC5</cusip>
        <identifiers>
          <isin value="US233851DC59"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500403.83000000</valUSD>
        <pctVal>0.106250961854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34875160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2008-9 SLMA 2008-9 A</title>
        <cusip>78445JAA5</cusip>
        <identifiers>
          <isin value="US78445JAA51"/>
        </identifiers>
        <balance>574332.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>577200.83000000</valUSD>
        <pctVal>0.122557302110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.77550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-HQ1 M3</title>
        <cusip>3137G0EJ4</cusip>
        <identifiers>
          <isin value="US3137G0EJ46"/>
        </identifiers>
        <balance>641609.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>658342.33000000</valUSD>
        <pctVal>0.139786111932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.50800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2019-1 HPEFS 2019-1A A2</title>
        <cusip>40438DAB5</cusip>
        <identifiers>
          <isin value="US40438DAB55"/>
        </identifiers>
        <balance>415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415580.71000000</valUSD>
        <pctVal>0.088240432063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.19000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2016-3 LLC SCLP 2016-3 A</title>
        <cusip>78471FAA0</cusip>
        <identifiers>
          <isin value="US78471FAA03"/>
        </identifiers>
        <balance>309211.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309839.82000000</valUSD>
        <pctVal>0.065788423113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAGNETITE CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>MAGNETITE VIII LTD MAGNE 2014-8A AR2</title>
        <cusip>55952YAP2</cusip>
        <identifiers>
          <isin value="US55952YAP25"/>
        </identifiers>
        <balance>685000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>680292.00000000</valUSD>
        <pctVal>0.144446694866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98087920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keybank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NA/CLEVELAND OH VARIABLE RATE 02/01/2022</title>
        <cusip>49327M2Y9</cusip>
        <identifiers>
          <isin value="US49327M2Y95"/>
        </identifiers>
        <balance>2250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2265571.40000000</valUSD>
        <pctVal>0.481049756153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.56912920</annualizedRt>
          <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 Bank, National Association</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
        <title>FIFTH THIRD BANK/CINCINNATI OH VARIABLE RATE 07/26/2021</title>
        <cusip>31677QBP3</cusip>
        <identifiers>
          <isin value="US31677QBP37"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>602282.24000000</valUSD>
        <pctVal>0.127882848753</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>Floating</couponKind>
          <annualizedRt>2.37562920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUNTRUST BANK</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
        <title>SUNTRUST BANK/ATLANTA GA VARIABLE RATE 01/31/2020</title>
        <cusip>86787EAS6</cusip>
        <identifiers>
          <isin value="US86787EAS63"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000412.16000000</valUSD>
        <pctVal>0.212417947022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45712960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2019-1 A</title>
        <cusip>63938PBH1</cusip>
        <identifiers>
          <isin value="US63938PBH10"/>
        </identifiers>
        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1600475.52000000</valUSD>
        <pctVal>0.339829660025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46274920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST TESLA 2019-A A2</title>
        <cusip>88165GAB6</cusip>
        <identifiers>
          <isin value="US88165GAB68"/>
        </identifiers>
        <balance>2275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2274772.96000000</valUSD>
        <pctVal>0.483003527371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCHLUMBERGER HOLDINGS CORPORATION</name>
        <lei>529900IKZG65COT1D505</lei>
        <title>SCHLUMBERGER HLDGS CORP COMMERCIAL PAPER (ISITC)</title>
        <cusip>80686EZ39</cusip>
        <identifiers>
          <isin value="US80686EZ396"/>
        </identifiers>
        <balance>3400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3399389.50000000</valUSD>
        <pctVal>0.721793844168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2019-1 EART 2019-1A A</title>
        <cusip>30167DAA5</cusip>
        <identifiers>
          <isin value="US30167DAA54"/>
        </identifiers>
        <balance>360755.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361650.94000000</valUSD>
        <pctVal>0.076789500652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK NATIONAL ASSOCIATION</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITIBANK NA VARIABLE RATE 06/12/2020</title>
        <cusip>17325FAD0</cusip>
        <identifiers>
          <isin value="US17325FAD06"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601443.52000000</valUSD>
        <pctVal>0.127704762973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63162880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLT LLC</name>
        <lei>N/A</lei>
        <title>VOLT LXIV LLC VOLT 2017-NP11 A1</title>
        <cusip>91830UAA6</cusip>
        <identifiers>
          <isin value="US91830UAA60"/>
        </identifiers>
        <balance>335368.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336123.03000000</valUSD>
        <pctVal>0.071369148471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SABINE PASS LIQUEFACTION, LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC 5.625000% 02/01/2021</title>
        <cusip>785592AE6</cusip>
        <identifiers>
          <isin value="US785592AE61"/>
        </identifiers>
        <balance>360000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370377.19000000</valUSD>
        <pctVal>0.078642349093</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>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>EUROPEAN INVESTMENT BANK VARIABLE RATE 10/08/2021</title>
        <cusip>298785HU3</cusip>
        <identifiers>
          <isin value="US298785HU32"/>
        </identifiers>
        <balance>2870000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2875252.10000000</valUSD>
        <pctVal>0.610503523121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.16424080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2019-3 GCAR 2019-3A A</title>
        <cusip>36258AAA8</cusip>
        <identifiers>
          <isin value="US36258AAA88"/>
        </identifiers>
        <balance>682291.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>682694.23000000</valUSD>
        <pctVal>0.144956761401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.58000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3.200000% 09/17/2020</title>
        <cusip>125523AD2</cusip>
        <identifiers>
          <isin value="US125523AD24"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>605218.93000000</valUSD>
        <pctVal>0.128506397412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2017-CH2 SEMT 2017-CH2 A10</title>
        <cusip>81746JAK3</cusip>
        <identifiers>
          <isin value="US81746JAK34"/>
        </identifiers>
        <balance>895771.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>902037.63000000</valUSD>
        <pctVal>0.191530040480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <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>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2015-UES A</title>
        <cusip>46645FAA8</cusip>
        <identifiers>
          <isin value="US46645FAA84"/>
        </identifiers>
        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1353171.02000000</valUSD>
        <pctVal>0.287319388479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93320000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST SER MLMBS 2007-3 2A1</title>
        <cusip>59025JAB1</cusip>
        <identifiers>
          <isin value="US59025JAB17"/>
        </identifiers>
        <balance>123802.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106007.08000000</valUSD>
        <pctVal>0.022508529188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.29112800</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2016-2 AMCAR 2016-2 C</title>
        <cusip>03066DAF3</cusip>
        <identifiers>
          <isin value="US03066DAF33"/>
        </identifiers>
        <balance>632312.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633757.58000000</valUSD>
        <pctVal>0.134566021322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIG GLOBAL FUNDING</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG GLOBAL FUNDING 144A VARIABLE RATE 07/02/2020</title>
        <cusip>00138CAE8</cusip>
        <identifiers>
          <isin value="US00138CAE84"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1202918.41000000</valUSD>
        <pctVal>0.255416186752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.56512960</annualizedRt>
          <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 of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 1.750000% 09/30/2022</title>
        <cusip>912828L57</cusip>
        <identifiers>
          <isin value="US912828L575"/>
        </identifiers>
        <balance>1830000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1837362.90000000</valUSD>
        <pctVal>0.390128059972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 493805</title>
        <cusip>31382VR22</cusip>
        <identifiers>
          <isin value="US31382VR229"/>
        </identifiers>
        <balance>5665.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5740.86000000</valUSD>
        <pctVal>0.001218959289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.96500120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GOLDMAN SACHS BANK USA/NEW YORK NY VARIABLE RATE 05/24/2021</title>
        <cusip>3814267X7</cusip>
        <identifiers>
          <isin value="US3814267X73"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575411.10000000</valUSD>
        <pctVal>0.122177287964</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>Floating</couponKind>
          <annualizedRt>2.16565920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA 2.100000% 10/14/2020</title>
        <cusip>780082AC7</cusip>
        <identifiers>
          <isin value="US780082AC79"/>
        </identifiers>
        <balance>3320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3323084.15000000</valUSD>
        <pctVal>0.705591896169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C03 1EA2</title>
        <cusip>30711XK29</cusip>
        <identifiers>
          <isin value="US30711XK296"/>
        </identifiers>
        <balance>927338.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>926423.09000000</valUSD>
        <pctVal>0.196707815758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67275160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-1 TPMT 2017-1 A1</title>
        <cusip>89173FAA8</cusip>
        <identifiers>
          <isin value="US89173FAA84"/>
        </identifiers>
        <balance>736652.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>739705.17000000</valUSD>
        <pctVal>0.157061918972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 144A VARIABLE RATE 11/19/2021</title>
        <cusip>00287YBJ7</cusip>
        <identifiers>
          <isin value="US00287YBJ73"/>
        </identifiers>
        <balance>1815000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1818145.07000000</valUSD>
        <pctVal>0.386047529808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35463040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A VARIABLE RATE 11/12/2021</title>
        <cusip>928668AQ5</cusip>
        <identifiers>
          <isin value="US928668AQ54"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1159293.13000000</valUSD>
        <pctVal>0.246153212163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.84063040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE DE MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL MTN VARIABLE RATE 06/15/2020</title>
        <cusip>06367TYM6</cusip>
        <identifiers>
          <isin value="US06367TYM60"/>
        </identifiers>
        <balance>2265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2269761.03000000</valUSD>
        <pctVal>0.481939342104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.55849840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2019-4 DRIVE 2019-4 B</title>
        <cusip>26209AAE1</cusip>
        <identifiers>
          <isin value="US26209AAE10"/>
        </identifiers>
        <balance>870000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>868946.87000000</valUSD>
        <pctVal>0.184503865083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.23000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO VARIABLE RATE 10/05/2021</title>
        <cusip>42824CBB4</cusip>
        <identifiers>
          <isin value="US42824CBB46"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>600080.92000000</valUSD>
        <pctVal>0.127415441525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76312960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-4 TRUST SCLP 2019-4 A</title>
        <cusip>83405BAA0</cusip>
        <identifiers>
          <isin value="US83405BAA08"/>
        </identifiers>
        <balance>995587.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997916.74000000</valUSD>
        <pctVal>0.211888093413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FUNDING 144A VARIABLE RATE 10/01/2020</title>
        <cusip>64952WDB6</cusip>
        <identifiers>
          <isin value="US64952WDB63"/>
        </identifiers>
        <balance>860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>861098.25000000</valUSD>
        <pctVal>0.182837364201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25862920</annualizedRt>
          <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 BANK, NATIONAL ASSOCIATION</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WELLS FARGO BANK NA MTN VARIABLE RATE 03/25/2020</title>
        <cusip>94988J5S2</cusip>
        <identifiers>
          <isin value="US94988J5S24"/>
        </identifiers>
        <balance>1110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1110577.07000000</valUSD>
        <pctVal>0.235809310054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.03000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MANUFACTURERS AND TRADERS TRUST COMPANY</name>
        <lei>WWB2V0FCW3A0EE3ZJN75</lei>
        <title>MANUFACTURERS &amp; TRADERS TRUST CO VARIABLE RATE 01/25/2021</title>
        <cusip>55279HAS9</cusip>
        <identifiers>
          <isin value="US55279HAS94"/>
        </identifiers>
        <balance>1550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1550992.00000000</valUSD>
        <pctVal>0.329322802801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20962960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2004-3 SLMA 2004-3 A5</title>
        <cusip>78442GLH7</cusip>
        <identifiers>
          <isin value="US78442GLH73"/>
        </identifiers>
        <balance>22099.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22098.85000000</valUSD>
        <pctVal>0.004692258387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44550160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Saudi Arabian Oil Company</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>SAUDI ARABIAN OIL CO MTN 2.750000% 04/16/2022</title>
        <cusip>80414L2A2</cusip>
        <identifiers>
          <isin value="US80414L2A26"/>
        </identifiers>
        <balance>2290000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2312110.06000000</valUSD>
        <pctVal>0.490931329978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE, NATIONAL ASSOCIATION</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>CAPITAL ONE NA VARIABLE RATE 01/30/2023</title>
        <cusip>14042RFJ5</cusip>
        <identifiers>
          <isin value="US14042RFJ59"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1010768.15000000</valUSD>
        <pctVal>0.214616838862</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>Floating</couponKind>
          <annualizedRt>3.08549880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cooperatieve Rabobank UA (New York Branch)</name>
        <lei>N/A</lei>
        <title>COOPERATIEVE RABOBANK UA/NY VARIABLE RATE 01/10/2022</title>
        <cusip>21688AAK8</cusip>
        <identifiers>
          <isin value="US21688AAK88"/>
        </identifiers>
        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1363318.61000000</valUSD>
        <pctVal>0.289474030657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.83950000</annualizedRt>
          <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>N/A</lei>
        <title>SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT 2018-1 A</title>
        <cusip>87165LBZ3</cusip>
        <identifiers>
          <isin value="US87165LBZ31"/>
        </identifiers>
        <balance>1110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1124071.36000000</valUSD>
        <pctVal>0.238674558491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.97000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCHLUMBERGER FINANCE CANADA LTD</name>
        <lei>549300P4EXZFF0LRNF59</lei>
        <title>SCHLUMBERGER FINANCE CANADA LTD 144A 2.200000% 11/20/2020</title>
        <cusip>80685XAA9</cusip>
        <identifiers>
          <isin value="US80685XAA90"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601381.81000000</valUSD>
        <pctVal>0.127691660062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXTGEAR FLOORPLAN MASTER OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2019-1A A1</title>
        <cusip>65341KBF2</cusip>
        <identifiers>
          <isin value="US65341KBF21"/>
        </identifiers>
        <balance>1140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1142264.84000000</valUSD>
        <pctVal>0.242537587976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.56349880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>B.A.T CAPITAL CORPORATION</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP VARIABLE RATE 08/14/2020</title>
        <cusip>05526DAT2</cusip>
        <identifiers>
          <isin value="US05526DAT28"/>
        </identifiers>
        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2204506.50000000</valUSD>
        <pctVal>0.468083819500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49924960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLC STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLC STUDENT LOAN TRUST 2005-1 SLCLT 2005-1 A3</title>
        <cusip>784420AC5</cusip>
        <identifiers>
          <isin value="US784420AC56"/>
        </identifiers>
        <balance>219009.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218869.16000000</valUSD>
        <pctVal>0.046472583493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25812880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2018-1 MORTGAGE LOAN TRUST COLT 2018-1 A1</title>
        <cusip>19687UAA1</cusip>
        <identifiers>
          <isin value="US19687UAA16"/>
        </identifiers>
        <balance>123511.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123627.78000000</valUSD>
        <pctVal>0.026249940047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.93000040</annualizedRt>
          <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 INC.</name>
        <lei>3IFG42XD94UUZ7FL2766</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2012-STAR MSC 2012-STAR A1</title>
        <cusip>61761BAA4</cusip>
        <identifiers>
          <isin value="US61761BAA44"/>
        </identifiers>
        <balance>119742.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119219.78000000</valUSD>
        <pctVal>0.025313987498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.08400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-1 MFT 2019-1A A</title>
        <cusip>57109XAA5</cusip>
        <identifiers>
          <isin value="US57109XAA54"/>
        </identifiers>
        <balance>911631.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>919141.39000000</valUSD>
        <pctVal>0.195161689245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.44000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A A</title>
        <cusip>23343JAA4</cusip>
        <identifiers>
          <isin value="US23343JAA43"/>
        </identifiers>
        <balance>757194.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>757557.63000000</valUSD>
        <pctVal>0.160852539533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-4 TPMT 2016-4 A1</title>
        <cusip>89172UAA6</cusip>
        <identifiers>
          <isin value="US89172UAA60"/>
        </identifiers>
        <balance>444068.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441662.47000000</valUSD>
        <pctVal>0.093778383455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER RETAIL AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER RETAIL AUTO LEASE TRUST 2019-C SRT 2019-C A2A</title>
        <cusip>80284NAB4</cusip>
        <identifiers>
          <isin value="US80284NAB47"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1148166.56000000</valUSD>
        <pctVal>0.243790702739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.89000000</annualizedRt>
          <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>PHILLIPS 66 VARIABLE RATE 02/26/2021</title>
        <cusip>718546AS3</cusip>
        <identifiers>
          <isin value="US718546AS30"/>
        </identifiers>
        <balance>665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665002.72000000</valUSD>
        <pctVal>0.141200315424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51724960</annualizedRt>
          <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>NISSAN AUTO LEASE TRUST 2019-B NALT 2019-B A2A</title>
        <cusip>65478LAB5</cusip>
        <identifiers>
          <isin value="US65478LAB53"/>
        </identifiers>
        <balance>865000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866678.53000000</valUSD>
        <pctVal>0.184022227469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.27000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FINANCE OF AMERICA STRUCTURED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 201 FASST 2018-HB1 A</title>
        <cusip>31738BAA7</cusip>
        <identifiers>
          <isin value="US31738BAA70"/>
        </identifiers>
        <balance>254620.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254622.35000000</valUSD>
        <pctVal>0.054064073804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.37510080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>ONEMAIN FINANCIAL ISSUANCE TRUST 2019-1 OMFIT 2019-1A A</title>
        <cusip>68267DAA4</cusip>
        <identifiers>
          <isin value="US68267DAA46"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>812709.20000000</valUSD>
        <pctVal>0.172562896266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.48000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2019-2A A1</title>
        <cusip>165183CD4</cusip>
        <identifiers>
          <isin value="US165183CD45"/>
        </identifiers>
        <balance>1581750.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1580815.72000000</valUSD>
        <pctVal>0.335655286180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-3 TRUST SCLP 2019-3 A</title>
        <cusip>83405TAA1</cusip>
        <identifiers>
          <isin value="US83405TAA16"/>
        </identifiers>
        <balance>995357.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001402.03000000</valUSD>
        <pctVal>0.212628126548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LENDING CLUB ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>CLUB CREDIT TRUST 2017-P2 CLUB 2017-P2 A</title>
        <cusip>21051CAC1</cusip>
        <identifiers>
          <isin value="US21051CAC10"/>
        </identifiers>
        <balance>25676.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25683.82000000</valUSD>
        <pctVal>0.005453456619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.61000000</annualizedRt>
          <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>AMGEN INC VARIABLE RATE 05/11/2020</title>
        <cusip>031162CN8</cusip>
        <identifiers>
          <isin value="US031162CN83"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1251944.38000000</valUSD>
        <pctVal>0.265825892186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35063080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-3 DRMT 2019-3A A1</title>
        <cusip>24381NAA6</cusip>
        <identifiers>
          <isin value="US24381NAA63"/>
        </identifiers>
        <balance>710013.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>714649.20000000</valUSD>
        <pctVal>0.151741774015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96399880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2016-2 LLC SCLP 2016-2 A</title>
        <cusip>83402QAA0</cusip>
        <identifiers>
          <isin value="US83402QAA04"/>
        </identifiers>
        <balance>272648.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>273416.42000000</valUSD>
        <pctVal>0.058054626823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.09000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2018-2 NHLT 2018-2A A</title>
        <cusip>63862TAA9</cusip>
        <identifiers>
          <isin value="US63862TAA97"/>
        </identifiers>
        <balance>91680.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91784.55000000</valUSD>
        <pctVal>0.019488653236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18769920</annualizedRt>
          <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 CREDIT UNION ADMINISTRATION GUARANTEED NOTES TRUST</name>
        <lei>N/A</lei>
        <title>NCUA GUARANTEED NOTES TRUST 2011-R1 NGN 2011-R1 1A</title>
        <cusip>62888YAA0</cusip>
        <identifiers>
          <isin value="US62888YAA01"/>
        </identifiers>
        <balance>585739.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585773.53000000</valUSD>
        <pctVal>0.124377547212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.43950040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 2.650000% 10/26/2020</title>
        <cusip>172967KB6</cusip>
        <identifiers>
          <isin value="US172967KB60"/>
        </identifiers>
        <balance>610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613600.32000000</valUSD>
