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      <invstOrSec>
        <name>BANK OF AMERICA, NATIONAL ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AL2293</title>
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          <isin value="US3138EJRP53"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3960 JF</title>
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          <isin value="US3137AJFC32"/>
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        <balance>466408.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>468206.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.10849840</annualizedRt>
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      <invstOrSec>
        <name>SANTANDER UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
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        <cusip>80283LAT0</cusip>
        <identifiers>
          <isin value="US80283LAT08"/>
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        <balance>585000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>599967.01000000</valUSD>
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        <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>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
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        <title>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2014-C19 ASB</title>
        <cusip>61764PBS0</cusip>
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          <isin value="US61764PBS02"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2010-C2 A3</title>
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          <isin value="US46635GAE08"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AL4332</title>
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          <isin value="US3138ELY645"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>J.P. MORGAN MORTGAGE ACQUISITION CORPORATION</name>
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        <title>JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH3 JPMAC 2007-CH3 A4</title>
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          <isin value="US46630XAE85"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3940 PF</title>
        <cusip>3137AGZ37</cusip>
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          <isin value="US3137AGZ378"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2006-31 FP</title>
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        <identifiers>
          <isin value="US31395DAM11"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2017-B CNH 2017-B A4</title>
        <cusip>12637BAE1</cusip>
        <identifiers>
          <isin value="US12637BAE11"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012-121 GA</title>
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          <isin value="US3136A9WT14"/>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <title>ENTERPRISE FLEET FINANCING LLC EFF 2017-1 A2</title>
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        <name>BAY AREA TOLL AUTH CALIF TOLL BRDG REV</name>
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        <title>BAY AREA CA TOLL AUTH TOLL BRI BAY AREA TOLL AUTHORITY</title>
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          <couponKind>Fixed</couponKind>
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        <name>Inter-American Development Bank</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ARI FLEET LEASE TRUST</name>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SUTTER HEALTH</name>
        <lei>549300MJCC12LU768G81</lei>
        <title>SUTTER HEALTH 2.286000% 08/15/2053</title>
        <cusip>86944BAC7</cusip>
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          <isin value="US86944BAC72"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1002107.05000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AGATE BAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>AGATE BAY MORTGAGE TRUST 2015-2 ABMT 2015-2 A7</title>
        <cusip>00841XAG5</cusip>
        <identifiers>
          <isin value="US00841XAG51"/>
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        <balance>670334.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>672836.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2013-C13 ASB</title>
        <cusip>61763BAS3</cusip>
        <identifiers>
          <isin value="US61763BAS34"/>
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        <balance>416386.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>430131.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55700000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL G2 5276</title>
        <cusip>36202F2H8</cusip>
        <identifiers>
          <isin value="US36202F2H82"/>
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        <balance>1429269.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1483886.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012-93 GF</title>
        <cusip>3136A8JF8</cusip>
        <identifiers>
          <isin value="US3136A8JF83"/>
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        <balance>222611.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>222744.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.87674840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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"/>
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        <balance>441061.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>440488.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.65962960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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"/>
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        <balance>2350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2389758.95000000</valUSD>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CALIFORNIA ST DEPT WTR RES PWR SUPPLY REV</name>
        <lei>N/A</lei>
        <title>CALIFORNIA ST DEPT OF WTR RESO STATE OF CALIFORNIA DEPARTMENT OF WATER RESOURCES</title>
        <cusip>13066YTY5</cusip>
        <identifiers>
          <isin value="US13066YTY58"/>
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        <balance>7439385.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7478069.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.71300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LG&amp;E AND KU ENERGY LLC</name>
        <lei>N/A</lei>
        <title>LG&amp;E &amp; KU ENERGY LLC 3.750000% 11/15/2020</title>
        <cusip>50188FAD7</cusip>
        <identifiers>
          <isin value="US50188FAD78"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1009568.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>072024WW8</cusip>
        <identifiers>
          <isin value="US072024WW80"/>
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        <balance>4525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4595906.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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"/>
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        <balance>3825000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3869033.02000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AM1999</title>
        <cusip>3138L2GH4</cusip>
        <identifiers>
          <isin value="US3138L2GH42"/>
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        <balance>1683625.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1695550.53000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KS05 A</title>
        <cusip>3137BQTQ0</cusip>
        <identifiers>
          <isin value="US3137BQTQ06"/>
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        <balance>2475824.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2471044.27000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2018-B4 MORTGAGE TRUST BMARK 2018-B4 A1</title>
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        <identifiers>
          <isin value="US08161HAA86"/>
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        <balance>602832.72000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-45 AG</title>
        <cusip>38379JM99</cusip>
        <identifiers>
          <isin value="US38379JM992"/>
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        <balance>2803890.66000000</balance>
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        <valUSD>2875945.04000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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"/>
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        <balance>5520000.00000000</balance>
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        <valUSD>5533849.68000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.77850160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
        <lei>N/A</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2019-A1 A1</title>
        <cusip>14041NFT3</cusip>
        <identifiers>
          <isin value="US14041NFT37"/>
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        <balance>5230000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5388979.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.84000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK CREDIT CARD ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT 2018-A6 A6</title>
        <cusip>17305EGR0</cusip>
        <identifiers>
          <isin value="US17305EGR09"/>
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        <balance>3200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3376246.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012-98 MA</title>
        <cusip>3136A8BP4</cusip>
        <identifiers>
          <isin value="US3136A8BP48"/>
        </identifiers>
        <balance>9729325.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9891517.19000000</valUSD>
        <pctVal>0.691440019432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRAVO MORTGAGE ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO MORTGAGE ASSET TRUST BMAT 2006-1A A2</title>
        <cusip>105667AB5</cusip>
        <identifiers>
          <isin value="US105667AB57"/>
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        <balance>429893.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429812.67000000</valUSD>
        <pctVal>0.030044903647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.86675120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bank, National Association</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
        <title>FIFTH THIRD BANK/CINCINNATI OH 2.200000% 10/30/2020</title>
        <cusip>31677QBK4</cusip>
        <identifiers>
          <isin value="US31677QBK40"/>
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        <balance>3020000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3028873.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AM3498</title>
        <cusip>3138L33G8</cusip>
        <identifiers>
          <isin value="US3138L33G82"/>
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        <balance>1219600.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1218200.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.01000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REGENCY ENERGY PARTNERS LP</name>
        <lei>N/A</lei>
        <title>ENERGY TRANSFER PARTNERS LP / REGENCY ENERGY FINAN 5.875000% 03/01/2022</title>
        <cusip>75886AAL2</cusip>
        <identifiers>
          <isin value="US75886AAL26"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267021.80000000</valUSD>
        <pctVal>0.018665443837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 WFCM 2016-C33 A2</title>
        <cusip>95000LAX1</cusip>
        <identifiers>
          <isin value="US95000LAX10"/>
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        <balance>882605.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>888817.76000000</valUSD>
        <pctVal>0.062130425236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.78500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC 144A 3.875000% 12/15/2023</title>
        <cusip>07274NAE3</cusip>
        <identifiers>
          <isin value="US07274NAE31"/>
        </identifiers>
        <balance>1495000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1608417.37000000</valUSD>
        <pctVal>0.112432108867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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"/>
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        <balance>1660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1695029.98000000</valUSD>
        <pctVal>0.118486531418</pctVal>
        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 2.125000% 05/15/2022</title>
        <cusip>9128286U9</cusip>
        <identifiers>
          <isin value="US9128286U98"/>
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        <balance>42160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43289756.46000000</valUSD>
        <pctVal>3.026054494268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISCOVER CARD EXECUTION NOTE TRUST</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NOTE TRUST DCENT 2019-A1 A1</title>
        <cusip>254683CK9</cusip>
        <identifiers>
          <isin value="US254683CK92"/>
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        <balance>4615000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4771320.20000000</valUSD>
        <pctVal>0.333526360864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2005-83 FP</title>
        <cusip>31394FUN3</cusip>
        <identifiers>
          <isin value="US31394FUN31"/>
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        <balance>1096142.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1090625.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.95675120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2018-3 NAVSL 2018-3A A2</title>
        <cusip>63940TAB3</cusip>
        <identifiers>
          <isin value="US63940TAB35"/>
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        <balance>1096058.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1096998.95000000</valUSD>
        <pctVal>0.076682773808</pctVal>
        <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>2.04675120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS 25 LTD OCT25 2015-1A AR</title>
        <cusip>67575BAL3</cusip>
        <identifiers>
          <isin value="US67575BAL36"/>
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        <balance>430000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429441.00000000</valUSD>
        <pctVal>0.030018923051</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76588000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPRINT SPECTRUM CO LLC</name>
        <lei>N/A</lei>
        <title>SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 3.360000% 09/20/2021</title>
        <cusip>85208NAA8</cusip>