        <pctVal>0.130286021580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM FUNDING LTD</name>
        <lei>N/A</lei>
        <title>OZLM XII LTD OZLM 2015-12A A1R</title>
        <cusip>67109WAJ7</cusip>
        <identifiers>
          <isin value="US67109WAJ71"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>649132.90000000</valUSD>
        <pctVal>0.137830669673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98550160</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 139869</title>
        <cusip>31365WJN4</cusip>
        <identifiers>
          <isin value="US31365WJN48"/>
        </identifiers>
        <balance>632.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637.75000000</valUSD>
        <pctVal>0.000135413733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.60500040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2019-D CPS 2019-D A</title>
        <cusip>12655KAA6</cusip>
        <identifiers>
          <isin value="US12655KAA60"/>
        </identifiers>
        <balance>601462.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601343.27000000</valUSD>
        <pctVal>0.127683476847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
          <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>GENERAL ELECTRIC CO VARIABLE RATE 03/28/2020</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1042118288"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199318.00000000</valUSD>
        <pctVal>0.042321277227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51438040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.500000% 05/15/2021</title>
        <cusip>00772BAF8</cusip>
        <identifiers>
          <isin value="US00772BAF85"/>
        </identifiers>
        <balance>1010000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1043209.98000000</valUSD>
        <pctVal>0.221505226670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS COMPANY</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO VARIABLE RATE 08/07/2020</title>
        <cusip>37045VAM2</cusip>
        <identifiers>
          <isin value="US37045VAM28"/>
        </identifiers>
        <balance>969000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>970815.35000000</valUSD>
        <pctVal>0.206133643542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69349840</annualizedRt>
          <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 MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2</title>
        <cusip>46650AAD5</cusip>
        <identifiers>
          <isin value="US46650AAD54"/>
        </identifiers>
        <balance>519720.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519374.85000000</valUSD>
        <pctVal>0.110279086743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76837840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-1 TRUST SCLP 2019-1 A</title>
        <cusip>78472CAA6</cusip>
        <identifiers>
          <isin value="US78472CAA62"/>
        </identifiers>
        <balance>1147998.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1154554.27000000</valUSD>
        <pctVal>0.245147007968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.24000000</annualizedRt>
          <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 LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2019-B FORDL 2019-B A2A</title>
        <cusip>34528DAB9</cusip>
        <identifiers>
          <isin value="US34528DAB91"/>
        </identifiers>
        <balance>695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>696276.16000000</valUSD>
        <pctVal>0.147840618478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.28000000</annualizedRt>
          <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 BANK NA VARIABLE RATE 01/22/2021</title>
        <cusip>69353RFK9</cusip>
        <identifiers>
          <isin value="US69353RFK95"/>
        </identifiers>
        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1653858.39000000</valUSD>
        <pctVal>0.351164467922</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>Floating</couponKind>
          <annualizedRt>2.20325040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1</title>
        <cusip>89173UAA5</cusip>
        <identifiers>
          <isin value="US89173UAA51"/>
        </identifiers>
        <balance>345176.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348399.09000000</valUSD>
        <pctVal>0.073975729605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORTGAGEIT TRUST</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST 2005-5 MHL 2005-5 A1</title>
        <cusip>61915RAU0</cusip>
        <identifiers>
          <isin value="US61915RAU05"/>
        </identifiers>
        <balance>129959.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129537.17000000</valUSD>
        <pctVal>0.027504683384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34275040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WHEELS SPV, LLC</name>
        <lei>N/A</lei>
        <title>WHEELS SPV 2 LLC WHLS 2018-1A A2</title>
        <cusip>96328DBF0</cusip>
        <identifiers>
          <isin value="US96328DBF06"/>
        </identifiers>
        <balance>201292.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202400.74000000</valUSD>
        <pctVal>0.042975836745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.06000000</annualizedRt>
          <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 TOLL BRDG REV</name>
        <lei>N/A</lei>
        <title>BAY AREA CA TOLL AUTH TOLL BRI BAY AREA TOLL AUTHORITY</title>
        <cusip>072024WV0</cusip>
        <identifiers>
          <isin value="US072024WV08"/>
        </identifiers>
        <balance>1405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1407908.35000000</valUSD>
        <pctVal>0.298941789454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.07500000</annualizedRt>
          <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 FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING LLC EFF 2017-2 A2</title>
        <cusip>29372JAB3</cusip>
        <identifiers>
          <isin value="US29372JAB35"/>
        </identifiers>
        <balance>93231.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93188.18000000</valUSD>
        <pctVal>0.019786686601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.97000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2019-2 NAVSL 2019-2A A1</title>
        <cusip>63941RAA8</cusip>
        <identifiers>
          <isin value="US63941RAA86"/>
        </identifiers>
        <balance>632437.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>631974.69000000</valUSD>
        <pctVal>0.134187459516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-02-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.09274840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-2 TRUST SCLP 2019-2 A</title>
        <cusip>83406CAA7</cusip>
        <identifiers>
          <isin value="US83406CAA71"/>
        </identifiers>
        <balance>801739.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>807287.96000000</valUSD>
        <pctVal>0.171411802030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.01000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 846443</title>
        <cusip>3128HDEQ8</cusip>
        <identifiers>
          <isin value="US3128HDEQ86"/>
        </identifiers>
        <balance>3469.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3523.64000000</valUSD>
        <pctVal>0.000748176006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06000080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2019-2 VERUS 2019-2 A1</title>
        <cusip>92537GAA1</cusip>
        <identifiers>
          <isin value="US92537GAA13"/>
        </identifiers>
        <balance>474371.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477797.52000000</valUSD>
        <pctVal>0.101450954265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21099840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JACKSON NATIONAL LIFE GLOBAL FUNDING</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING 144A VARIABLE RATE 06/27/2022</title>
        <cusip>46849LSX0</cusip>
        <identifiers>
          <isin value="US46849LSX00"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606223.15000000</valUSD>
        <pctVal>0.128719623880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82962880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2019-2 DRIVE 2019-2 A2A</title>
        <cusip>26208RAB1</cusip>
        <identifiers>
          <isin value="US26208RAB15"/>
        </identifiers>
        <balance>291127.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291529.38000000</valUSD>
        <pctVal>0.061900559461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR2 1A1</title>
        <cusip>92925CDQ2</cusip>
        <identifiers>
          <isin value="US92925CDQ24"/>
        </identifiers>
        <balance>172979.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169491.95000000</valUSD>
        <pctVal>0.035988299118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25107800</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM INC.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 144A 3.125000% 04/15/2021</title>
        <cusip>11135FAA9</cusip>
        <identifiers>
          <isin value="US11135FAA93"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1162563.16000000</valUSD>
        <pctVal>0.246847539049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ FLEET LEASE FUNDING LP</name>
        <lei>N/A</lei>
        <title>HERTZ FLEET LEASE FUNDING LP HFLF 2019-1 A1</title>
        <cusip>428041BJ5</cusip>
        <identifiers>
          <isin value="US428041BJ51"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999219.90000000</valUSD>
        <pctVal>0.212164793940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22900120</annualizedRt>
          <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 MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE CORP MTN VARIABLE RATE 09/28/2020</title>
        <cusip>654740BC2</cusip>
        <identifiers>
          <isin value="US654740BC20"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>850155.42000000</valUSD>
        <pctVal>0.180513868370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49437880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2019-2 GCAR 2019-2A A</title>
        <cusip>36257NAA1</cusip>
        <identifiers>
          <isin value="US36257NAA19"/>
        </identifiers>
        <balance>609817.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613205.87000000</valUSD>
        <pctVal>0.130202267840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2017-3 FCAT 2017-3 A</title>
        <cusip>33844KAA4</cusip>
        <identifiers>
          <isin value="US33844KAA43"/>
        </identifiers>
        <balance>45907.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45887.75000000</valUSD>
        <pctVal>0.009743365822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.88000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRZ MSR</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LLC 2018-FNT2 NZES 2018-FNT2 A</title>
        <cusip>64829TAH4</cusip>
        <identifiers>
          <isin value="US64829TAH41"/>
        </identifiers>
        <balance>578489.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>587611.99000000</valUSD>
        <pctVal>0.124767908220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.79000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2019-4 FCAT 2019-4 A</title>
        <cusip>33845FAA4</cusip>
        <identifiers>
          <isin value="US33845FAA49"/>
        </identifiers>
        <balance>769000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>769533.30000000</valUSD>
        <pctVal>0.163395338728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IBM CREDIT LLC</name>
        <lei>549300ZNLJL43AQTG067</lei>
        <title>IBM CREDIT LLC VARIABLE RATE 11/30/2020</title>
        <cusip>44932HAJ2</cusip>
        <identifiers>
          <isin value="US44932HAJ23"/>
        </identifiers>
        <balance>1670000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1676295.32000000</valUSD>
        <pctVal>0.355928510982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.38375080</annualizedRt>
          <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>CARDINAL HEALTH INC VARIABLE RATE 06/15/2022</title>
        <cusip>14149YBG2</cusip>
        <identifiers>
          <isin value="US14149YBG26"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1203201.20000000</valUSD>
        <pctVal>0.255476231675</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>Floating</couponKind>
          <annualizedRt>2.88849960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2019-1 DEFT 2019-1 A2</title>
        <cusip>24704BAC8</cusip>
        <identifiers>
          <isin value="US24704BAC81"/>
        </identifiers>
        <balance>330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331534.86000000</valUSD>
        <pctVal>0.070394940348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.78000000</annualizedRt>
          <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>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-119 TG</title>
        <cusip>38379MVW1</cusip>
        <identifiers>
          <isin value="US38379MVW18"/>
        </identifiers>
        <balance>2624808.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2608147.38000000</valUSD>
        <pctVal>0.553789062291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC VARIABLE RATE 03/28/2022</title>
        <cusip>345397YJ6</cusip>
        <identifiers>
          <isin value="US345397YJ68"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>742534.43000000</valUSD>
        <pctVal>0.157662656973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.37438080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2017-2 AOMT 2017-2 A1</title>
        <cusip>03463NAA1</cusip>
        <identifiers>
          <isin value="US03463NAA19"/>
        </identifiers>
        <balance>148067.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147775.78000000</valUSD>
        <pctVal>0.031377295341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47799880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KKR FINANCIAL CLO, LTD.</name>
        <lei>N/A</lei>
        <title>KKR CLO 21 LTD KKR 21 A</title>
        <cusip>48252KAA7</cusip>
        <identifiers>
          <isin value="US48252KAA79"/>
        </identifiers>
        <balance>775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>765239.65000000</valUSD>
        <pctVal>0.162483666165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00088080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2018-A ARIFL 2018-A A2</title>
        <cusip>00217EAB4</cusip>
        <identifiers>
          <isin value="US00217EAB48"/>
        </identifiers>
        <balance>168963.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>169275.78000000</valUSD>
        <pctVal>0.035942399648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <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, LLC</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
        <title>DUKE ENERGY PROGRESS LLC VARIABLE RATE 09/08/2020</title>
        <cusip>26442UAD6</cusip>
        <identifiers>
          <isin value="US26442UAD63"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>800579.90000000</valUSD>
        <pctVal>0.169987476747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28213000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MFA LLC</name>
        <lei>N/A</lei>
        <title>MFA 2017-RPL1 TRUST MFRA 2017-RPL1 A1</title>
        <cusip>552759AA0</cusip>
        <identifiers>
          <isin value="US552759AA01"/>
        </identifiers>
        <balance>144287.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143539.26000000</valUSD>
        <pctVal>0.030477753215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58800040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SGR</name>
        <lei>N/A</lei>
        <title>SG RESIDENTIAL MORTGAGE TRUST 2018-1 SGR 2018-1 A1</title>
        <cusip>81880KAA8</cusip>
        <identifiers>
          <isin value="US81880KAA88"/>
        </identifiers>
        <balance>325476.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326390.80000000</valUSD>
        <pctVal>0.069302699862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.42500040</annualizedRt>
          <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 of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE FUT MAR20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYH0"/>
        </identifiers>
        <balance>-38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4915656.25000000</valUSD>
        <pctVal>-1.04374341960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 10 Year Treasury Note Future (consolidated) Mar 2020</issueTitle>
                <identifiers>
                  <isin value="US912828U246"/>
                  <ticker value="TZH0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-03-20</expDate>
            <notionalAmt>-4921259.92</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5603.67</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) MAR20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USH0"/>
        </identifiers>
        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-158968.75000000</valUSD>
        <pctVal>-0.03375390350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US Long Bond (CBT) Mar 2020</issueTitle>
                <identifiers>
                  <isin value="US912810FT08"/>
                  <ticker value="UPH0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-03-23</expDate>
            <notionalAmt>-159296.79</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>328.04</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2019-1 HPEFS 2019-1A A2</title>
        <cusip>40438DAB5</cusip>
        <identifiers>
          <isin value="US40438DAB55"/>
        </identifiers>
        <balance>1590000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1592224.89000000</valUSD>
        <pctVal>0.338077800185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.19000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-2 AOMT 2019-2 A1</title>
        <cusip>03463WAA1</cusip>
        <identifiers>
          <isin value="US03463WAA18"/>
        </identifiers>
        <balance>379477.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>383490.66000000</valUSD>
        <pctVal>0.081426737855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.62800080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-2 WLAKE 2017-2A D</title>
        <cusip>96042MAL3</cusip>
        <identifiers>
          <isin value="US96042MAL37"/>
        </identifiers>
        <balance>1125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1135648.35000000</valUSD>
        <pctVal>0.241132705790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO VARIABLE RATE 01/24/2023</title>
        <cusip>949746SL6</cusip>
        <identifiers>
          <isin value="US949746SL69"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>708861.48000000</valUSD>
        <pctVal>0.150512864922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.04599960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 B</title>
        <cusip>12653VAC0</cusip>
        <identifiers>
          <isin value="US12653VAC00"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1151950.98000000</valUSD>
        <pctVal>0.244594250275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.14349840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUTTER HEALTH</name>
        <lei>549300MJCC12LU768G81</lei>
        <title>SUTTER HEALTH 2.286000% 08/15/2053</title>
        <cusip>86944BAC7</cusip>
        <identifiers>
          <isin value="US86944BAC72"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>449768.58000000</valUSD>
        <pctVal>0.095499557301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.28600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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 COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C29 A2</title>
        <cusip>46644RAX3</cusip>
        <identifiers>
          <isin value="US46644RAX35"/>
        </identifiers>
        <balance>1721067.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1722697.49000000</valUSD>
        <pctVal>0.365781103826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.92130000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Svenska Handelsbanken AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN AB MTN VARIABLE RATE 05/24/2021</title>
        <cusip>86960BAU6</cusip>
        <identifiers>
          <isin value="US86960BAU61"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>853408.50000000</valUSD>
        <pctVal>0.181204596255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37949920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC 144A 3.500000% 06/25/2021</title>
        <cusip>07274NAA1</cusip>
        <identifiers>
          <isin value="US07274NAA19"/>
        </identifiers>
        <balance>775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>787784.81000000</valUSD>
        <pctVal>0.167270689748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO MTN 2.600000% 07/22/2020</title>
        <cusip>94974BGM6</cusip>
        <identifiers>
          <isin value="US94974BGM63"/>
        </identifiers>
        <balance>2450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2460044.73000000</valUSD>
        <pctVal>0.522342362501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FOX CORPORATION</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>FOX CORP 144A 3.666000% 01/25/2022</title>
        <cusip>35137LAA3</cusip>
        <identifiers>
          <isin value="US35137LAA35"/>
        </identifiers>
        <balance>120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123883.14000000</valUSD>
        <pctVal>0.026304160746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.66600000</annualizedRt>
          <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 FINANCIAL CORPORATION</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP VARIABLE RATE 05/12/2020</title>
        <cusip>14040HBQ7</cusip>
        <identifiers>
          <isin value="US14040HBQ74"/>
        </identifiers>
        <balance>1745000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1748869.12000000</valUSD>
        <pctVal>0.371338137354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66063040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MCKESSON CORPORATION</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>MCKESSON CORP 3.650000% 11/30/2020</title>
        <cusip>581557BM6</cusip>
        <identifiers>
          <isin value="US581557BM66"/>
        </identifiers>
        <balance>455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462234.54000000</valUSD>
        <pctVal>0.098146459984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2019-3 GMALT 2019-3 A3</title>
        <cusip>38013TAD3</cusip>
        <identifiers>
          <isin value="US38013TAD37"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>700305.76000000</valUSD>
        <pctVal>0.148696225191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.03000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN AE0285</title>
        <cusip>31419AJ73</cusip>
        <identifiers>
          <isin value="US31419AJ733"/>
        </identifiers>
        <balance>41027.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42550.08000000</valUSD>
        <pctVal>0.009034676906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK NATIONAL ASSOCIATION</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITIBANK NA VARIABLE RATE 02/12/2021</title>
        <cusip>17325FAM0</cusip>
        <identifiers>
          <isin value="US17325FAM05"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001358.99000000</valUSD>
        <pctVal>0.212618987846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25063000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC 144A 2.744000% 09/10/2022</title>
        <cusip>853254BQ2</cusip>
        <identifiers>
          <isin value="US853254BQ20"/>
        </identifiers>
        <balance>780000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>782752.43000000</valUSD>
        <pctVal>0.166202162324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74400000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2017-C02 2M1</title>
        <cusip>30711XGK4</cusip>
        <identifiers>
          <isin value="US30711XGK46"/>
        </identifiers>
        <balance>141130.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141439.32000000</valUSD>
        <pctVal>0.030031872046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97275040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MADISON PARK FUNDING, LTD.</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING XII LTD MDPK 2014-12A AR</title>
        <cusip>55818PAL4</cusip>
        <identifiers>
          <isin value="US55818PAL40"/>
        </identifiers>
        <balance>130072.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130042.81000000</valUSD>
        <pctVal>0.027612046144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.22588080</annualizedRt>
          <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 FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2019-2 LLC EFF 2019-2 A2</title>
        <cusip>29374DAB4</cusip>
        <identifiers>
          <isin value="US29374DAB47"/>
        </identifiers>
        <balance>790000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>793950.79000000</valUSD>
        <pctVal>0.168579914950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.29000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2007-6 SLMA 2007-6 A4</title>
        <cusip>78444CAD5</cusip>
        <identifiers>
          <isin value="US78444CAD56"/>
        </identifiers>
        <balance>879323.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>878970.19000000</valUSD>
        <pctVal>0.186632120958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.65550040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A A1R2</title>
        <cusip>14310MAW7</cusip>
        <identifiers>
          <isin value="US14310MAW73"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>988711.00000000</valUSD>
        <pctVal>0.209933434654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.27324960</annualizedRt>
          <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 FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2019-1 LLC EFF 2019-1 A2</title>
        <cusip>29374AAB0</cusip>
        <identifiers>
          <isin value="US29374AAB08"/>
        </identifiers>
        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>732481.78000000</valUSD>
        <pctVal>0.155528173446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KI03 A</title>
        <cusip>3137FJXN4</cusip>
        <identifiers>
          <isin value="US3137FJXN40"/>
        </identifiers>
        <balance>377898.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377647.78000000</valUSD>
        <pctVal>0.080186116615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26563120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USAA AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>USAA AUTO OWNER TRUST 2019-1 USAOT 2019-1 A2</title>
        <cusip>90290EAB5</cusip>
        <identifiers>
          <isin value="US90290EAB56"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575920.81000000</valUSD>
        <pctVal>0.122285514909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.26000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2017-3 DRIVE 2017-3 D</title>
        <cusip>26207KAG6</cusip>
        <identifiers>
          <isin value="US26207KAG67"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1161802.11000000</valUSD>
        <pctVal>0.246685944973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2005-3 IMM 2005-3 A1</title>
        <cusip>45254NNP8</cusip>
        <identifiers>
          <isin value="US45254NNP86"/>
        </identifiers>
        <balance>46427.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45485.98000000</valUSD>
        <pctVal>0.009658057824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.30275080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYMPHONY CLO, LTD.</name>
        <lei>N/A</lei>
        <title>SYMPHONY CLO XIV LTD SYMP 2014-14A AR</title>
        <cusip>87159QBV9</cusip>
        <identifiers>
          <isin value="US87159QBV95"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1149436.50000000</valUSD>
        <pctVal>0.244060349648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95088040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ FLEET LEASE FUNDING LP</name>
        <lei>N/A</lei>
        <title>HERTZ FLEET LEASE FUNDING LP HFLF 2019-1 A2</title>
        <cusip>428041BK2</cusip>
        <identifiers>
          <isin value="US428041BK25"/>
        </identifiers>
        <balance>1120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1127844.93000000</valUSD>
        <pctVal>0.239475802243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2018-B TESLA 2018-B A</title>
        <cusip>88161NAA7</cusip>
        <identifiers>
          <isin value="US88161NAA72"/>
        </identifiers>
        <balance>1382074.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1401722.24000000</valUSD>
        <pctVal>0.297628290040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.71000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 2.600000% 08/13/2021</title>
        <cusip>674599CU7</cusip>
        <identifiers>
          <isin value="US674599CU76"/>
        </identifiers>
        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>351727.11000000</valUSD>
        <pctVal>0.074682369532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K020 A1</title>
        <cusip>3137ASR97</cusip>
        <identifiers>
          <isin value="US3137ASR974"/>
        </identifiers>
        <balance>137060.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136651.52000000</valUSD>
        <pctVal>0.029015276399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.57300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. Bank National Association</name>
        <lei>6BYL5QZYBDK8S7L73M02</lei>
        <title>US BANK NA/CINCINNATI OH VARIABLE RATE 02/04/2021</title>
        <cusip>90331HPB3</cusip>
        <identifiers>
          <isin value="US90331HPB32"/>
        </identifiers>
        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1803378.60000000</valUSD>
        <pctVal>0.382912158840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.21225040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S 144A 3.001000% 09/20/2022</title>
        <cusip>23636AAU5</cusip>
        <identifiers>
          <isin value="US23636AAU51"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805543.66000000</valUSD>
        <pctVal>0.171041434056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP VARIABLE RATE 09/09/2022</title>
        <cusip>55336VBH2</cusip>
        <identifiers>
          <isin value="US55336VBH24"/>
        </identifiers>
        <balance>1515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1520363.10000000</valUSD>
        <pctVal>0.322819355205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.20213160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METLIFE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>METLIFE SECURITIZATION TRUST MST 2017-1A A</title>
        <cusip>59166BAA9</cusip>
        <identifiers>
          <isin value="US59166BAA98"/>
        </identifiers>
        <balance>265135.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269176.70000000</valUSD>
        <pctVal>0.057154405240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99999880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-3 SDART 2016-3 C</title>
        <cusip>80284RAF6</cusip>
        <identifiers>
          <isin value="US80284RAF64"/>
        </identifiers>
        <balance>382780.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>383200.39000000</valUSD>
        <pctVal>0.081365104700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.46000000</annualizedRt>
          <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 BANK OF AMERICA MERRILL LYNCH TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2014-C14 A3</title>
        <cusip>61690GAD3</cusip>
        <identifiers>
          <isin value="US61690GAD34"/>
        </identifiers>
        <balance>1874928.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1895144.35000000</valUSD>
        <pctVal>0.402396820264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.66900000</annualizedRt>
          <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 FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2019-1 LLC EFF 2019-1 A2</title>
        <cusip>29374AAB0</cusip>
        <identifiers>
          <isin value="US29374AAB08"/>
        </identifiers>
        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479901.86000000</valUSD>
        <pctVal>0.101897769688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-4 MFT 2019-4A A</title>
        <cusip>57110AAA2</cusip>
        <identifiers>
          <isin value="US57110AAA25"/>
        </identifiers>
        <balance>998000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998590.92000000</valUSD>
        <pctVal>0.212031242344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.39000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2018-2 MFT 2018-2A A</title>
        <cusip>57109EAA7</cusip>
        <identifiers>
          <isin value="US57109EAA73"/>
        </identifiers>
        <balance>65988.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66053.88000000</valUSD>
        <pctVal>0.014025248935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.06000000</annualizedRt>
          <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 FINANCIAL INC.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC 4.125000% 03/30/2020</title>
        <cusip>02005NAZ3</cusip>
        <identifiers>
          <isin value="US02005NAZ33"/>
        </identifiers>
        <balance>1220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1224575.00000000</valUSD>
        <pctVal>0.260014539882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE22 MORTGAGE TRUST COMM 2015-CR22 A2</title>
        <cusip>12592XAZ9</cusip>
        <identifiers>
          <isin value="US12592XAZ96"/>
        </identifiers>
        <balance>854604.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>854367.80000000</valUSD>
        <pctVal>0.181408284839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State of California</name>
        <lei>N/A</lei>
        <title>CALIFORNIA ST STATE OF CALIFORNIA</title>
        <cusip>13063DAF5</cusip>
        <identifiers>
          <isin value="US13063DAF50"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1154508.00000000</valUSD>
        <pctVal>0.245137183439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79599855</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Syngenta Finance N.V.</name>
        <lei>54930042S3BYCEGOCN86</lei>
        <title>SYNGENTA FINANCE NV 144A 3.698000% 04/24/2020</title>
        <cusip>87164KAD6</cusip>
        <identifiers>
          <isin value="US87164KAD63"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>752279.03000000</valUSD>
        <pctVal>0.159731732109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.69800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2017-2 VZOT 2017-2A B</title>
        <cusip>92348PAB8</cusip>
        <identifiers>
          <isin value="US92348PAB85"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300171.30000000</valUSD>
        <pctVal>0.063735502076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.22000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
        <lei>N/A</lei>
        <title>BUNKER HILL LOAN DEPOSITARY TRUST 2019-1 BHLD 2019-1 A2</title>
        <cusip>12061AAB4</cusip>
        <identifiers>
          <isin value="US12061AAB44"/>
        </identifiers>
        <balance>1056857.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1070991.92000000</valUSD>
        <pctVal>0.227404178018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81700000</annualizedRt>
          <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 of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 1.375000% 08/31/2020</title>
        <cusip>912828L32</cusip>
        <identifiers>
          <isin value="US912828L328"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997734.38000000</valUSD>
        <pctVal>0.211849372835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RECKITT BENCKISER TREASURY SERVICES PLC</name>
        <lei>213800LAXWIUOOBZ3908</lei>
        <title>RECKITT BENCKISER TREASURY SERVICES PLC 144A VARIABLE RATE 06/24/2022</title>
        <cusip>75625QAF6</cusip>
        <identifiers>
          <isin value="US75625QAF63"/>
        </identifiers>
        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>826654.76000000</valUSD>
        <pctVal>0.175523963058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69462880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2005-J TRUST BOAMS 2005-J 2A1</title>
        <cusip>05949CKQ8</cusip>
        <identifiers>
          <isin value="US05949CKQ86"/>
        </identifiers>
        <balance>11148.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11290.04000000</valUSD>
        <pctVal>0.002397219080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.12889040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PACCAR FINANCIAL CORP.</name>
        <lei>PH3S12DWZBHHQKVYZ297</lei>
        <title>PACCAR FINANCIAL CORP MTN VARIABLE RATE 05/10/2021</title>
        <cusip>69371RP34</cusip>
        <identifiers>
          <isin value="US69371RP344"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400381.32000000</valUSD>
        <pctVal>0.085013139005</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>Floating</couponKind>
          <annualizedRt>2.16063000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL ADVANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL ADVANCE RECEIVABLES TRUST ADVANCE NRART 2019-T5 AT5</title>
        <cusip>62942QCL5</cusip>
        <identifiers>
          <isin value="US62942QCL59"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575880.21000000</valUSD>
        <pctVal>0.122276894294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.42460000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN AD0213</title>
        <cusip>31418MGX4</cusip>
        <identifiers>
          <isin value="US31418MGX48"/>
        </identifiers>
        <balance>100383.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115293.96000000</valUSD>
        <pctVal>0.024480416438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2018-4 FCAT 2018-4 A</title>
        <cusip>33845DAA9</cusip>
        <identifiers>
          <isin value="US33845DAA90"/>
        </identifiers>
        <balance>624193.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>630318.06000000</valUSD>
        <pctVal>0.133835706551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.41000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMACM MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GMACM MORTGAGE LOAN TRUST 2005-AR6 GMACM 2005-AR6 2A1</title>
        <cusip>36185MBJ0</cusip>
        <identifiers>
          <isin value="US36185MBJ09"/>
        </identifiers>
        <balance>139733.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135636.72000000</valUSD>
        <pctVal>0.028799803476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06724400</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2017-M13 FA</title>
        <cusip>3136AYP31</cusip>
        <identifiers>
          <isin value="US3136AYP317"/>
        </identifiers>
        <balance>447062.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446196.38000000</valUSD>
        <pctVal>0.094741070528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57213160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>PRESTIGE AUTO RECEIVABLES TRUST 2019-1 PART 2019-1A A2</title>
        <cusip>74113NAB4</cusip>
        <identifiers>
          <isin value="US74113NAB47"/>
        </identifiers>
        <balance>590000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>590813.55000000</valUSD>
        <pctVal>0.125447696841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.44000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK ST HSG FIN AGY REV</name>
        <lei>N/A</lei>
        <title>NEW YORK ST HSG FIN AGY NEW YORK STATE HOUSING FINANCE AGENCY</title>
        <cusip>64987BFK9</cusip>
        <identifiers>
          <isin value="US64987BFK98"/>
        </identifiers>
        <balance>3400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3400000.00000000</valUSD>
        <pctVal>0.721923471898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.66999910</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K016 A2</title>
        <cusip>3137AJMF8</cusip>
        <identifiers>
          <isin value="US3137AJMF89"/>
        </identifiers>
        <balance>612551.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>621794.48000000</valUSD>
        <pctVal>0.132025891120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.96760000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP VARIABLE RATE 02/08/2021</title>
        <cusip>674599CT0</cusip>
        <identifiers>
          <isin value="US674599CT04"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402636.26000000</valUSD>
        <pctVal>0.085491931391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85424920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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 COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 A2</title>
        <cusip>46644FAB7</cusip>
        <identifiers>
          <isin value="US46644FAB76"/>
        </identifiers>
        <balance>419294.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419290.18000000</valUSD>
        <pctVal>0.089028065434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77330000</annualizedRt>
          <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 RECEIVABLE TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTO RECEIVABLES TRUST 2019-A WOART 2019-A A2</title>
        <cusip>98162YAB9</cusip>
        <identifiers>
          <isin value="US98162YAB92"/>
        </identifiers>
        <balance>721876.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>724789.57000000</valUSD>
        <pctVal>0.153894883167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-3 DRMT 2017-3A A1</title>
        <cusip>24381FAA3</cusip>
        <identifiers>
          <isin value="US24381FAA30"/>
        </identifiers>
        <balance>133757.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>133568.41000000</valUSD>
        <pctVal>0.028360638318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57699880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE ABS TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE ABS TRUST 2018-LD1 CSABS 2018-LD1 A</title>
        <cusip>22549UAA3</cusip>
        <identifiers>
          <isin value="US22549UAA34"/>
        </identifiers>
        <balance>7817.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7820.36000000</valUSD>
        <pctVal>0.001660500424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42000000</annualizedRt>
          <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 MASTER OWNER TRUST</name>
        <lei>N/A</lei>
        <title>ALLY MASTER OWNER TRUST AMOT 2018-2 A</title>
        <cusip>02005AGU6</cusip>
        <identifiers>
          <isin value="US02005AGU60"/>
        </identifiers>
        <balance>1055000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1073899.59000000</valUSD>
        <pctVal>0.228021564847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.29000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1</title>
        <cusip>89173HAA4</cusip>
        <identifiers>
          <isin value="US89173HAA41"/>
        </identifiers>
        <balance>629651.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634824.01000000</valUSD>
        <pctVal>0.134792456865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4323 GA</title>
        <cusip>3137BADW9</cusip>
        <identifiers>
          <isin value="US3137BADW95"/>
        </identifiers>
        <balance>542604.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548917.04000000</valUSD>
        <pctVal>0.116551792735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SECURITIZED TERM AUTO RECEIVABLES TRUST 2019-1 SSTRT 2019-1A A3</title>
        <cusip>81377DAC0</cusip>
        <identifiers>
          <isin value="US81377DAC02"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>759098.40000000</valUSD>
        <pctVal>0.161179691894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WHEELS SPV, LLC</name>
        <lei>N/A</lei>
        <title>WHEELS SPV 2 LLC WHLS 2017-1A A2</title>
        <cusip>96328DAZ7</cusip>
        <identifiers>
          <isin value="US96328DAZ78"/>
        </identifiers>
        <balance>35721.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35713.00000000</valUSD>
        <pctVal>0.007582956750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.88000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN AD0630</title>
        <cusip>31418MVY5</cusip>
        <identifiers>
          <isin value="US31418MVY55"/>
        </identifiers>
        <balance>15707.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16250.10000000</valUSD>
        <pctVal>0.003450390767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENSKE TRUCK LEASING CO., L.P.</name>
        <lei>549300ZX07JYMI8GHQ39</lei>
        <title>PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 3.650000% 07/29/2021</title>
        <cusip>709599BD5</cusip>
        <identifiers>
          <isin value="US709599BD56"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>587831.00000000</valUSD>
        <pctVal>0.124814410708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 374614</title>
        <cusip>31377EDT3</cusip>
        <identifiers>
          <isin value="US31377EDT38"/>
        </identifiers>
        <balance>8585.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8754.24000000</valUSD>
        <pctVal>0.001858791569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.37900040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2011-1 SLMA 2011-1 A1</title>
        <cusip>83149VAA7</cusip>
        <identifiers>
          <isin value="US83149VAA70"/>
        </identifiers>
        <balance>98447.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98501.68000000</valUSD>
        <pctVal>0.020914904356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34275040</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2012-M9 A2</title>
        <cusip>3136A72D3</cusip>
        <identifiers>
          <isin value="US3136A72D33"/>
        </identifiers>
        <balance>359531.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362595.50000000</valUSD>
        <pctVal>0.076990059486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.48200000</annualizedRt>
          <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 MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2014-1 JPMMT 2014-1 2A5</title>
        <cusip>46641CAY7</cusip>
        <identifiers>
          <isin value="US46641CAY75"/>
        </identifiers>
        <balance>500114.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499187.69000000</valUSD>
        <pctVal>0.105992738321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP VARIABLE RATE 09/17/2021</title>
        <cusip>125523AB6</cusip>
        <identifiers>
          <isin value="US125523AB67"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>600134.44000000</valUSD>
        <pctVal>0.127426805450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78938080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PARAGON MORTGAGES PLC</name>
        <lei>N/A</lei>
        <title>PARAGON MORTGAGES NO 15 PLC PARGN 15A A2C</title>
        <cusip>69913GAB1</cusip>
        <identifiers>
          <isin value="US69913GAB14"/>
        </identifiers>
        <balance>258197.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246694.91000000</valUSD>
        <pctVal>0.052380837037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63025000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-EXP2 TRUST OBX 2018-EXP2 2A1A</title>
        <cusip>67097XAR1</cusip>
        <identifiers>
          <isin value="US67097XAR17"/>
        </identifiers>
        <balance>669195.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>667547.52000000</valUSD>
        <pctVal>0.141740653910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57275080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONAGRA BRANDS, INC.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC VARIABLE RATE 10/22/2020</title>
        <cusip>205887BX9</cusip>
        <identifiers>
          <isin value="US205887BX94"/>
        </identifiers>
        <balance>775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>775080.50000000</valUSD>
        <pctVal>0.164573178106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70325080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UTAH ST BRD REGENTS REV</name>
        <lei>N/A</lei>
        <title>UTAH ST BRD OF RGTS REVENUE UTAH STATE BOARD OF REGENTS</title>
        <cusip>91754RZD2</cusip>
        <identifiers>
          <isin value="US91754RZD24"/>
        </identifiers>
        <balance>410994.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408294.55000000</valUSD>
        <pctVal>0.086693358556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45800080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2018-3 DTAOT 2018-3A B</title>
        <cusip>23343CAC5</cusip>
        <identifiers>
          <isin value="US23343CAC55"/>
        </identifiers>
        <balance>975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>984766.97000000</valUSD>
        <pctVal>0.209095997056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.56000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BANK OF COMMERCE VARIABLE RATE 02/02/2021</title>
        <cusip>136069XZ9</cusip>
        <identifiers>
          <isin value="US136069XZ93"/>
        </identifiers>
        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1402046.11000000</valUSD>
        <pctVal>0.297697057497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.21725080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2019-C CPS 2019-C A</title>
        <cusip>12596UAA6</cusip>
        <identifiers>
          <isin value="US12596UAA60"/>
        </identifiers>
        <balance>582747.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583903.37000000</valUSD>
        <pctVal>0.123980455330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVANT LOANS FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>AVANT LOANS FUNDING TRUST 2019-A AVNT 2019-A A</title>
        <cusip>05352EAA0</cusip>
        <identifiers>
          <isin value="US05352EAA01"/>
        </identifiers>
        <balance>400178.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401801.93000000</valUSD>
        <pctVal>0.085314777741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.48000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2011-K12 MORTGAGE TRUST FREMF 2011-K12 B</title>
        <cusip>30262LAF0</cusip>
        <identifiers>
          <isin value="US30262LAF04"/>
        </identifiers>
        <balance>1435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1463386.02000000</valUSD>
        <pctVal>0.310721387142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.34485080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT AGRICOLE S.A. LONDON BRANCH</name>
        <lei>N/A</lei>
        <title>CREDIT AGRICOLE SA/LONDON MTN VARIABLE RATE 06/10/2020</title>
        <cusip>225313AH8</cusip>
        <identifiers>
          <isin value="US225313AH89"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>502158.00000000</valUSD>
        <pctVal>0.106623425529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10412880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBVA USA</name>
        <lei>C90VT034M03BN29IRA40</lei>
        <title>BBVA USA VARIABLE RATE 06/11/2021</title>
        <cusip>20453KAD7</cusip>
        <identifiers>
          <isin value="US20453KAD72"/>
        </identifiers>
        <balance>875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>876421.88000000</valUSD>
        <pctVal>0.186091037193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.86837920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MADISON PARK FUNDING, LTD.</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING XXX LTD MDPK 2018-30A A</title>
        <cusip>55821TAA5</cusip>
        <identifiers>
          <isin value="US55821TAA51"/>
        </identifiers>
        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1335051.45000000</valUSD>
        <pctVal>0.283472052337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75087880</annualizedRt>
          <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 HOLDINGS PLC VARIABLE RATE 05/18/2021</title>
        <cusip>404280BQ1</cusip>
        <identifiers>
          <isin value="US404280BQ12"/>
        </identifiers>
        <balance>890000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>891090.82000000</valUSD>
        <pctVal>0.189205699573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.50413120</annualizedRt>
          <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 CREDIT UNION ADMINISTRATION GUARANTEED NOTES TRUST</name>
        <lei>N/A</lei>
        <title>NCUA GUARANTEED NOTES TRUST 2011-R1 NGN 2011-R1 1A</title>
        <cusip>62888YAA0</cusip>
        <identifiers>
          <isin value="US62888YAA01"/>
        </identifiers>
        <balance>136664.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136672.68000000</valUSD>