        <identifiers>
          <isin value="US85208NAA81"/>
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        <balance>1391250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1402519.13000000</valUSD>
        <pctVal>0.098039343800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPRINT SPECTRUM CO LLC</name>
        <lei>N/A</lei>
        <title>SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 4.738000% 03/20/2025</title>
        <cusip>85208NAD2</cusip>
        <identifiers>
          <isin value="US85208NAD21"/>
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        <balance>635000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>679418.25000000</valUSD>
        <pctVal>0.047492913266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.73800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AB7905</title>
        <cusip>31417EYB1</cusip>
        <identifiers>
          <isin value="US31417EYB19"/>
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        <balance>649911.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>671037.53000000</valUSD>
        <pctVal>0.046907081479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <curCd>USD</curCd>
        <valUSD>15151675.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012-20 BD</title>
        <cusip>3136A4JW0</cusip>
        <identifiers>
          <isin value="US3136A4JW03"/>
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        <balance>2972313.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3017526.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST INC CMLTI 2007-WFH3 A3</title>
        <cusip>17313CAC3</cusip>
        <identifiers>
          <isin value="US17313CAC38"/>
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        <balance>1255918.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1254151.44000000</valUSD>
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        <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>1.87674840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-20 MU</title>
        <cusip>38379AKS8</cusip>
        <identifiers>
          <isin value="US38379AKS86"/>
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        <balance>6742121.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6961070.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOSFORTH FUNDING PLC</name>
        <lei>N/A</lei>
        <title>GOSFORTH FUNDING 2018-1 PLC GFUND 2018-1A A1</title>
        <cusip>38312RAA1</cusip>
        <identifiers>
          <isin value="US38312RAA14"/>
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        <balance>666788.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>666459.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.12924880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2011-C5 A3</title>
        <cusip>46636VAC0</cusip>
        <identifiers>
          <isin value="US46636VAC00"/>
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        <balance>931410.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>960258.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.17120000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP II GSMS 2018-GS10 A1</title>
        <cusip>36250SAA7</cusip>
        <identifiers>
          <isin value="US36250SAA78"/>
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        <balance>1333395.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1370953.62000000</valUSD>
        <pctVal>0.095832841357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZIMMER BIOMET HOLDINGS, INC.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS INC 2.700000% 04/01/2020</title>
        <cusip>98956PAK8</cusip>
        <identifiers>
          <isin value="US98956PAK84"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750474.31000000</valUSD>
        <pctVal>0.052459896851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-1 F</title>
        <cusip>38375JEJ0</cusip>
        <identifiers>
          <isin value="US38375JEJ07"/>
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        <balance>701970.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>696186.23000000</valUSD>
        <pctVal>0.048665034003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.94699880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GRACE MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>GRACE 2014-GRCE MORTGAGE TRUST GRCE 2014-GRCE A</title>
        <cusip>38406HAA0</cusip>
        <identifiers>
          <isin value="US38406HAA05"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1015353.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36870000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KJ24 A1</title>
        <cusip>3137FMD66</cusip>
        <identifiers>
          <isin value="US3137FMD661"/>
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        <balance>2429583.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2529752.91000000</valUSD>
        <pctVal>0.176835602430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.28300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST CARMX 2020-1 A3</title>
        <cusip>14315XAC2</cusip>
        <identifiers>
          <isin value="US14315XAC20"/>
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        <balance>2510000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2549031.25000000</valUSD>
        <pctVal>0.178183203160</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.89000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HEALTHCARE REALTY TRUST INCORPORATED</name>
        <lei>549300CB86LH2IOKHH22</lei>
        <title>HEALTHCARE REALTY TRUST INC 3.750000% 04/15/2023</title>
        <cusip>421946AH7</cusip>
        <identifiers>
          <isin value="US421946AH71"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>790498.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2011-K11 MORTGAGE TRUST FREMF 2011-K11 B</title>
        <cusip>30262BAL9</cusip>
        <identifiers>
          <isin value="US30262BAL99"/>
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        <balance>3518000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3577004.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56714000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4387 JA</title>
        <cusip>3137BDZN9</cusip>
        <identifiers>
          <isin value="US3137BDZN97"/>
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        <balance>1807326.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1831862.03000000</valUSD>
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        <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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL L.L.C.</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC CORP 144A 4.420000% 06/15/2021</title>
        <cusip>25272KAD5</cusip>
        <identifiers>
          <isin value="US25272KAD54"/>
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        <balance>3900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4018532.62000000</valUSD>
        <pctVal>0.280904761068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.42000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF14 A</title>
        <cusip>3137BN5M2</cusip>
        <identifiers>
          <isin value="US3137BN5M29"/>
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        <balance>2879484.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2877473.15000000</valUSD>