        <pctVal>0.029019769311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.43950040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC 144A VARIABLE RATE 01/20/2023</title>
        <cusip>853254BL3</cusip>
        <identifiers>
          <isin value="US853254BL33"/>
        </identifiers>
        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>829512.75000000</valUSD>
        <pctVal>0.176130801312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.11587920</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 344313</title>
        <cusip>31375TN61</cusip>
        <identifiers>
          <isin value="US31375TN614"/>
        </identifiers>
        <balance>1448.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1474.11000000</valUSD>
        <pctVal>0.000312998414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66300080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2007-AR2 GSR 2007-AR2 1A1</title>
        <cusip>3622N6AA7</cusip>
        <identifiers>
          <isin value="US3622N6AA73"/>
        </identifiers>
        <balance>139161.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117964.38000000</valUSD>
        <pctVal>0.025047427873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.26479400</annualizedRt>
          <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 TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-3 CARMX 2019-3 A2A</title>
        <cusip>14315PAB1</cusip>
        <identifiers>
          <isin value="US14315PAB13"/>
        </identifiers>
        <balance>515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516050.65000000</valUSD>
        <pctVal>0.109573257918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST 2018-MCSF BX 2018-MCSF A</title>
        <cusip>05607AAA1</cusip>
        <identifiers>
          <isin value="US05607AAA16"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>797007.04000000</valUSD>
        <pctVal>0.169228849836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49019920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARINGS BDC STATIC CLO LTD</name>
        <lei>N/A</lei>
        <title>BARINGS BDC STATIC CLO LTD 2019-1 BBDC 2019-1A A1</title>
        <cusip>06761QAA6</cusip>
        <identifiers>
          <isin value="US06761QAA67"/>
        </identifiers>
        <balance>606670.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604286.54000000</valUSD>
        <pctVal>0.128308422640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32337960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-3 TRUST SCLP 2019-3 A</title>
        <cusip>83405TAA1</cusip>
        <identifiers>
          <isin value="US83405TAA16"/>
        </identifiers>
        <balance>861367.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866597.92000000</valUSD>
        <pctVal>0.184005111513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2002-64 FG</title>
        <cusip>31392EP61</cusip>
        <identifiers>
          <isin value="US31392EP616"/>
        </identifiers>
        <balance>4644.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4595.65000000</valUSD>
        <pctVal>0.000975796354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.01250080</annualizedRt>
          <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>DUPONT DE NEMOURS INC 3.766000% 11/15/2020</title>
        <cusip>26078JAA8</cusip>
        <identifiers>
          <isin value="US26078JAA88"/>
        </identifiers>
        <balance>695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>706448.53000000</valUSD>
        <pctVal>0.150000522204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.76600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRILLIUM CREDIT CARD TRUST II</name>
        <lei>N/A</lei>
        <title>TRILLIUM CREDIT CARD TRUST II TCCT 2019-2A A</title>
        <cusip>89621AAP4</cusip>
        <identifiers>
          <isin value="US89621AAP49"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2528070.75000000</valUSD>
        <pctVal>0.536786356777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.03800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LSTAR SECURITIES INVESTMENT LTD 2019-4 LSTRZ 2019-4 A1</title>
        <cusip>54912JAA0</cusip>
        <identifiers>
          <isin value="US54912JAA07"/>
        </identifiers>
        <balance>732076.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>735246.61000000</valUSD>
        <pctVal>0.156115230997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53149920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2019-4 EART 2019-4A A</title>
        <cusip>30167GAA8</cusip>
        <identifiers>
          <isin value="US30167GAA85"/>
        </identifiers>
        <balance>924164.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>924215.63000000</valUSD>
        <pctVal>0.196239104821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.18000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES TRUST 2018-2 GCAR 2018-2A A</title>
        <cusip>36249EAA2</cusip>
        <identifiers>
          <isin value="US36249EAA29"/>
        </identifiers>
        <balance>275549.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276316.72000000</valUSD>
        <pctVal>0.058670448778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SECURITIES 2019-2 TRUS WFMBS 2019-2 A3</title>
        <cusip>95002JAC0</cusip>
        <identifiers>
          <isin value="US95002JAC09"/>
        </identifiers>
        <balance>359773.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361074.00000000</valUSD>
        <pctVal>0.076666998732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2016-DNA1 M2</title>
        <cusip>3137G0HT9</cusip>
        <identifiers>
          <isin value="US3137G0HT90"/>
        </identifiers>
        <balance>434440.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436491.19000000</valUSD>
        <pctVal>0.092680363334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.72275000</annualizedRt>
          <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 CORPORATION</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP VARIABLE RATE 03/09/2021</title>
        <cusip>126650DD9</cusip>
        <identifiers>
          <isin value="US126650DD99"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>823869.97000000</valUSD>
        <pctVal>0.174932667392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82213000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Province of Ontario</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>ONTARIO (PROVINCE OF) 2.550000% 02/12/2021</title>
        <cusip>68323AES9</cusip>
        <identifiers>
          <isin value="US68323AES96"/>
        </identifiers>
        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1764825.86000000</valUSD>
        <pctVal>0.374726238866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 323626</title>
        <cusip>31374TPK9</cusip>
        <identifiers>
          <isin value="US31374TPK96"/>
        </identifiers>
        <balance>642.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653.58000000</valUSD>
        <pctVal>0.000138774924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.78100160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO VARIABLE RATE 03/12/2021</title>
        <cusip>42824CBD0</cusip>
        <identifiers>
          <isin value="US42824CBD02"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1154696.20000000</valUSD>
        <pctVal>0.245177144026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80725120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRZ EXCESS SPREAD COLLATERALIZED NOTES</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2018 NZES 2018-PLS1 A</title>
        <cusip>40423XAB8</cusip>
        <identifiers>
          <isin value="US40423XAB82"/>
        </identifiers>
        <balance>418513.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420049.52000000</valUSD>
        <pctVal>0.089189296425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2019-2 NHLT 2019-2A A</title>
        <cusip>63862UAA6</cusip>
        <identifiers>
          <isin value="US63862UAA60"/>
        </identifiers>
        <balance>336000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335999.97000000</valUSD>
        <pctVal>0.071343019088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27220120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE LOAN TRUST 2018-2 MCMLT 2018-2 A1</title>
        <cusip>59980MAC5</cusip>
        <identifiers>
          <isin value="US59980MAC55"/>
        </identifiers>
        <balance>929269.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>947839.48000000</valUSD>
        <pctVal>0.201255167118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</annualizedRt>
          <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>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-7 MD</title>
        <cusip>38378CNY9</cusip>
        <identifiers>
          <isin value="US38378CNY92"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>969160.32000000</valUSD>
        <pctVal>0.205782230305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-1 DRMT 2017-1A A1</title>
        <cusip>24380TAA4</cusip>
        <identifiers>
          <isin value="US24380TAA43"/>
        </identifiers>
        <balance>38075.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38030.85000000</valUSD>
        <pctVal>0.008075106844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72499840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2017-4A A1</title>
        <cusip>165183BB9</cusip>
        <identifiers>
          <isin value="US165183BB97"/>
        </identifiers>
        <balance>306781.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306670.64000000</valUSD>
        <pctVal>0.065115509752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2005 MLMI 2005-A3 A1</title>
        <cusip>59020UVQ5</cusip>
        <identifiers>
          <isin value="US59020UVQ56"/>
        </identifiers>
        <balance>10364.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10344.36000000</valUSD>
        <pctVal>0.002196422436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36274840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL, INC.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL INC/MD VARIABLE RATE 03/08/2021</title>
        <cusip>571900BA6</cusip>
        <identifiers>
          <isin value="US571900BA65"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>577285.82000000</valUSD>
        <pctVal>0.122575348074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75213160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
        <lei>N/A</lei>
        <title>CHL MORTGAGE PASS-THROUGH TRUST 2005-HY10 CWHL 2005-HY10 3A1A</title>
        <cusip>126694VM7</cusip>
        <identifiers>
          <isin value="US126694VM78"/>
        </identifiers>
        <balance>79018.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72806.16000000</valUSD>
        <pctVal>0.015458963471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18440960</annualizedRt>
          <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 FLAVORS &amp; FRAGRANCES INC.</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC 3.400000% 09/25/2020</title>
        <cusip>459506AJ0</cusip>
        <identifiers>
          <isin value="US459506AJ06"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384063.17000000</valUSD>
        <pctVal>0.081548299151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
        <lei>N/A</lei>
        <title>BUNKER HILL LOAN DEPOSITARY TRUST 2019-1 BHLD 2019-1 A1</title>
        <cusip>12061AAA6</cusip>
        <identifiers>
          <isin value="US12061AAA60"/>
        </identifiers>
        <balance>248720.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251644.56000000</valUSD>
        <pctVal>0.053431798364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.61300000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN BM4299</title>
        <cusip>3140J8X57</cusip>
        <identifiers>
          <isin value="US3140J8X570"/>
        </identifiers>
        <balance>1047500.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1072985.42000000</valUSD>
        <pctVal>0.227827458736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2015-D DRIVE 2015-DA D</title>
        <cusip>26207WAG0</cusip>
        <identifiers>
          <isin value="US26207WAG06"/>
        </identifiers>
        <balance>558583.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>560026.91000000</valUSD>
        <pctVal>0.118910756242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.59000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2018-4 A3</title>
        <cusip>38013FAD3</cusip>
        <identifiers>
          <isin value="US38013FAD33"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>915565.59000000</valUSD>
        <pctVal>0.194402438083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2019-2 DRIVE 2019-2 A3</title>
        <cusip>26208RAD7</cusip>
        <identifiers>
          <isin value="US26208RAD70"/>
        </identifiers>
        <balance>410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412985.42000000</valUSD>
        <pctVal>0.087689373014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JACKSON NATIONAL LIFE GLOBAL FUNDING</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING 144A VARIABLE RATE 06/11/2021</title>
        <cusip>46849LTA9</cusip>
        <identifiers>
          <isin value="US46849LTA97"/>
        </identifiers>
        <balance>1620000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1625490.54000000</valUSD>
        <pctVal>0.345141110051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61838080</annualizedRt>
          <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>FORD CREDIT AUTO OWNER TRUST 2015-REV2 FORDR 2015-2 A</title>
        <cusip>34530WAA5</cusip>
        <identifiers>
          <isin value="US34530WAA53"/>
        </identifiers>
        <balance>885000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>887276.22000000</valUSD>
        <pctVal>0.188395743904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.44000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REGIONAL MANAGEMENT ISSUANCE TRUST (RMGIT)</name>
        <lei>N/A</lei>
        <title>REGIONAL MANAGEMENT ISSUANCE TRUST 2019-1 RMIT 2019-1 A</title>
        <cusip>75907TAA0</cusip>
        <identifiers>
          <isin value="US75907TAA07"/>
        </identifiers>
        <balance>175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175160.65000000</valUSD>
        <pctVal>0.037191936643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SKOPOS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SKOPOS AUTO RECEIVABLES TRUST 2018-1 SKOP 2018-1A A</title>
        <cusip>83085LAA5</cusip>
        <identifiers>
          <isin value="US83085LAA52"/>
        </identifiers>
        <balance>19682.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19689.07000000</valUSD>
        <pctVal>0.004180588756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2019-3 EART 2019-3A A</title>
        <cusip>30167EAA3</cusip>
        <identifiers>
          <isin value="US30167EAA38"/>
        </identifiers>
        <balance>346877.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347606.30000000</valUSD>
        <pctVal>0.073807396161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OZLM FUNDING LTD</name>
        <lei>N/A</lei>
        <title>OZLM VII LTD OZLM 2014-7RA A1R</title>
        <cusip>67108WBE8</cusip>
        <identifiers>
          <isin value="US67108WBE84"/>
        </identifiers>
        <balance>965000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>958771.89000000</valUSD>
        <pctVal>0.203576450466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01213080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>PRESTIGE AUTO RECEIVABLES TRUST 2017-1 PART 2017-1A A3</title>
        <cusip>74113YAC8</cusip>
        <identifiers>
          <isin value="US74113YAC84"/>
        </identifiers>
        <balance>144695.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144670.28000000</valUSD>
        <pctVal>0.030717903181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BB&amp;T Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>BB&amp;T CORP MTN VARIABLE RATE 06/15/2020</title>
        <cusip>05531FAW3</cusip>
        <identifiers>
          <isin value="US05531FAW32"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651620.35000000</valUSD>
        <pctVal>0.138358831009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98024920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2019-C CNH 2019-C A2</title>
        <cusip>12597CAB3</cusip>
        <identifiers>
          <isin value="US12597CAB37"/>
        </identifiers>
        <balance>1375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1374770.24000000</valUSD>
        <pctVal>0.291905560212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.99000000</annualizedRt>
          <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>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-151 KA</title>
        <cusip>38377NMJ0</cusip>
        <identifiers>
          <isin value="US38377NMJ09"/>
        </identifiers>
        <balance>171804.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174435.32000000</valUSD>
        <pctVal>0.037037927010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 2019-3 ARRW 2019-3 A1</title>
        <cusip>04285AAA3</cusip>
        <identifiers>
          <isin value="US04285AAA34"/>
        </identifiers>
        <balance>632165.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634725.52000000</valUSD>
        <pctVal>0.134771544441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96200080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRILLIUM CREDIT CARD TRUST II</name>
        <lei>N/A</lei>
        <title>TRILLIUM CREDIT CARD TRUST II TCCT 2019-1A A</title>
        <cusip>89621AAL3</cusip>
        <identifiers>
          <isin value="US89621AAL35"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1102288.33000000</valUSD>
        <pctVal>0.234049358301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.18274840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE LOAN TRUST 2018-1 MCMLT 2018-1 A1</title>
        <cusip>59980VAA9</cusip>
        <identifiers>
          <isin value="US59980VAA98"/>
        </identifiers>
        <balance>291079.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296939.69000000</valUSD>
        <pctVal>0.063049332926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25000080</annualizedRt>
          <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 RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO RECEIVABLES TRUST 2016-1 MBART 2016-1 A4</title>
        <cusip>58769BAE4</cusip>
        <identifiers>
          <isin value="US58769BAE48"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997364.70000000</valUSD>
        <pctVal>0.211770878521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.46000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A A</title>
        <cusip>23343JAA4</cusip>
        <identifiers>
          <isin value="US23343JAA43"/>
        </identifiers>
        <balance>1690912.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1691723.79000000</valUSD>
        <pctVal>0.359204444696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2005-5 IMM 2005-5 A1</title>
        <cusip>45254NPU5</cusip>
        <identifiers>
          <isin value="US45254NPU53"/>
        </identifiers>
        <balance>37479.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37432.96000000</valUSD>
        <pctVal>0.007948156601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46274920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2018-2 TRUST SCLP 2018-2 A1</title>
        <cusip>78471WAA3</cusip>
        <identifiers>
          <isin value="US78471WAA36"/>
        </identifiers>
        <balance>43036.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43065.84000000</valUSD>
        <pctVal>0.009144188450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93000000</annualizedRt>
          <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 FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2018-2 LLC EFF 2018-2 A2</title>
        <cusip>29373FAB0</cusip>
        <identifiers>
          <isin value="US29373FAB04"/>
        </identifiers>
        <balance>349578.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352385.82000000</valUSD>
        <pctVal>0.074822233712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3745 GP</title>
        <cusip>3137A23E9</cusip>
        <identifiers>
          <isin value="US3137A23E98"/>
        </identifiers>
        <balance>1015965.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1033663.97000000</valUSD>
        <pctVal>0.219478318234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK TAX LIEN NYCTL</name>
        <lei>N/A</lei>
        <title>NYCTL 2018-A TRUST NYCTL 2018-A A</title>
        <cusip>62954NAA3</cusip>
        <identifiers>
          <isin value="US62954NAA37"/>
        </identifiers>
        <balance>644193.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>645692.15000000</valUSD>
        <pctVal>0.137100093736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.22000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2011-24 PC</title>
        <cusip>31397SRT3</cusip>
        <identifiers>
          <isin value="US31397SRT32"/>
        </identifiers>
        <balance>586961.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594729.43000000</valUSD>
        <pctVal>0.126279157336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EVERGREEN CREDIT CARD TRUST</name>
        <lei>N/A</lei>
        <title>EVERGREEN CREDIT CARD TRUST EVGRN 2019-2 A</title>
        <cusip>30023JBH0</cusip>
        <identifiers>
          <isin value="US30023JBH05"/>
        </identifiers>
        <balance>535000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>533795.23000000</valUSD>
        <pctVal>0.113340972271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-1 AOMT 2019-1 A1</title>
        <cusip>03464MAA2</cusip>
        <identifiers>
          <isin value="US03464MAA27"/>
        </identifiers>
        <balance>808380.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>819259.18000000</valUSD>
        <pctVal>0.173953656355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.92000040</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 313752</title>
        <cusip>31374GQD2</cusip>
        <identifiers>
          <isin value="US31374GQD24"/>
        </identifiers>
        <balance>1287.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1305.90000000</valUSD>
        <pctVal>0.000277282312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.34499840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4385 Q</title>
        <cusip>3137BDV94</cusip>
        <identifiers>
          <isin value="US3137BDV943"/>
        </identifiers>
        <balance>1599295.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1626039.45000000</valUSD>
        <pctVal>0.345257660349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-31 KA</title>
        <cusip>38378DB20</cusip>
        <identifiers>
          <isin value="US38378DB206"/>
        </identifiers>
        <balance>874857.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>877176.40000000</valUSD>
        <pctVal>0.186251244751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
        <lei>N/A</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2019-A2 A2</title>
        <cusip>14041NFU0</cusip>
        <identifiers>
          <isin value="US14041NFU00"/>
        </identifiers>
        <balance>310000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>308941.66000000</valUSD>
        <pctVal>0.065597716412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.72000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTER CREDIT CARD TRUST II</name>
        <lei>N/A</lei>
        <title>MASTER CREDIT CARD TRUST II SERIES 2018-1 MCCT 2018-1A A</title>
        <cusip>576339BM6</cusip>
        <identifiers>
          <isin value="US576339BM61"/>
        </identifiers>
        <balance>355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354722.75000000</valUSD>
        <pctVal>0.075318435070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.21163120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K712 MORTGAGE TRUST FREMF 2013-K712 C</title>
        <cusip>30291EAG9</cusip>
        <identifiers>
          <isin value="US30291EAG98"/>
        </identifiers>
        <balance>1610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1607371.03000000</valUSD>
        <pctVal>0.341293786648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.26319840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2005-8 IMM 2005-8 1A</title>
        <cusip>45254NRG4</cusip>
        <identifiers>
          <isin value="US45254NRG42"/>
        </identifiers>
        <balance>123766.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122220.26000000</valUSD>
        <pctVal>0.025951080716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34275040</annualizedRt>
          <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 of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 1.125000% 12/31/2019</title>
        <cusip>912828UF5</cusip>
        <identifiers>
          <isin value="US912828UF54"/>
        </identifiers>
        <balance>3445000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3443310.33000000</valUSD>
        <pctVal>0.731119573016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-3 DRMT 2018-3A A1</title>
        <cusip>24381KAA2</cusip>
        <identifiers>
          <isin value="US24381KAA25"/>
        </identifiers>
        <balance>557103.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>560743.33000000</valUSD>
        <pctVal>0.119062874010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78900000</annualizedRt>
          <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 TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-4 CARMX 2019-4 A2A</title>
        <cusip>14315WAB6</cusip>
        <identifiers>
          <isin value="US14315WAB63"/>
        </identifiers>
        <balance>2185000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2185004.81000000</valUSD>
        <pctVal>0.463943017220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.01000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2011-38 BA</title>
        <cusip>31397UAA7</cusip>
        <identifiers>
          <isin value="US31397UAA79"/>
        </identifiers>
        <balance>62632.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62552.92000000</valUSD>
        <pctVal>0.013281888583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>ONEMAIN FINANCIAL ISSUANCE TRUST 2018-1 OMFIT 2018-1A A</title>
        <cusip>68267BAA8</cusip>
        <identifiers>
          <isin value="US68267BAA89"/>
        </identifiers>
        <balance>395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400521.67000000</valUSD>
        <pctVal>0.085042939581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-HQA2 M2</title>
        <cusip>3137G0HF9</cusip>
        <identifiers>
          <isin value="US3137G0HF96"/>
        </identifiers>
        <balance>642714.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>645926.65000000</valUSD>
        <pctVal>0.137149885223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.62274920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP.</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2010-C2 GSMS 2010-C2 A1</title>
        <cusip>36248EAA3</cusip>
        <identifiers>
          <isin value="US36248EAA38"/>
        </identifiers>
        <balance>108693.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109264.90000000</valUSD>
        <pctVal>0.023200263519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.84900000</annualizedRt>
          <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>BRISTOL-MYERS SQUIBB CO 144A 2.550000% 05/14/2021</title>
        <cusip>110122BX5</cusip>
        <identifiers>
          <isin value="US110122BX59"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1312689.74000000</valUSD>
        <pctVal>0.278723980772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <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>GENERAL ELECTRIC CO MTN VARIABLE RATE 01/09/2020</title>
        <cusip>36967FAA9</cusip>
        <identifiers>
          <isin value="US36967FAA93"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200011.61000000</valUSD>
        <pctVal>0.042468551738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63199960</annualizedRt>
          <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>BANK OF AMERICA CORP VARIABLE RATE 01/23/2022</title>
        <cusip>06051GGX1</cusip>
        <identifiers>
          <isin value="US06051GGX16"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1201862.41000000</valUSD>
        <pctVal>0.255191965815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.31400080</annualizedRt>
          <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 BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE VARIABLE RATE 03/07/2022</title>
        <cusip>064159JF4</cusip>
        <identifiers>
          <isin value="US064159JF41"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805413.98000000</valUSD>
        <pctVal>0.171013899046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74213080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAGNETITE CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>MAGNETITE VII LTD MAGNE 2012-7A A1R2</title>
        <cusip>55951PBA4</cusip>
        <identifiers>
          <isin value="US55951PBA49"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1245125.00000000</valUSD>
        <pctVal>0.264377930278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80087920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCP CLO LTD</name>
        <lei>N/A</lei>
        <title>OCP CLO 2015-8 LTD OCP 2015-8A A1R</title>
        <cusip>67091RAK5</cusip>
        <identifiers>
          <isin value="US67091RAK59"/>
        </identifiers>
        <balance>507942.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507682.32000000</valUSD>
        <pctVal>0.107796406786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85212880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2018-3A A1</title>
        <cusip>165183BT0</cusip>
        <identifiers>
          <isin value="US165183BT06"/>
        </identifiers>
        <balance>648898.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660450.68000000</valUSD>
        <pctVal>0.140233778800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.39000000</annualizedRt>
          <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>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 WFCM 2015-NXS2 A2</title>
        <cusip>94989MAB5</cusip>
        <identifiers>
          <isin value="US94989MAB54"/>
        </identifiers>
        <balance>1136277.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1135745.99000000</valUSD>
        <pctVal>0.241153437733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015-4 TPMT 2015-4 A1B</title>
        <cusip>89171UAU3</cusip>
        <identifiers>
          <isin value="US89171UAU34"/>
        </identifiers>
        <balance>123528.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123664.94000000</valUSD>
        <pctVal>0.026257830246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <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>ANTHEM INC 2.500000% 11/21/2020</title>
        <cusip>036752AE3</cusip>
        <identifiers>
          <isin value="US036752AE32"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>904369.63000000</valUSD>
        <pctVal>0.192025195049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AD0054</title>
        <cusip>31418MBY7</cusip>
        <identifiers>
          <isin value="US31418MBY75"/>
        </identifiers>
        <balance>5381.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5582.31000000</valUSD>
        <pctVal>0.001185294298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 928005</title>
        <cusip>31412LAE0</cusip>
        <identifiers>
          <isin value="US31412LAE02"/>
        </identifiers>
        <balance>15524.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17108.16000000</valUSD>
        <pctVal>0.003632583019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 144A VARIABLE RATE 04/20/2020</title>
        <cusip>04685A2D2</cusip>
        <identifiers>
          <isin value="US04685A2D24"/>
        </identifiers>
        <balance>990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>993568.56000000</valUSD>
        <pctVal>0.210964842471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10587840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-1 DRMT 2018-1A A1</title>
        <cusip>24380PAA2</cusip>
        <identifiers>
          <isin value="US24380PAA21"/>
        </identifiers>
        <balance>215397.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215413.97000000</valUSD>
        <pctVal>0.045738941505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97600120</annualizedRt>
          <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>BANK OF AMERICA CORP MTN VARIABLE RATE 01/20/2023</title>
        <cusip>06051GGH6</cusip>
        <identifiers>
          <isin value="US06051GGH65"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>710362.43000000</valUSD>
        <pctVal>0.150831562285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.12588000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATLAS SENIOR LOAN FUND, LTD</name>
        <lei>N/A</lei>
        <title>ATLAS SENIOR LOAN FUND IX LTD ATCLO 2018-9A A</title>
        <cusip>04941VAC9</cusip>
        <identifiers>
          <isin value="US04941VAC90"/>
        </identifiers>
        <balance>1375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1369601.75000000</valUSD>
        <pctVal>0.290808132493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.83587840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 846443</title>
        <cusip>3128HDEQ8</cusip>
        <identifiers>
          <isin value="US3128HDEQ86"/>
        </identifiers>
        <balance>3469.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3523.49000000</valUSD>
        <pctVal>0.000748144157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06000080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4379 CB</title>
        <cusip>3137BCZG6</cusip>
        <identifiers>
          <isin value="US3137BCZG63"/>
        </identifiers>
        <balance>1249819.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1251009.99000000</valUSD>
        <pctVal>0.265627492752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST LLC AOMT 2017-1 A1</title>
        <cusip>034620AA2</cusip>
        <identifiers>
          <isin value="US034620AA23"/>
        </identifiers>
        <balance>28963.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28944.68000000</valUSD>
        <pctVal>0.006145836434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81000160</annualizedRt>
          <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 Bank of New York Mellon Corporation</name>
        <lei>N/A</lei>
        <title>BANK OF NEW YORK MELLON CORP/THE MTN 1.950000% 08/23/2022</title>
        <cusip>06406RAK3</cusip>
        <identifiers>
          <isin value="US06406RAK32"/>
        </identifiers>
        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375198.39000000</valUSD>
        <pctVal>0.079666036576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AE0381</title>
        <cusip>31419AM79</cusip>
        <identifiers>
          <isin value="US31419AM794"/>
        </identifiers>
        <balance>126151.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130224.89000000</valUSD>
        <pctVal>0.027650707269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGIES CLO 2013-2 LTD CGMS 2013-2A AR</title>
        <cusip>14310DAU1</cusip>
        <identifiers>
          <isin value="US14310DAU19"/>
        </identifiers>
        <balance>335000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333745.43000000</valUSD>
        <pctVal>0.070864311634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18962880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4297 CA</title>
        <cusip>3137B7KD0</cusip>
        <identifiers>
          <isin value="US3137B7KD06"/>
        </identifiers>
        <balance>1069300.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1083655.84000000</valUSD>
        <pctVal>0.230093113633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 09/16/2022</title>
        <cusip>45818WCP9</cusip>
        <identifiers>
          <isin value="US45818WCP95"/>
        </identifiers>
        <balance>2300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2299195.00000000</valUSD>
        <pctVal>0.488189069697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.40554160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2019-1 FCAT 2019-1 A</title>
        <cusip>33844RAA9</cusip>
        <identifiers>
          <isin value="US33844RAA95"/>
        </identifiers>
        <balance>307404.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310202.88000000</valUSD>
        <pctVal>0.065865511800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.11000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3.200000% 09/17/2020</title>
        <cusip>125523AD2</cusip>
        <identifiers>
          <isin value="US125523AD24"/>
        </identifiers>
        <balance>2195000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2214092.59000000</valUSD>
        <pctVal>0.470119238140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BANK OF COMMERCE VARIABLE RATE 02/02/2021</title>
        <cusip>136069XZ9</cusip>
        <identifiers>
          <isin value="US136069XZ93"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751096.13000000</valUSD>
        <pctVal>0.159480566440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.21725080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1</title>
        <cusip>89175JAA8</cusip>
        <identifiers>
          <isin value="US89175JAA88"/>
        </identifiers>
        <balance>269987.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272171.91000000</valUSD>
        <pctVal>0.057790379476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE23 MORTGAGE TRUST COMM 2015-CR23 A2</title>
        <cusip>12593AAX3</cusip>
        <identifiers>
          <isin value="US12593AAX37"/>
        </identifiers>
        <balance>1910000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1910179.35000000</valUSD>
        <pctVal>0.405589208323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2019-INV1 TRUST OBX 2019-INV1 A8</title>
        <cusip>67098AAH2</cusip>
        <identifiers>
          <isin value="US67098AAH23"/>
        </identifiers>
        <balance>717287.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>721701.74000000</valUSD>
        <pctVal>0.153239242886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2017-3 NAVSL 2017-3A A1</title>
        <cusip>63940JAA7</cusip>
        <identifiers>
          <isin value="US63940JAA79"/>
        </identifiers>
        <balance>51475.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51475.39000000</valUSD>
        <pctVal>0.010929791842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.12275080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APIDOS CLO</name>
        <lei>N/A</lei>
        <title>APIDOS CLO XII APID 2013-12A AR</title>
        <cusip>03764DAH4</cusip>
        <identifiers>
          <isin value="US03764DAH44"/>
        </identifiers>
        <balance>925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>919971.70000000</valUSD>
        <pctVal>0.195337989327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38338080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BECTON, DICKINSON AND COMPANY</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON AND CO VARIABLE RATE 12/29/2020</title>
        <cusip>075887CF4</cusip>
        <identifiers>
          <isin value="US075887CF43"/>
        </identifiers>
        <balance>713000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>713442.06000000</valUSD>
        <pctVal>0.151485461456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97938160</annualizedRt>
          <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 CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2015-1 LTD VOYA 2015-1A A1R</title>
        <cusip>92914NAJ0</cusip>
        <identifiers>
          <isin value="US92914NAJ00"/>
        </identifiers>
        <balance>420000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417487.14000000</valUSD>
        <pctVal>0.088645225171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.19962960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FINANCE OF AMERICA STRUCTURED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 201 FASST 2019-HB1 A</title>
        <cusip>31739HAA3</cusip>
        <identifiers>
          <isin value="US31739HAA32"/>
        </identifiers>
        <balance>315080.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317639.48000000</valUSD>
        <pctVal>0.067444528298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.27849840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2018-3 EART 2018-3A A</title>
        <cusip>30166PAA9</cusip>
        <identifiers>
          <isin value="US30166PAA93"/>
        </identifiers>
        <balance>66327.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66356.30000000</valUSD>
        <pctVal>0.014089461905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOLLAR TREE, INC.</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>DOLLAR TREE INC VARIABLE RATE 04/17/2020</title>
        <cusip>256746AE8</cusip>
        <identifiers>
          <isin value="US256746AE84"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1100128.16000000</valUSD>
        <pctVal>0.233590688470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70213120</annualizedRt>
          <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 SELECT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI SELECT AUTO TRUST 2019-A WOSAT 2019-A A2A</title>
        <cusip>98163BAB8</cusip>
        <identifiers>
          <isin value="US98163BAB80"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>759983.05000000</valUSD>
        <pctVal>0.161367530011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4323 CA</title>
        <cusip>3137BAD66</cusip>
        <identifiers>
          <isin value="US3137BAD665"/>
        </identifiers>
        <balance>183760.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188708.94000000</valUSD>
        <pctVal>0.040068650924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA/PROVIDENCE RI VARIABLE RATE 05/26/2022</title>
        <cusip>17401QAM3</cusip>
        <identifiers>
          <isin value="US17401QAM33"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1259958.84000000</valUSD>
        <pctVal>0.267527605947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72724840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MANUFACTURERS AND TRADERS TRUST COMPANY</name>
        <lei>WWB2V0FCW3A0EE3ZJN75</lei>
        <title>MANUFACTURERS &amp; TRADERS TRUST CO VARIABLE RATE 05/18/2022</title>
        <cusip>55279HAM2</cusip>
        <identifiers>
          <isin value="US55279HAM25"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1255376.06000000</valUSD>
        <pctVal>0.266554542286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.51412840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA/PROVIDENCE RI VARIABLE RATE 05/26/2020</title>
        <cusip>17401QAK7</cusip>
        <identifiers>
          <isin value="US17401QAK76"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1002025.81000000</valUSD>
        <pctVal>0.212760574025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.48725080</annualizedRt>
          <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>CONSOLIDATED EDISON CO OF NEW YORK INC VARIABLE RATE 06/25/2021</title>
        <cusip>209111FR9</cusip>
        <identifiers>
          <isin value="US209111FR98"/>
        </identifiers>
        <balance>2695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2703938.40000000</valUSD>
        <pctVal>0.574128411037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.50625160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE NATIONALE DU CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>NATIONAL BANK OF CANADA MTN VARIABLE RATE 06/12/2020</title>
        <cusip>63307A2F1</cusip>
        <identifiers>
          <isin value="US63307A2F13"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>851993.90000000</valUSD>
        <pctVal>0.180904233624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69163000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2 DRMT 2018-2A A1</title>
        <cusip>24381HAA9</cusip>
        <identifiers>
          <isin value="US24381HAA95"/>
        </identifiers>
        <balance>425993.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429156.83000000</valUSD>
        <pctVal>0.091123055500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.47900040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC 2.715000% 08/15/2021</title>
        <cusip>25746UDA4</cusip>
        <identifiers>
          <isin value="US25746UDA43"/>
        </identifiers>
        <balance>155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155997.18000000</valUSD>
        <pctVal>0.033122948762</pctVal>
        <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>2.71500000</annualizedRt>
          <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>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-190 GA</title>
        <cusip>38378PPK8</cusip>
        <identifiers>
          <isin value="US38378PPK83"/>
        </identifiers>
        <balance>2045194.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2052484.76000000</valUSD>
        <pctVal>0.435804977634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 846789</title>
        <cusip>3128HDRJ0</cusip>
        <identifiers>
          <isin value="US3128HDRJ07"/>
        </identifiers>
        <balance>18109.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18752.03000000</valUSD>
        <pctVal>0.003981626647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.47199920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>ONEMAIN FINANCIAL ISSUANCE TRUST 2016-1 OMFIT 2016-1A B</title>
        <cusip>68268GAB4</cusip>
        <identifiers>
          <isin value="US68268GAB41"/>
        </identifiers>
        <balance>340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342851.07000000</valUSD>
        <pctVal>0.072797716117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.57000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 144A VARIABLE RATE 11/21/2022</title>
        <cusip>00287YBN8</cusip>
        <identifiers>
          <isin value="US00287YBN85"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>802680.00000000</valUSD>
        <pctVal>0.170433391889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.54463120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2019-A MMAF 2019-A A2</title>
        <cusip>60700FAC7</cusip>
        <identifiers>
          <isin value="US60700FAC77"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>904126.86000000</valUSD>
        <pctVal>0.191973647590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.84000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2011-87 JA</title>
        <cusip>3136A0YR2</cusip>
        <identifiers>
          <isin value="US3136A0YR21"/>
        </identifiers>
        <balance>504263.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>509845.43000000</valUSD>
        <pctVal>0.108255700869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNICREDIT, SOCIETA PER AZIONI</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UNICREDIT SPA MTN 6.572000% 01/14/2022</title>
        <cusip>904678AJ8</cusip>
        <identifiers>
          <isin value="US904678AJ86"/>
        </identifiers>
        <balance>515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>552092.57000000</valUSD>
        <pctVal>0.117226054395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.57200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AON CORPORATION</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON CORP 2.200000% 11/15/2022</title>
        <cusip>037389BD4</cusip>
        <identifiers>
          <isin value="US037389BD49"/>
        </identifiers>
        <balance>195000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195143.72000000</valUSD>
        <pctVal>0.041434950547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K712 MORTGAGE TRUST FREMF 2013-K712 B</title>
        <cusip>30291EAE4</cusip>
        <identifiers>
          <isin value="US30291EAE41"/>
        </identifiers>
        <balance>84820.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84693.24000000</valUSD>
        <pctVal>0.017982952313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.26319840</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN AL3289</title>
        <cusip>3138EKUP8</cusip>
        <identifiers>
          <isin value="US3138EKUP89"/>
        </identifiers>
        <balance>70295.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72723.79000000</valUSD>
        <pctVal>0.015441473813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2018-3 MORTGAGE LOAN TRUST COLT 2018-3 A1</title>
        <cusip>12596DAA4</cusip>
        <identifiers>
          <isin value="US12596DAA46"/>
        </identifiers>
        <balance>813183.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>818051.42000000</valUSD>
        <pctVal>0.173697212152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.69200160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Province de Quebec</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>PROVINCE OF QUEBEC 2.375000% 01/31/2022</title>
        <cusip>748149AM3</cusip>
        <identifiers>
          <isin value="US748149AM34"/>
        </identifiers>
        <balance>2950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2986927.39000000</valUSD>
        <pctVal>0.634215585793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1</title>
        <cusip>81746WAA6</cusip>
        <identifiers>
          <isin value="US81746WAA62"/>
        </identifiers>
        <balance>466438.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>483800.19000000</valUSD>
        <pctVal>0.102725503785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2019-3 CAALT 2019-3A A</title>
        <cusip>22535KAA1</cusip>
        <identifiers>
          <isin value="US22535KAA16"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499652.05000000</valUSD>
        <pctVal>0.106091336081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.38000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DS BAMLL 2018-DSNY A</title>
        <cusip>054967AA2</cusip>
        <identifiers>
          <isin value="US054967AA22"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1146405.10000000</valUSD>
        <pctVal>0.243416691174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.77125120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>TIDEWATER AUTO RECEIVABLES TRUST 2018-A TMCAT 2018-AA A2</title>
        <cusip>88642MAB6</cusip>
        <identifiers>
          <isin value="US88642MAB63"/>
        </identifiers>
        <balance>197985.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198309.16000000</valUSD>
        <pctVal>0.042107069793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM CORPORATION</name>
        <lei>KFFV4ZWM9DJH1ND3BD89</lei>
        <title>BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.375000% 01/15/2020</title>
        <cusip>11134LAB5</cusip>
        <identifiers>
          <isin value="US11134LAB53"/>
        </identifiers>
        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1400197.79000000</valUSD>
        <pctVal>0.297304602912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2017-3A A2</title>
        <cusip>165183AZ7</cusip>
        <identifiers>
          <isin value="US165183AZ74"/>
        </identifiers>
        <balance>606792.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606488.05000000</valUSD>
        <pctVal>0.128775870211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25349920</annualizedRt>
          <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>INTERNATIONAL BANK FOR RECONSTRUCTION &amp; DEVELOPMEN VARIABLE RATE 08/21/2020</title>
        <cusip>459058GK3</cusip>
        <identifiers>
          <isin value="US459058GK33"/>
        </identifiers>
        <balance>4090000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4090835.75000000</valUSD>
        <pctVal>0.868608925766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.77000120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-3 TPMT 2016-3 A1</title>
        <cusip>89172YAA8</cusip>
        <identifiers>
          <isin value="US89172YAA82"/>
        </identifiers>
        <balance>270343.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268887.52000000</valUSD>
        <pctVal>0.057093003526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>ACCREDITED MORTGAGE LOAN TRUST 2004-4 ACCR 2004-4 A1A</title>
        <cusip>004375CA7</cusip>
        <identifiers>
          <isin value="US004375CA70"/>
        </identifiers>
        <balance>157892.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158617.22000000</valUSD>
        <pctVal>0.033679262989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.50274880</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 493805</title>
        <cusip>31382VR22</cusip>
        <identifiers>
          <isin value="US31382VR229"/>
        </identifiers>
        <balance>5668.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5743.88000000</valUSD>
        <pctVal>0.001219600526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.96500120</annualizedRt>
          <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>N/A</lei>
        <title>SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT 2016-2 A</title>
        <cusip>87165LBB6</cusip>
        <identifiers>
          <isin value="US87165LBB62"/>
        </identifiers>
        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1707008.25000000</valUSD>
        <pctVal>0.362449800705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2018-IND BX 2018-IND A</title>
        <cusip>056059AA6</cusip>
        <identifiers>
          <isin value="US056059AA67"/>
        </identifiers>
        <balance>383391.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>383534.49000000</valUSD>
        <pctVal>0.081436044298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66349960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2019-2 FCAT 2019-2 A</title>
        <cusip>33845WAA7</cusip>
        <identifiers>
          <isin value="US33845WAA71"/>
        </identifiers>
        <balance>908368.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>914921.77000000</valUSD>
        <pctVal>0.194265735504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.83000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2019-3 MORTGAGE LOAN TRUST COLT 2019-3 A1</title>
        <cusip>19688CAA0</cusip>
        <identifiers>
          <isin value="US19688CAA09"/>
        </identifiers>
        <balance>274077.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274072.59000000</valUSD>
        <pctVal>0.058193951683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76400080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRZ MSR</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LLC NZES 2018-FNT1 A</title>
        <cusip>64829TAA9</cusip>
        <identifiers>
          <isin value="US64829TAA97"/>
        </identifiers>
        <balance>767867.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>777668.30000000</valUSD>
        <pctVal>0.165122646800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.61000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S MTN VARIABLE RATE 03/02/2020</title>
        <cusip>23636AAL5</cusip>
        <identifiers>
          <isin value="US23636AAL52"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1250670.51000000</valUSD>
        <pctVal>0.265555410817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64763080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP.</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2010-C2 GSMS 2010-C2 A1</title>
        <cusip>36248EAA3</cusip>
        <identifiers>
          <isin value="US36248EAA38"/>
        </identifiers>
        <balance>22723.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22843.30000000</valUSD>
        <pctVal>0.004850327778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.84900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRYON PARK CLO, LTD.</name>
        <lei>N/A</lei>
        <title>TRYON PARK CLO LTD TPCLO 2013-1A A1SR</title>
        <cusip>89852TAM0</cusip>
        <identifiers>
          <isin value="US89852TAM09"/>
        </identifiers>
        <balance>735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>731084.66000000</valUSD>
        <pctVal>0.155231522352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.89087920</annualizedRt>
          <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 of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY FRN VARIABLE RATE 07/31/2020</title>
        <cusip>912828Y53</cusip>
        <identifiers>
          <isin value="US912828Y537"/>
        </identifiers>
        <balance>2900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2899119.15000000</valUSD>
        <pctVal>0.615571224180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.60910640</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2017-2A A1</title>
        <cusip>165183AL8</cusip>
        <identifiers>
          <isin value="US165183AL88"/>
        </identifiers>
        <balance>207227.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207068.52000000</valUSD>
        <pctVal>0.043966948493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINGLEAF FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>SPRINGLEAF FUNDING TRUST 2016-A SLFT 2016-AA A</title>
        <cusip>85172NAA0</cusip>
        <identifiers>
          <isin value="US85172NAA00"/>
        </identifiers>
        <balance>484000.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484289.14000000</valUSD>
        <pctVal>0.102829322750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WORLD OMNI SELECT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI SELECT AUTO TRUST 2018-1 WOSAT 2018-1A B</title>
        <cusip>98162DAG4</cusip>
        <identifiers>
          <isin value="US98162DAG43"/>
        </identifiers>
        <balance>465000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>472274.04000000</valUSD>
        <pctVal>0.100278151365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.68000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019- ACAR 2019-3 A</title>
        <cusip>02529NAA5</cusip>
        <identifiers>
          <isin value="US02529NAA54"/>
        </identifiers>
        <balance>804185.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805351.48000000</valUSD>
        <pctVal>0.171000628394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.44000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2019-2 FIAOT 2019-2A A</title>
        <cusip>32058RAA2</cusip>
        <identifiers>
          <isin value="US32058RAA23"/>
        </identifiers>
        <balance>795434.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>795466.82000000</valUSD>
        <pctVal>0.168901814257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2013-I LTD CIFC 2013-1A A1R</title>
        <cusip>12549AAL4</cusip>
        <identifiers>
          <isin value="US12549AAL44"/>
        </identifiers>
        <balance>1060000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1059477.42000000</valUSD>
        <pctVal>0.224959299248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25087920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>E. I. DU PONT DE NEMOURS AND COMPANY</name>
        <lei>GLU7INWNWH88J9XBXD45</lei>
        <title>EI DU PONT DE NEMOURS &amp; CO: COMMERCIAL PAPER (ISITC)</title>
        <cusip>2635J5Z93</cusip>
        <identifiers>
          <isin value="US2635J5Z930"/>
        </identifiers>
        <balance>2950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2948525.00000000</valUSD>
        <pctVal>0.626061589699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S 144A 5.000000% 01/12/2022</title>
        <cusip>23636AAS0</cusip>
        <identifiers>
          <isin value="US23636AAS06"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>892381.24000000</valUSD>
        <pctVal>0.189479695011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO LEASE TRUST 2019-A NALT 2019-A A2</title>
        <cusip>65479PAB5</cusip>
        <identifiers>
          <isin value="US65479PAB58"/>
        </identifiers>
        <balance>538453.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540479.26000000</valUSD>
        <pctVal>0.114760195255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCEAN TRAILS CLO</name>
        <lei>N/A</lei>
        <title>OCEAN TRAILS CLO IV OCTR 2013-4A AR</title>
        <cusip>67514RAL2</cusip>
        <identifiers>
          <isin value="US67514RAL24"/>
        </identifiers>
        <balance>226968.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226966.36000000</valUSD>
        <pctVal>0.048191865475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80463040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLORADO HSG &amp; FIN AUTH</name>
        <lei>N/A</lei>
        <title>COLORADO ST HSG &amp; FIN AUTH COLORADO HOUSING &amp; FINANCE AUTHORITY</title>
        <cusip>196479YN3</cusip>
        <identifiers>
          <isin value="US196479YN37"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1100000.00000000</valUSD>
        <pctVal>0.233563476202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.62999875</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN AE0643</title>
        <cusip>31419AWD5</cusip>
        <identifiers>
          <isin value="US31419AWD52"/>
        </identifiers>
        <balance>57026.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65524.26000000</valUSD>
        <pctVal>0.013912794491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENNSYLVANIA ST TPK COMMN TPK REV</name>
        <lei>N/A</lei>
        <title>PENNSYLVANIA ST TURNPIKE COMMI PENNSYLVANIA TURNPIKE COMMISSION</title>
        <cusip>709224SC4</cusip>
        <identifiers>
          <isin value="US709224SC44"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>770000.00000000</valUSD>
        <pctVal>0.163494433341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.76000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2019-4 EART 2019-4A B</title>
        <cusip>30167GAC4</cusip>
        <identifiers>
          <isin value="US30167GAC42"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1146604.86000000</valUSD>
        <pctVal>0.243459106301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-1 TPMT 2017-1 A1</title>
        <cusip>89173FAA8</cusip>
        <identifiers>
          <isin value="US89173FAA84"/>
        </identifiers>
        <balance>812948.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>816317.47000000</valUSD>
        <pctVal>0.173329041798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2018-2 VERUS 2018-2 A1</title>
        <cusip>92535TAA5</cusip>
        <identifiers>
          <isin value="US92535TAA51"/>
        </identifiers>
        <balance>492432.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495224.22000000</valUSD>
        <pctVal>0.105151173020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.67700040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-UBS5 MORTGAGE TRUST COMM 2014-UBS5 A2</title>
        <cusip>12592KAZ7</cusip>
        <identifiers>
          <isin value="US12592KAZ75"/>
        </identifiers>
        <balance>54408.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54634.87000000</valUSD>
        <pctVal>0.011600645599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.03100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-4 AOMT 2019-4 A1</title>
        <cusip>03463UAA5</cusip>
        <identifiers>
          <isin value="US03463UAA51"/>
        </identifiers>
        <balance>796561.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>800931.61000000</valUSD>
        <pctVal>0.170062155483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99300040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2019-4 GMCAR 2019-4 A2A</title>
        <cusip>36258MAB0</cusip>
        <identifiers>
          <isin value="US36258MAB00"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>848947.70000000</valUSD>
        <pctVal>0.180257432659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.84000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4206 CA</title>
        <cusip>3137B2F70</cusip>
        <identifiers>
          <isin value="US3137B2F706"/>
        </identifiers>
        <balance>966317.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>977579.03000000</valUSD>
        <pctVal>0.207569778644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO RECEIVABLES 2018-B OWNER TRUST NAROT 2018-B A2A</title>
        <cusip>65479GAB5</cusip>
        <identifiers>
          <isin value="US65479GAB59"/>
        </identifiers>
        <balance>247872.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248194.00000000</valUSD>
        <pctVal>0.052699139465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.76000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 06/11/2021</title>
        <cusip>89114QC30</cusip>
        <identifiers>
          <isin value="US89114QC302"/>
        </identifiers>
        <balance>2260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2267176.43000000</valUSD>
        <pctVal>0.481390552868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.56838040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO TRUST CPS 2018-C A</title>
        <cusip>12655CAA4</cusip>
        <identifiers>
          <isin value="US12655CAA45"/>
        </identifiers>
        <balance>78239.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78310.88000000</valUSD>
        <pctVal>0.016627783052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-2 WLAKE 2018-2A A2A</title>
        <cusip>96042FAB0</cusip>
        <identifiers>
          <isin value="US96042FAB04"/>
        </identifiers>
        <balance>92628.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92693.30000000</valUSD>
        <pctVal>0.019681608516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.84000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST TPMT 2015-2 2A11</title>
        <cusip>89171YBH3</cusip>
        <identifiers>
          <isin value="US89171YBH36"/>
        </identifiers>
        <balance>252011.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252860.52000000</valUSD>
        <pctVal>0.053689983677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99999880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALM LTD</name>
        <lei>N/A</lei>
        <title>ALM VI LTD ALM 2012-6A A1B3</title>
        <cusip>00163EBW1</cusip>
        <identifiers>
          <isin value="US00163EBW12"/>
        </identifiers>
        <balance>975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>963327.30000000</valUSD>
        <pctVal>0.204543702644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50337960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-DNA3 M2</title>
        <cusip>3137G0GT0</cusip>
        <identifiers>
          <isin value="US3137G0GT00"/>
        </identifiers>
        <balance>786782.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>795059.52000000</valUSD>
        <pctVal>0.168815332071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67274960</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 374614</title>
        <cusip>31377EDT3</cusip>
        <identifiers>
          <isin value="US31377EDT38"/>
        </identifiers>
        <balance>8588.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8757.31000000</valUSD>
        <pctVal>0.001859443423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.37900040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MUFG Union Bank, N.A.</name>
        <lei>OX3PU53ZLPQKJ4700D47</lei>
        <title>MUFG UNION BANK NA VARIABLE RATE 03/07/2022</title>
        <cusip>90520EAJ0</cusip>
        <identifiers>
          <isin value="US90520EAJ01"/>
        </identifiers>
        <balance>1450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1452388.56000000</valUSD>
        <pctVal>0.308386291700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70213120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABN AMRO Bank N.V.</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV MTN VARIABLE RATE 01/19/2021</title>
        <cusip>00084DAR1</cusip>
        <identifiers>
          <isin value="US00084DAR17"/>
        </identifiers>
        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>951428.80000000</valUSD>
        <pctVal>0.202017288988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37588120</annualizedRt>
          <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 GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE VARIABLE RATE 04/26/2022</title>
        <cusip>38141GWD2</cusip>
        <identifiers>
          <isin value="US38141GWD23"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>909632.70000000</valUSD>
        <pctVal>0.193142704981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.04562880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP TRUST 2017-500K GSMS 2017-500K A</title>
        <cusip>36253XAA3</cusip>
        <identifiers>
          <isin value="US36253XAA37"/>
        </identifiers>
        <balance>665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>664170.81000000</valUSD>
        <pctVal>0.141023675614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61349920</annualizedRt>
          <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 MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2005-A6 JPMMT 2005-A6 7A1</title>
        <cusip>466247UG6</cusip>
        <identifiers>
          <isin value="US466247UG61"/>
        </identifiers>
        <balance>51389.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50744.18000000</valUSD>
        <pctVal>0.010774533707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23995760</annualizedRt>
          <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>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-124 CP</title>
        <cusip>38378WUY7</cusip>
        <identifiers>
          <isin value="US38378WUY73"/>
        </identifiers>
        <balance>509392.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512152.42000000</valUSD>
        <pctVal>0.108745545055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2017-3A A1</title>
        <cusip>165183AR5</cusip>
        <identifiers>
          <isin value="US165183AR58"/>
        </identifiers>
        <balance>232128.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231894.46000000</valUSD>
        <pctVal>0.049238251081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.91000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2002-64 FG</title>
        <cusip>31392EP61</cusip>
        <identifiers>
          <isin value="US31392EP616"/>
        </identifiers>
        <balance>2762.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2733.75000000</valUSD>
        <pctVal>0.000580458320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.01250080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2005-4 SLMA 2005-4 A3</title>
        <cusip>78442GPG5</cusip>
        <identifiers>
          <isin value="US78442GPG54"/>
        </identifiers>
        <balance>317305.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314869.42000000</valUSD>
        <pctVal>0.066856360259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.39550120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LANARK MASTER ISSUER PLC</name>
        <lei>N/A</lei>
        <title>LANARK MASTER ISSUER PLC LAN 2019-1A 1A1</title>
        <cusip>513770BB2</cusip>
        <identifiers>
          <isin value="US513770BB22"/>
        </identifiers>
        <balance>173333.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173829.77000000</valUSD>
        <pctVal>0.036909350316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-12-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.90225160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER TRUCKS RETAIL TRUST</name>
        <lei>N/A</lei>
        <title>DAIMLER TRUCKS RETAIL TRUST 2019-1 DTRT 2019-1 A2</title>
        <cusip>233871AB8</cusip>
        <identifiers>
          <isin value="US233871AB83"/>
        </identifiers>
        <balance>301071.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301826.98000000</valUSD>
        <pctVal>0.064087053327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQUIFAX INC.</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EQUIFAX INC VARIABLE RATE 08/15/2021</title>
        <cusip>294429AP0</cusip>
        <identifiers>
          <isin value="US294429AP03"/>
        </identifiers>
        <balance>735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>737150.10000000</valUSD>
        <pctVal>0.156519399853</pctVal>
        <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>Floating</couponKind>
          <annualizedRt>2.77988040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BPCE S.A.</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA MTN VARIABLE RATE 05/22/2022</title>
        <cusip>05583JAB8</cusip>
        <identifiers>
          <isin value="US05583JAB89"/>
        </identifiers>
        <balance>675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>683421.30000000</valUSD>
        <pctVal>0.145111140489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.11874840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC NON GOLD POOL FH 846789</title>
        <cusip>3128HDRJ0</cusip>
        <identifiers>
          <isin value="US3128HDRJ07"/>
        </identifiers>
        <balance>18109.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18751.99000000</valUSD>
        <pctVal>0.003981618154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.47199920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRPM LLC</name>
        <lei>N/A</lei>
        <title>PRPM 2018-1 LLC PRPM 2018-1A A1</title>
        <cusip>69358VAA2</cusip>
        <identifiers>
          <isin value="US69358VAA26"/>
        </identifiers>
        <balance>371239.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371778.09000000</valUSD>
        <pctVal>0.078939802796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC VARIABLE RATE 11/04/2022</title>
        <cusip>17308CC38</cusip>
        <identifiers>
          <isin value="US17308CC380"/>
        </identifiers>
        <balance>2530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2536527.86000000</valUSD>
        <pctVal>0.538582058605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.40999840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>RMF BUYOUT ISSUANCE TRUST 2019-1 RBIT 2019-1 A</title>
        <cusip>76971DAA4</cusip>
        <identifiers>
          <isin value="US76971DAA46"/>
        </identifiers>
        <balance>740477.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>740662.81000000</valUSD>
        <pctVal>0.157265255088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47510080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2018-4 MFT 2018-4A A</title>
        <cusip>57109GAA2</cusip>
        <identifiers>
          <isin value="US57109GAA22"/>
        </identifiers>
        <balance>285230.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287685.80000000</valUSD>
        <pctVal>0.061084450456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.71000000</annualizedRt>
          <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 CREDIT UNION ADMINISTRATION GUARANTEED NOTES TRUST</name>
        <lei>N/A</lei>
        <title>NCUA GUARANTEED NOTES TRUST 2010-R1 NGN 2010-R1 1A</title>
        <cusip>62888VAA6</cusip>
        <identifiers>
          <isin value="US62888VAA61"/>
        </identifiers>
        <balance>1256522.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1256715.75000000</valUSD>
        <pctVal>0.266838999243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.43950040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2005-AR4 GSR 2005-AR4 2A1</title>
        <cusip>362341FH7</cusip>
        <identifiers>
          <isin value="US362341FH73"/>
        </identifiers>
        <balance>153495.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131754.43000000</valUSD>
        <pctVal>0.027975475159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66372800</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-100 CA</title>
        <cusip>3136AGWH1</cusip>
        <identifiers>
          <isin value="US3136AGWH14"/>
        </identifiers>
        <balance>214943.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219228.83000000</valUSD>
        <pctVal>0.046548952380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST INC CMLTI 2004-HYB3 1A</title>
        <cusip>17307GJX7</cusip>
        <identifiers>
          <isin value="US17307GJX79"/>
        </identifiers>
        <balance>19215.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19657.16000000</valUSD>
        <pctVal>0.004173813292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67906040</annualizedRt>
          <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 CREDIT UNION ADMINISTRATION GUARANTEED NOTES TRUST</name>
        <lei>N/A</lei>
        <title>NCUA GUARANTEED NOTES TRUST 2011-R2 NGN 2011-R2 1A</title>
        <cusip>62889CAA7</cusip>
        <identifiers>
          <isin value="US62889CAA71"/>
        </identifiers>
        <balance>48931.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48931.39000000</valUSD>
        <pctVal>0.010389623221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.38950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LEASE TRUST 2019-A VWALT 2019-A A2A</title>
        <cusip>92867XAB2</cusip>
        <identifiers>
          <isin value="US92867XAB29"/>
        </identifiers>
        <balance>810000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>810522.53000000</valUSD>
        <pctVal>0.172098599679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1</title>
        <cusip>17326UAA2</cusip>
        <identifiers>
          <isin value="US17326UAA25"/>
        </identifiers>
        <balance>483597.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496035.75000000</valUSD>
        <pctVal>0.105323485536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2005-3 SLMA 2005-3 A5</title>
        <cusip>78442GPB6</cusip>
        <identifiers>
          <isin value="US78442GPB67"/>
        </identifiers>
        <balance>94877.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94792.33000000</valUSD>
        <pctVal>0.020127296465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36549880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-4 DRMT 2019-4A A1</title>
        <cusip>24381MAA8</cusip>
        <identifiers>
          <isin value="US24381MAA80"/>
        </identifiers>
        <balance>686753.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>687990.47000000</valUSD>
        <pctVal>0.146081314333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79100080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2018-1 DEFT 2018-1 A2A</title>
        <cusip>24704AAB2</cusip>
        <identifiers>
          <isin value="US24704AAB26"/>
        </identifiers>
        <balance>198345.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198680.65000000</valUSD>
        <pctVal>0.042185948425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.97000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse AG (New York Branch)</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE AG/NEW YORK NY 2.100000% 11/12/2021</title>
        <cusip>22550L2A8</cusip>
        <identifiers>
          <isin value="US22550L2A85"/>
        </identifiers>
        <balance>915000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>916965.05000000</valUSD>
        <pctVal>0.194699586030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY VARIABLE RATE 01/20/2022</title>
        <cusip>61746BEE2</cusip>
        <identifiers>
          <isin value="US61746BEE20"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>808323.63000000</valUSD>
        <pctVal>0.171631706290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.14588160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROADCOM INC.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 144A 3.125000% 04/15/2021</title>
        <cusip>11135FAA9</cusip>
        <identifiers>
          <isin value="US11135FAA93"/>
        </identifiers>
        <balance>2070000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2092613.69000000</valUSD>
        <pctVal>0.444325570713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2018-3 FCAT 2018-3 A</title>
        <cusip>33844PAA3</cusip>
        <identifiers>
          <isin value="US33844PAA30"/>
        </identifiers>
        <balance>292466.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293916.28000000</valUSD>
        <pctVal>0.062407370972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2017-1 LLC SCLP 2017-1 A</title>
        <cusip>83405AAA2</cusip>
        <identifiers>
          <isin value="US83405AAA25"/>
        </identifiers>
        <balance>323066.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>325116.03000000</valUSD>
        <pctVal>0.069032027396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MTRO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MTRO COMMERCIAL MORTGAGE TRUST 2019-TECH MTRO 2019-TECH A</title>
        <cusip>55378MAA7</cusip>
        <identifiers>
          <isin value="US55378MAA71"/>
        </identifiers>
        <balance>775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>775673.55000000</valUSD>
        <pctVal>0.164699100669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82125160</annualizedRt>
          <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>N/A</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2018-A1 A1</title>
        <cusip>14041NFR7</cusip>
        <identifiers>
          <isin value="US14041NFR70"/>
        </identifiers>
        <balance>2185000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2218970.41000000</valUSD>
        <pctVal>0.471154947772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.01000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2018-4 MORTGAGE LOAN TRUST COLT 2018-4 A1</title>
        <cusip>19688AAA4</cusip>
        <identifiers>
          <isin value="US19688AAA43"/>
        </identifiers>
        <balance>636995.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>641064.67000000</valUSD>
        <pctVal>0.136117538905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.00600080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-3 WLAKE 2019-3A A2</title>
        <cusip>96042HAC4</cusip>
        <identifiers>
          <isin value="US96042HAC43"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>719954.71000000</valUSD>
        <pctVal>0.152868295250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GOLDMAN SACHS BANK USA/NEW YORK NY 3.200000% 06/05/2020</title>
        <cusip>38148PP84</cusip>
        <identifiers>
          <isin value="US38148PP843"/>
        </identifiers>
        <balance>2050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2063299.70000000</valUSD>
        <pctVal>0.438101318526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE POOL FN 344313</title>
        <cusip>31375TN61</cusip>
        <identifiers>
          <isin value="US31375TN614"/>
        </identifiers>
        <balance>1448.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1474.46000000</valUSD>
        <pctVal>0.000313072730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66300080</annualizedRt>
          <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 MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE CORP MTN VARIABLE RATE 01/13/2022</title>
        <cusip>654740AW9</cusip>
        <identifiers>
          <isin value="US654740AW92"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1004359.80000000</valUSD>
        <pctVal>0.213256151132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.89087920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP PFSFC 2017-BA A2</title>
        <cusip>69335PCG8</cusip>
        <identifiers>
          <isin value="US69335PCG81"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500158.40000000</valUSD>
        <pctVal>0.106198849596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.22000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>PRESTIGE AUTO RECEIVABLES TRUST 2019-1 PART 2019-1A A2</title>
        <cusip>74113NAB4</cusip>
        <identifiers>
          <isin value="US74113NAB47"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>560772.18000000</valUSD>
        <pctVal>0.119068999743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.44000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-1 NRZT 2019-1A A1</title>
        <cusip>64830CAA3</cusip>
        <identifiers>
          <isin value="US64830CAA36"/>
        </identifiers>
        <balance>366669.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378330.20000000</valUSD>
        <pctVal>0.080331015149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2019-C CNH 2019-C A2</title>
        <cusip>12597CAB3</cusip>
        <identifiers>
          <isin value="US12597CAB37"/>
        </identifiers>
        <balance>1565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1564738.49000000</valUSD>
        <pctVal>0.332241600974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 2.125000% 01/15/2020</title>
        <cusip>00912XAU8</cusip>
        <identifiers>
          <isin value="US00912XAU81"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>649961.87000000</valUSD>
        <pctVal>0.138006685232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA/PROVIDENCE RI VARIABLE RATE 02/14/2022</title>
        <cusip>17401QAT8</cusip>
        <identifiers>
          <isin value="US17401QAT85"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>804171.85000000</valUSD>
        <pctVal>0.170750157045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62924920</annualizedRt>
          <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 Finance Inc.</name>
        <lei>5493000EYEKDT0FBSQ91</lei>
        <title>ANHEUSER-BUSCH INBEV FINANCE INC VARIABLE RATE 02/01/2021</title>
        <cusip>035242AK2</cusip>
        <identifiers>
          <isin value="US035242AK26"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>809530.20000000</valUSD>
        <pctVal>0.171887897820</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>Floating</couponKind>
          <annualizedRt>3.16225080</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE REMICS FNR 1993-58 H</title>
        <cusip>31358UC95</cusip>
        <identifiers>
          <isin value="US31358UC959"/>
        </identifiers>
        <balance>8745.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9076.68000000</valUSD>
        <pctVal>0.001927255393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTER-AMERICAN DEVELOPMENT BANK MTN VARIABLE RATE 07/15/2021</title>
        <cusip>45818WBM7</cusip>
        <identifiers>
          <isin value="US45818WBM73"/>
        </identifiers>
        <balance>2440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2446222.00000000</valUSD>
        <pctVal>0.519407376256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20088160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2018-3 TRUST SCLP 2018-3 A1</title>
        <cusip>83405XAA2</cusip>
        <identifiers>
          <isin value="US83405XAA28"/>
        </identifiers>
        <balance>73894.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74079.23000000</valUSD>
        <pctVal>0.015729274975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KEYCORP</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
        <title>KEYCORP MTN 2.900000% 09/15/2020</title>
        <cusip>49326EEF6</cusip>
        <identifiers>
          <isin value="US49326EEF60"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1007202.52000000</valUSD>
        <pctVal>0.213859747100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2019-4 DRIVE 2019-4 A2A</title>
        <cusip>26209AAB7</cusip>
        <identifiers>
          <isin value="US26209AAB70"/>
        </identifiers>
        <balance>395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395540.08000000</valUSD>
        <pctVal>0.083985196420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.32000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 A4</title>
        <cusip>78444YAD7</cusip>
        <identifiers>
          <isin value="US78444YAD76"/>
        </identifiers>
        <balance>545415.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>549886.23000000</valUSD>
        <pctVal>0.116757581267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.97550160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIM TRUST</name>
        <lei>N/A</lei>
        <title>CIM TRUST 2017-7 CIM 2017-7 A</title>
        <cusip>12553HAA6</cusip>
        <identifiers>
          <isin value="US12553HAA68"/>
        </identifiers>
        <balance>711877.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>716069.21000000</valUSD>
        <pctVal>0.152043285353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99999880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WFRBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WFRBS COMMERCIAL MORTGAGE TRUST 2014-LC14 WFRBS 2014-LC14 A2</title>
        <cusip>96221TAB3</cusip>
        <identifiers>
          <isin value="US96221TAB35"/>
        </identifiers>
        <balance>36211.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36180.22000000</valUSD>
        <pctVal>0.007682161775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.86200000</annualizedRt>
          <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 INC VARIABLE RATE 01/30/2023</title>
        <cusip>278642AT0</cusip>
        <identifiers>
          <isin value="US278642AT03"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1209254.66000000</valUSD>
        <pctVal>0.256761565457</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>Floating</couponKind>
          <annualizedRt>2.80550160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2</title>
        <cusip>05949CCA2</cusip>
        <identifiers>
          <isin value="US05949CCA27"/>
        </identifiers>
        <balance>103220.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101722.02000000</valUSD>
        <pctVal>0.021598680543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.31583480</annualizedRt>
          <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 ELECTRIC POWER COMPANY, INC.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER CO INC 2.150000% 11/13/2020</title>
        <cusip>025537AH4</cusip>
        <identifiers>
          <isin value="US025537AH42"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751139.21000000</valUSD>
        <pctVal>0.159489713635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORPORATION</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP VARIABLE RATE 10/30/2020</title>
        <cusip>14040HBS3</cusip>
        <identifiers>
          <isin value="US14040HBS31"/>
        </identifiers>
        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>725908.91000000</valUSD>
        <pctVal>0.154132553114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.38550040</annualizedRt>
          <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 FINANCIAL CORPORATION</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP VARIABLE RATE 05/12/2020</title>
        <cusip>14040HBQ7</cusip>
        <identifiers>
          <isin value="US14040HBQ74"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651441.22000000</valUSD>
        <pctVal>0.138320796258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66063040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2016-2 VZOT 2016-2A A</title>
        <cusip>92348MAA7</cusip>
        <identifiers>
          <isin value="US92348MAA71"/>
        </identifiers>
        <balance>44515.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44508.02000000</valUSD>
        <pctVal>0.009450407154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.68000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-2 MFT 2019-2A A</title>
        <cusip>57109HAA0</cusip>
        <identifiers>
          <isin value="US57109HAA05"/>
        </identifiers>
        <balance>625446.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>629681.03000000</valUSD>
        <pctVal>0.133700445695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA 144A VARIABLE RATE 07/08/2021</title>
        <cusip>44891AAV9</cusip>
        <identifiers>
          <isin value="US44891AAV98"/>
        </identifiers>
        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>726904.82000000</valUSD>
        <pctVal>0.154344015115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96700120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-3 WLAKE 2019-3A B</title>
        <cusip>96042HAG5</cusip>
        <identifiers>
          <isin value="US96042HAG56"/>
        </identifiers>
        <balance>1575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1575116.39000000</valUSD>
        <pctVal>0.334445144974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.41000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2014-39 AB</title>
        <cusip>3136AKNC3</cusip>
        <identifiers>
          <isin value="US3136AKNC30"/>
        </identifiers>
        <balance>338006.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340301.39000000</valUSD>
        <pctVal>0.072256341458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC 144A 2.450000% 01/15/2023</title>
        <cusip>25746UDC0</cusip>
        <identifiers>
          <isin value="US25746UDC09"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>802836.67000000</valUSD>
        <pctVal>0.170466657698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST CARMX 2018-3 A2A</title>
        <cusip>14313FAB5</cusip>
        <identifiers>
          <isin value="US14313FAB58"/>
        </identifiers>
        <balance>412360.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>413320.04000000</valUSD>
        <pctVal>0.087760423024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.88000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2001-33 FA</title>
        <cusip>31359S6L9</cusip>
        <identifiers>
          <isin value="US31359S6L96"/>
        </identifiers>
        <balance>6438.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6471.56000000</valUSD>
        <pctVal>0.001374109136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.15799840</annualizedRt>
          <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 FINANCIAL SERVICES CORPORATION</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINANCIAL SERVICES CORP MTN VARIABLE RATE 09/07/2021</title>
        <cusip>14913Q2P3</cusip>
        <identifiers>
          <isin value="US14913Q2P38"/>
        </identifiers>
        <balance>2250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2251128.31000000</valUSD>
        <pctVal>0.477983048601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.38213080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A11</title>
        <cusip>81746WAL2</cusip>
        <identifiers>
          <isin value="US81746WAL28"/>
        </identifiers>
        <balance>91547.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92257.78000000</valUSD>
        <pctVal>0.019589134366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUNTRUST BANK</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
        <title>SUNTRUST BANK/ATLANTA GA 2.590000% 01/29/2021</title>
        <cusip>86787EAU1</cusip>
        <identifiers>
          <isin value="US86787EAU10"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>800577.46000000</valUSD>
        <pctVal>0.169986958660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59000000</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2</title>
        <cusip>30711XCT9</cusip>
        <identifiers>
          <isin value="US30711XCT90"/>
        </identifiers>
        <balance>1234593.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1331638.65000000</valUSD>
        <pctVal>0.282747411035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.72274880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JOHN DEERE OWNER TRUST</name>
        <lei>N/A</lei>
        <title>JOHN DEERE OWNER TRUST 2019-B JDOT 2019-B A2</title>
        <cusip>477870AB5</cusip>
        <identifiers>
          <isin value="US477870AB53"/>
        </identifiers>
        <balance>975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>977217.93000000</valUSD>
        <pctVal>0.207493106125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.28000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CGDBB COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC A</title>
        <cusip>125282AA1</cusip>
        <identifiers>
          <isin value="US125282AA10"/>
        </identifiers>
        <balance>456771.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>456487.04000000</valUSD>
        <pctVal>0.096926090821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70349920</annualizedRt>
          <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>JPMORGAN CHASE &amp; CO VARIABLE RATE 10/29/2020</title>
        <cusip>46625HNY2</cusip>
        <identifiers>
          <isin value="US46625HNY26"/>
        </identifiers>
        <balance>396000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399487.54000000</valUSD>
        <pctVal>0.084823362310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.13313040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-1 TRUST OBX 2018-1 A2</title>
        <cusip>67112FAD2</cusip>
        <identifiers>
          <isin value="US67112FAD24"/>
        </identifiers>
        <balance>86238.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85763.87000000</valUSD>
        <pctVal>0.018210279645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47275000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AJAX MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>AJAX MORTGAGE LOAN TRUST 2017-B AJAXM 2017-B A</title>
        <cusip>00969DAA8</cusip>
        <identifiers>
          <isin value="US00969DAA81"/>
        </identifiers>
        <balance>567240.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>568975.75000000</valUSD>
        <pctVal>0.120810867313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.16299960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3896 PA</title>
        <cusip>3137ADCQ8</cusip>
        <identifiers>
          <isin value="US3137ADCQ84"/>
        </identifiers>
        <balance>211268.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218085.28000000</valUSD>
        <pctVal>0.046306141913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2019-B MMAF 2019-B A2</title>
        <cusip>55316EAB8</cusip>
        <identifiers>
          <isin value="US55316EAB83"/>
        </identifiers>
        <balance>415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415290.00000000</valUSD>
        <pctVal>0.088178705483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.07000000</annualizedRt>
          <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 TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS 2017-DELC MORTGAGE TRUST BBCMS 2017-DELC A</title>
        <cusip>05552EAA8</cusip>
        <identifiers>
          <isin value="US05552EAA82"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1246093.50000000</valUSD>
        <pctVal>0.264583572302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76350040</annualizedRt>
          <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 of America</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) MAR20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1TUH0"/>
        </identifiers>
        <balance>35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7545507.81000000</valUSD>
        <pctVal>1.602140939832</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 2-YEAR NOTE (Globex) Mar 2020</issueTitle>
                <identifiers>
                  <isin value="US9128285R78"/>
                  <ticker value="ZTH0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-04-03</expDate>
            <notionalAmt>7545312.6</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>195.21</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A</title>
        <cusip>056054AA7</cusip>
        <identifiers>
          <isin value="US056054AA70"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000938.10000000</valUSD>
        <pctVal>0.212529620090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.91999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLUEMOUNTAIN CLO LTD.</name>
        <lei>N/A</lei>
        <title>BLUEMOUNTAIN CLO 2015-2 LTD BLUEM 2015-2A A1R</title>
        <cusip>09628BAL2</cusip>
        <identifiers>
          <isin value="US09628BAL27"/>
        </identifiers>
        <balance>1275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1274052.68000000</valUSD>
        <pctVal>0.270520157096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.22962840</annualizedRt>
          <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>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-56 LB</title>
        <cusip>38379LUL8</cusip>
        <identifiers>
          <isin value="US38379LUL88"/>
        </identifiers>
        <balance>1521919.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1501803.09000000</valUSD>
        <pctVal>0.318878500247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL B</title>
        <cusip>056054AE9</cusip>
        <identifiers>
          <isin value="US056054AE92"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650405.47000000</valUSD>
        <pctVal>0.138100875012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08000160</annualizedRt>
          <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 BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE 1.850000% 04/14/2020</title>
        <cusip>06416CAB4</cusip>
        <identifiers>
          <isin value="US06416CAB46"/>
        </identifiers>
        <balance>1950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1949132.54000000</valUSD>
        <pctVal>0.413860156019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>UNITED AUTO CREDIT SECURITIZATION TRUST 2019-1 UACST 2019-1 A</title>
        <cusip>90945QAA9</cusip>
        <identifiers>
          <isin value="US90945QAA94"/>
        </identifiers>
        <balance>524753.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>525597.25000000</valUSD>
        <pctVal>0.111600291629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.82000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2019-B CPS 2019-B A</title>
        <cusip>22412AAA1</cusip>
        <identifiers>
          <isin value="US22412AAA16"/>
        </identifiers>
        <balance>240619.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241381.96000000</valUSD>
        <pctVal>0.051252736063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.89000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2018-2 LLC EFF 2018-2 A2</title>
        <cusip>29373FAB0</cusip>
        <identifiers>
          <isin value="US29373FAB04"/>
        </identifiers>
        <balance>361230.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>364132.02000000</valUSD>
        <pctVal>0.077316309443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2018- ACAR 2018-4 A</title>
        <cusip>02529MAA7</cusip>
        <identifiers>
          <isin value="US02529MAA71"/>
        </identifiers>
        <balance>272557.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272993.21000000</valUSD>
        <pctVal>0.057964766461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.38000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A1</title>
        <cusip>63935CAA9</cusip>
        <identifiers>
          <isin value="US63935CAA99"/>
        </identifiers>
        <balance>2485000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2482652.42000000</valUSD>
        <pctVal>0.527142663106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.18000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2019-4 GCAR 2019-4A A</title>
        <cusip>36258HAA3</cusip>
        <identifiers>
          <isin value="US36258HAA32"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650247.85000000</valUSD>
        <pctVal>0.138067407490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.47000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE CLO 2018-3 LTD PSTAT 2018-3A A2</title>
        <cusip>69700LAC5</cusip>
        <identifiers>
          <isin value="US69700LAC54"/>
        </identifiers>
        <balance>820000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>816866.78000000</valUSD>
        <pctVal>0.173445677028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50813160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-5 TPMT 2017-5 A1</title>
        <cusip>89169EAA7</cusip>
        <identifiers>
          <isin value="US89169EAA73"/>
        </identifiers>
        <balance>862949.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>860930.57000000</valUSD>
        <pctVal>0.182801760634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.42274960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSPORTATION FINANCE EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>TRANSPORTATION FINANCE EQUIPMENT TRUST 2019-1 TFET 2019-1 A2</title>
        <cusip>89389JAB8</cusip>
        <identifiers>
          <isin value="US89389JAB89"/>
        </identifiers>
        <balance>1230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1228187.72000000</valUSD>
        <pctVal>0.260781630283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
        <lei>N/A</lei>
        <title>SYNCHRONY CARD FUNDING LLC SYNIT 2019-A1 A</title>
        <cusip>87166PAE1</cusip>
        <identifiers>
          <isin value="US87166PAE16"/>
        </identifiers>
        <balance>1690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1725209.63000000</valUSD>
        <pctVal>0.366314507600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2017-2 CAALT 2017-2A A</title>
        <cusip>22533YAA3</cusip>
        <identifiers>
          <isin value="US22533YAA38"/>
        </identifiers>
        <balance>370241.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370661.98000000</valUSD>
        <pctVal>0.078702818677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2004-12 SEMT 2004-12 A1</title>
        <cusip>81744FFY8</cusip>
        <identifiers>
          <isin value="US81744FFY88"/>
        </identifiers>
        <balance>13352.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13129.13000000</valUSD>
        <pctVal>0.002787713856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.38637880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DE LAGE LANDEN FINANCE (DLL)</name>
        <lei>N/A</lei>
        <title>DLL 2019-3 LLC DLL 2019-MT3 A2</title>
        <cusip>23291RAB6</cusip>
        <identifiers>
          <isin value="US23291RAB69"/>
        </identifiers>
        <balance>1125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1124888.74000000</valUSD>
        <pctVal>0.238848113141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-1 AMCAR 2019-1 A2A</title>
        <cusip>03066GAB5</cusip>
        <identifiers>
          <isin value="US03066GAB59"/>
        </identifiers>
        <balance>514697.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516612.30000000</valUSD>
        <pctVal>0.109692513306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2019-1 NHLT 2019-1A A</title>
        <cusip>63862VAA4</cusip>
        <identifiers>
          <isin value="US63862VAA44"/>
        </identifiers>
        <balance>228780.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228920.48000000</valUSD>
        <pctVal>0.048606784620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.65129920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HLSS MSR - EBO ACQUISITION LLC AND HLSS HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2018 NZES 2018-PLS2 A</title>
        <cusip>40423XAF9</cusip>
        <identifiers>
          <isin value="US40423XAF96"/>
        </identifiers>
        <balance>260720.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261000.09000000</valUSD>
        <pctVal>0.055418262099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.26500000</annualizedRt>
          <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 MASTER OWNER TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ MASTER OWNER TRUST 2019-BA MBMOT 2019-AA A</title>
        <cusip>58768UAL7</cusip>
        <identifiers>
          <isin value="US58768UAL70"/>
        </identifiers>
        <balance>1405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1405276.22000000</valUSD>
        <pctVal>0.298382908152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26350000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2015-GC28 GSMS 2015-GC28 A2</title>
        <cusip>36251FAT3</cusip>
        <identifiers>
          <isin value="US36251FAT30"/>
        </identifiers>
        <balance>495416.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495238.32000000</valUSD>
        <pctVal>0.105154166879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.89800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-3 BSARM 2005-3 2A1</title>
        <cusip>07387AAW5</cusip>
        <identifiers>
          <isin value="US07387AAW53"/>
        </identifiers>
        <balance>54763.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57557.71000000</valUSD>
        <pctVal>0.012221253481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.38709680</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A A</title>
        <cusip>26253KAA2</cusip>
        <identifiers>
          <isin value="US26253KAA25"/>
        </identifiers>
        <balance>475483.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476639.35000000</valUSD>
        <pctVal>0.101205039528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Branch Banking and Trust Company</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>BRANCH BANKING &amp; TRUST CO VARIABLE RATE 01/15/2020</title>
        <cusip>07330NAP0</cusip>
        <identifiers>
          <isin value="US07330NAP06"/>
        </identifiers>
        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1350594.00000000</valUSD>
        <pctVal>0.286772208707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45088000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITEDHEALTH GROUP INCORPORATED</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC VARIABLE RATE 10/15/2020</title>
        <cusip>91324PDB5</cusip>
        <identifiers>
          <isin value="US91324PDB58"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799393.91000000</valUSD>
        <pctVal>0.169735654976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07087840</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE VARIABLE RATE 01/30/2020</title>
        <cusip>3136G4TH6</cusip>
        <identifiers>
          <isin value="US3136G4TH64"/>
        </identifiers>
        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1150315.15000000</valUSD>
        <pctVal>0.244246913783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.71000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOFI PROFESSIONAL LOAN PROGRAM</name>
        <lei>N/A</lei>
        <title>SOFI PROFESSIONAL LOAN PROGRAM 2017-A LLC SOFI 2017-A A1</title>
        <cusip>83404FAA2</cusip>
        <identifiers>
          <isin value="US83404FAA21"/>
        </identifiers>
        <balance>132781.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132925.34000000</valUSD>
        <pctVal>0.028224094987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.52275040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2018-1 VERUS 2018-1 A1</title>
        <cusip>92536FAA4</cusip>
        <identifiers>
          <isin value="US92536FAA49"/>
        </identifiers>
        <balance>138833.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138931.18000000</valUSD>
        <pctVal>0.029499317594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.92900000</annualizedRt>
          <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>GENERAL ELECTRIC CO 2.500000% 03/28/2020</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1042118106"/>
        </identifiers>
        <balance>720000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>719884.80000000</valUSD>
        <pctVal>0.152853451230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL VARIABLE RATE 02/03/2020</title>
        <cusip>87165BAF0</cusip>
        <identifiers>
          <isin value="US87165BAF04"/>
        </identifiers>
        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1752596.83000000</valUSD>
        <pctVal>0.372129643632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.13224840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2019-1 MORTGAGE LOAN TRUST COLT 2019-1 A1</title>
        <cusip>19687XAA5</cusip>
        <identifiers>
          <isin value="US19687XAA54"/>
        </identifiers>
        <balance>269762.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271627.04000000</valUSD>
        <pctVal>0.057674686993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.70500120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
        <lei>N/A</lei>
        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
        <cusip>783965593</cusip>
        <identifiers>
          <isin value="US7839655930"/>
        </identifiers>
        <balance>1683252.51000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1683252.51000000</valUSD>
        <pctVal>0.357405734147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 323626</title>
        <cusip>31374TPK9</cusip>
        <identifiers>
          <isin value="US31374TPK96"/>
        </identifiers>
        <balance>642.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653.40000000</valUSD>
        <pctVal>0.000138736704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.78100160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASSURANT, INC.</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>ASSURANT INC VARIABLE RATE 03/26/2021</title>
        <cusip>04621XAL2</cusip>
        <identifiers>
          <isin value="US04621XAL29"/>
        </identifiers>
        <balance>127000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127010.97000000</valUSD>
        <pctVal>0.026968294244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.36300120</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2001-33 FA</title>
        <cusip>31359S6L9</cusip>
        <identifiers>
          <isin value="US31359S6L96"/>
        </identifiers>
        <balance>6439.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6472.49000000</valUSD>
        <pctVal>0.001374306603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.15799840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2017-3 CAALT 2017-3A A</title>
        <cusip>22534UAA0</cusip>
        <identifiers>
          <isin value="US22534UAA07"/>
        </identifiers>
        <balance>695408.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697091.23000000</valUSD>
        <pctVal>0.148013682644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-LC17 MORTGAGE TRUST COMM 2014-LC17 A2</title>
        <cusip>12592MBF6</cusip>
        <identifiers>
          <isin value="US12592MBF68"/>
        </identifiers>
        <balance>61860.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61875.67000000</valUSD>
        <pctVal>0.013138087797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.16400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTERNATIONAL INC VARIABLE RATE 02/21/2020</title>
        <cusip>718172BY4</cusip>
        <identifiers>
          <isin value="US718172BY40"/>
        </identifiers>
        <balance>1455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1456011.11000000</valUSD>
        <pctVal>0.309155469309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.31463080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>REGIONAL MANAGEMENT ISSUANCE TRUST 2018-1 RMIT 2018-1 A</title>
        <cusip>75907PAA8</cusip>
        <identifiers>
          <isin value="US75907PAA84"/>
        </identifiers>
        <balance>470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>472509.57000000</valUSD>
        <pctVal>0.100328161552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.83000000</annualizedRt>
          <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 of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY FRN VARIABLE RATE 04/30/2021</title>
        <cusip>9128286Q8</cusip>
        <identifiers>
          <isin value="US9128286Q86"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1498895.63000000</valUSD>
        <pctVal>0.318261158006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.70510760</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIG AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CIG AUTO RECEIVABLES TRUST 2017-1 CIGAR 2017-1A A</title>
        <cusip>171787AA2</cusip>
        <identifiers>
          <isin value="US171787AA22"/>
        </identifiers>
        <balance>47697.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47766.73000000</valUSD>
        <pctVal>0.010142330459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71000000</annualizedRt>
          <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 of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY FRN VARIABLE RATE 01/31/2021</title>
        <cusip>9128285Y2</cusip>
        <identifiers>
          <isin value="US9128285Y20"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>449814.41000000</valUSD>
        <pctVal>0.095509288405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.68110640</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-3 MFT 2019-3A A</title>
        <cusip>57109MAA9</cusip>
        <identifiers>
          <isin value="US57109MAA99"/>
        </identifiers>
        <balance>732989.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>735130.97000000</valUSD>
        <pctVal>0.156090677106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>MORTGAGE-LINKED AMORTIZING NOTES MLAN 2012-1 A10</title>
        <cusip>3134G3KS8</cusip>
        <identifiers>
          <isin value="US3134G3KS82"/>
        </identifiers>
        <balance>283923.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284871.95000000</valUSD>
        <pctVal>0.060486984467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2018-2 MORTGAGE LOAN TRUST COLT 2018-2 A1</title>
        <cusip>19687VAA9</cusip>
        <identifiers>
          <isin value="US19687VAA98"/>
        </identifiers>
        <balance>368434.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369730.97000000</valUSD>
        <pctVal>0.078505136920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.47000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2018-3 AOMT 2018-3 A1</title>
        <cusip>03464NAA0</cusip>
        <identifiers>
          <isin value="US03464NAA00"/>
        </identifiers>
        <balance>364905.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369534.18000000</valUSD>
        <pctVal>0.078463352414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64899960</annualizedRt>
          <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>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012-63 FE</title>
        <cusip>3136A6UJ1</cusip>
        <identifiers>
          <isin value="US3136A6UJ11"/>
        </identifiers>
        <balance>332916.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333079.99000000</valUSD>
        <pctVal>0.070723018470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.10800160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 2.600000% 08/13/2021</title>
        <cusip>674599CU7</cusip>
        <identifiers>
          <isin value="US674599CU76"/>
        </identifiers>
        <balance>1730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1738536.86000000</valUSD>
        <pctVal>0.369144284115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2004-8 SLMA 2004-8A A5</title>
        <cusip>78442GMS2</cusip>
        <identifiers>
          <isin value="US78442GMS20"/>
        </identifiers>
        <balance>21052.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21051.63000000</valUSD>
        <pctVal>0.004469901711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.77549920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP VARIABLE RATE 08/13/2021</title>
        <cusip>674599CV5</cusip>
        <identifiers>
          <isin value="US674599CV59"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402342.13000000</valUSD>
        <pctVal>0.085429478641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.15462960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARSH &amp; MCLENNAN COMPANIES, INC.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MARSH &amp; MCLENNAN COS INC 3.500000% 12/29/2020</title>
        <cusip>571748BE1</cusip>
        <identifiers>
          <isin value="US571748BE18"/>
        </identifiers>
        <balance>170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172834.71000000</valUSD>
        <pctVal>0.036698068796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015-5 TPMT 2015-5 A1B</title>
        <cusip>89171VAK3</cusip>
        <identifiers>
          <isin value="US89171VAK35"/>
        </identifiers>
        <balance>138218.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138422.44000000</valUSD>
        <pctVal>0.029391296609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSTAR MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSTAR MORTGAGE TRUST 2018-5 FSMT 2018-5 A7</title>
        <cusip>33849NAG0</cusip>
        <identifiers>
          <isin value="US33849NAG07"/>
        </identifiers>
        <balance>318255.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321547.94000000</valUSD>
        <pctVal>0.068274413301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLORIDA POWER &amp; LIGHT COMPANY</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>FLORIDA POWER &amp; LIGHT CO VARIABLE RATE 05/06/2022</title>
        <cusip>341081FW2</cusip>
        <identifiers>
          <isin value="US341081FW23"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1300026.92000000</valUSD>
        <pctVal>0.276035278719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.30825160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK CITY TAX LIEN COLLATERALIZED BONDS</name>
        <lei>N/A</lei>
        <title>NYCTL 2019-A TRUST NYCTL 2019-A A</title>
        <cusip>62954VAA5</cusip>
        <identifiers>
          <isin value="US62954VAA52"/>
        </identifiers>
        <balance>732000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>732253.78000000</valUSD>
        <pctVal>0.155479762108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.19000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2018-3 DTAOT 2018-3A A</title>
        <cusip>23343CAA9</cusip>
        <identifiers>
          <isin value="US23343CAA99"/>
        </identifiers>
        <balance>515209.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516513.20000000</valUSD>
        <pctVal>0.109671471360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.02000000</annualizedRt>
          <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>COMCAST CORP VARIABLE RATE 10/01/2020</title>
        <cusip>20030NCV1</cusip>
        <identifiers>
          <isin value="US20030NCV10"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>801697.75000000</valUSD>
        <pctVal>0.170224830321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.42862840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Regions Bank</name>
        <lei>EQTWLK1G7ODGC2MGLV11</lei>
        <title>REGIONS BANK/BIRMINGHAM AL VARIABLE RATE 08/13/2021</title>
        <cusip>759187CE5</cusip>
        <identifiers>
          <isin value="US759187CE57"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>600103.86000000</valUSD>
        <pctVal>0.127420312385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.40463080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE TRUST 2015-2 MCMLT 2015-2 A2</title>
        <cusip>599808AC6</cusip>
        <identifiers>
          <isin value="US599808AC68"/>
        </identifiers>
        <balance>581909.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>584188.32000000</valUSD>
        <pctVal>0.124040958887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99999880</annualizedRt>
          <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>CHARLES SCHWAB CORP/THE VARIABLE RATE 05/21/2021</title>
        <cusip>808513AV7</cusip>
        <identifiers>
          <isin value="US808513AV74"/>
        </identifiers>
        <balance>520000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520655.89000000</valUSD>
        <pctVal>0.110551090521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.21463000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2015-GC30 GSMS 2015-GC30 A2</title>
        <cusip>36250GAM7</cusip>
        <identifiers>
          <isin value="US36250GAM78"/>
        </identifiers>
        <balance>372742.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372772.68000000</valUSD>
        <pctVal>0.079150984521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.72600000</annualizedRt>
          <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 TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-3 CARMX 2019-3 A2A</title>
        <cusip>14315PAB1</cusip>
        <identifiers>
          <isin value="US14315PAB13"/>
        </identifiers>
        <balance>1260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1262570.53000000</valUSD>
        <pctVal>0.268082147215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DNB BANK ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB BANK ASA 144A VARIABLE RATE 10/02/2020</title>
        <cusip>23329PAB6</cusip>
        <identifiers>
          <isin value="US23329PAB67"/>
        </identifiers>
        <balance>875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>876956.25000000</valUSD>
        <pctVal>0.186204500206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45513160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
        <lei>N/A</lei>
        <title>CHL MORTGAGE PASS-THROUGH TRUST 2004-29 CWHL 2004-29 1A1</title>
        <cusip>12669GHY0</cusip>
        <identifiers>
          <isin value="US12669GHY08"/>
        </identifiers>
        <balance>16572.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16096.92000000</valUSD>
        <pctVal>0.003417865992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.24799840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BA CREDIT CARD TRUST</name>
        <lei>N/A</lei>
        <title>BA CREDIT CARD TRUST BACCT 2017-A1 A1</title>
        <cusip>05522RCW6</cusip>
        <identifiers>
          <isin value="US05522RCW60"/>
        </identifiers>
        <balance>1910000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1910265.30000000</valUSD>
        <pctVal>0.405607458124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN TOWER CORPORATION</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP 2.800000% 06/01/2020</title>
        <cusip>03027XAF7</cusip>
        <identifiers>
          <isin value="US03027XAF78"/>
        </identifiers>
        <balance>643000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>644981.92000000</valUSD>
        <pctVal>0.136949290293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 04/13/2020</title>
        <cusip>37045XBU9</cusip>
        <identifiers>
          <isin value="US37045XBU90"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>901799.23000000</valUSD>
        <pctVal>0.191479420904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.91612960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PARAGON MORTGAGES PLC</name>
        <lei>N/A</lei>
        <title>PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C</title>
        <cusip>69913BAB2</cusip>
        <identifiers>
          <isin value="US69913BAB27"/>
        </identifiers>
        <balance>109939.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103864.78000000</valUSD>
        <pctVal>0.022053653701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37813120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLOBAL FUNDING I 144A 2.400000% 01/08/2021</title>
        <cusip>59217GCL1</cusip>
        <identifiers>
          <isin value="US59217GCL14"/>
        </identifiers>
        <balance>1595000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1603114.00000000</valUSD>
        <pctVal>0.340389889626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHC COMMERCIAL MORTGAGE SECURITIES INC</name>
        <lei>N/A</lei>
        <title>CHC COMMERCIAL MORTGAGE TRUST 2019 - CHC CHC 2019-CHC A</title>
        <cusip>162665AA1</cusip>
        <identifiers>
          <isin value="US162665AA10"/>
        </identifiers>
        <balance>920000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>921592.80000000</valUSD>
        <pctVal>0.195682198191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03350040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSPORTATION FINANCE EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>TRANSPORTATION FINANCE EQUIPMENT TRUST 2019-1 TFET 2019-1 A2</title>
        <cusip>89389JAB8</cusip>
        <identifiers>
          <isin value="US89389JAB89"/>
        </identifiers>
        <balance>1110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1108364.53000000</valUSD>
        <pctVal>0.235339520478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TRUST 2019-A MBALT 2019-A A3</title>
        <cusip>58772TAC4</cusip>
        <identifiers>
          <isin value="US58772TAC45"/>
        </identifiers>
        <balance>465000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469518.13000000</valUSD>
        <pctVal>0.099692987802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cooperatieve Rabobank UA (New York Branch)</name>
        <lei>N/A</lei>
        <title>COOPERATIEVE RABOBANK UA/NY VARIABLE RATE 04/26/2021</title>
        <cusip>21688AAP7</cusip>
        <identifiers>
          <isin value="US21688AAP75"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003180.03000000</valUSD>
        <pctVal>0.213005650057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36562840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-2 DRMT 2017-2A A1</title>
        <cusip>24381CAA0</cusip>
        <identifiers>
          <isin value="US24381CAA09"/>
        </identifiers>
        <balance>114195.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114111.79000000</valUSD>
        <pctVal>0.024229405770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45300040</annualizedRt>
          <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>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-81 PM</title>
        <cusip>38377F5H0</cusip>
        <identifiers>
          <isin value="US38377F5H04"/>
        </identifiers>
        <balance>522605.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527671.17000000</valUSD>
        <pctVal>0.112040647960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2018-1 NAVSL 2018-1A A2</title>
        <cusip>63940DAB8</cusip>
        <identifiers>
          <isin value="US63940DAB82"/>
        </identifiers>
        <balance>790622.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>789142.19000000</valUSD>
        <pctVal>0.167558902831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17275120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL, INC.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL INC/MD VARIABLE RATE 12/01/2020</title>
        <cusip>571903AZ6</cusip>
        <identifiers>
          <isin value="US571903AZ64"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>803173.87000000</valUSD>
        <pctVal>0.170538255520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73763080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2014-DN2 M2</title>
        <cusip>3137G0AX7</cusip>
        <identifiers>
          <isin value="US3137G0AX75"/>
        </identifiers>
        <balance>115446.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115735.83000000</valUSD>
        <pctVal>0.024574238887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.47275080</annualizedRt>
          <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 of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) MAR20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVH0"/>
        </identifiers>
        <balance>24.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2855250.00000000</valUSD>
        <pctVal>0.606256468569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 5-Year Note (consolidated) Mar 2020</issueTitle>
                <identifiers>
                  <isin value="US912828XT22"/>
                  <ticker value="FVH0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-04-03</expDate>
            <notionalAmt>2856990.24</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1740.24</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 313752</title>
        <cusip>31374GQD2</cusip>
        <identifiers>
          <isin value="US31374GQD24"/>
        </identifiers>
        <balance>1287.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1306.02000000</valUSD>
        <pctVal>0.000277307791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.34499840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2015-3 AMCAR 2015-3 C</title>
        <cusip>03065NAF2</cusip>
        <identifiers>
          <isin value="US03065NAF24"/>
        </identifiers>
        <balance>37016.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37021.11000000</valUSD>
        <pctVal>0.007860708313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.73000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2013-A MMAF 2013-AA A5</title>
        <cusip>60689LAE5</cusip>
        <identifiers>
          <isin value="US60689LAE56"/>
        </identifiers>
        <balance>239519.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>239714.60000000</valUSD>
        <pctVal>0.050898704793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.57000000</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>2019-11-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>James Hoffmayer</ncom:signature>
      <ncom:signerName>James Hoffmayer</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