        <pctVal>0.201142054604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.31188040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <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"/>
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        <balance>1260153.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1265390.69000000</valUSD>
        <pctVal>0.088453747436</pctVal>
        <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>
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        <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 2010-M7 FA</title>
        <cusip>31398SU84</cusip>
        <identifiers>
          <isin value="US31398SU845"/>
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        <balance>26705.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26718.27000000</valUSD>
        <pctVal>0.001867669112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22675120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS TRUST 2013-TYSN BBCMS 2013-TYSN A2</title>
        <cusip>05529SAC3</cusip>
        <identifiers>
          <isin value="US05529SAC35"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>603113.10000000</valUSD>
        <pctVal>0.042159006103</pctVal>
        <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>3.75620000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY PROPERTY LIMITED PARTNERSHIP</name>
        <lei>549300N6GNCW2Y4RH795</lei>
        <title>LIBERTY PROPERTY LP 4.125000% 06/15/2022</title>
        <cusip>53117CAN2</cusip>
        <identifiers>
          <isin value="US53117CAN20"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211375.25000000</valUSD>
        <pctVal>0.014775620782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ONCOR ELECTRIC DELIVERY COMPANY LLC</name>
        <lei>549300SP2X2BS1KERD24</lei>
        <title>ONCOR ELECTRIC DELIVERY CO LLC 5.750000% 09/30/2020</title>
        <cusip>68233JAM6</cusip>
        <identifiers>
          <isin value="US68233JAM62"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512232.64000000</valUSD>
        <pctVal>0.035806250927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES .50%  04/15/24</title>
        <cusip>912810FD5</cusip>
        <identifiers>
          <isin value="US912810FD55"/>
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        <balance>22270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23500935.66000000</valUSD>
        <pctVal>1.642769971209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>7360000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7382602.56000000</valUSD>
        <pctVal>0.516061061159</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>
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        <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 J19F A2</title>
        <cusip>3137FEV49</cusip>
        <identifiers>
          <isin value="US3137FEV496"/>
        </identifiers>
        <balance>2494758.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2603617.80000000</valUSD>
        <pctVal>0.181998929754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.49800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARINGS CLO LTD</name>
        <lei>N/A</lei>
        <title>BARINGS CLO LTD 2013-I BABSN 2013-IA AR</title>
        <cusip>06760EAA4</cusip>
        <identifiers>
          <isin value="US06760EAA47"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998400.00000000</valUSD>
        <pctVal>0.069790478259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76588000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-53 CL</title>
        <cusip>3136AEEU7</cusip>
        <identifiers>
          <isin value="US3136AEEU78"/>
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        <balance>568083.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>574752.27000000</valUSD>
        <pctVal>0.040176518233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 A1</title>
        <cusip>90276YAA1</cusip>
        <identifiers>
          <isin value="US90276YAA10"/>
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        <balance>2039062.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2096192.30000000</valUSD>
        <pctVal>0.146528709075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.73870000</annualizedRt>
          <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 2007-1 SLCLT 2007-1 A4</title>
        <cusip>784424AD5</cusip>
        <identifiers>
          <isin value="US784424AD51"/>
        </identifiers>
        <balance>1201407.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1177731.74000000</valUSD>
        <pctVal>0.082326183289</pctVal>
        <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>Floating</couponKind>
          <annualizedRt>1.75174920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KILROY REALTY, L.P.</name>
        <lei>5493008CT3N3JR7P1552</lei>
        <title>KILROY REALTY LP 3.450000% 12/15/2024</title>
        <cusip>49427RAM4</cusip>
        <identifiers>
          <isin value="US49427RAM43"/>
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        <balance>395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423579.42000000</valUSD>
        <pctVal>0.029609184998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4220 KC</title>
        <cusip>3137B2JG6</cusip>
        <identifiers>
          <isin value="US3137B2JG68"/>
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        <balance>2546352.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2561312.88000000</valUSD>
        <pctVal>0.179041717615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2006-8 SLMA 2006-8 A5</title>
        <cusip>78443HAE3</cusip>
        <identifiers>
          <isin value="US78443HAE36"/>
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        <balance>501127.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500214.30000000</valUSD>
        <pctVal>0.034966141054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.04963120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2018-1 FIAOT 2018-1A A2</title>
        <cusip>32059RAC7</cusip>
        <identifiers>
          <isin value="US32059RAC79"/>
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        <balance>2660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2670478.80000000</valUSD>
        <pctVal>0.186672668903</pctVal>
        <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>3.22000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF22 A</title>
        <cusip>3137BS5V1</cusip>
        <identifiers>
          <isin value="US3137BS5V19"/>
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        <balance>1241114.23000000</balance>
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        <curCd>USD</curCd>
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        <name>FORD MOTOR CREDIT COMPANY LLC</name>
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        <name>AMERIQUEST MORTGAGE SECURITIES INC</name>
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        <name>FLATIRON CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>GS MORTGAGE-BACKED SECURITIES TRUST</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>Federal National Mortgage Association</name>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <title>NAVIENT STUDENT LOAN TRUST 2016-3 NAVSL 2016-3A A2</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HEALTHPEAK PROPERTIES, INC.</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>HEALTHPEAK PROPERTIES INC 3.150000% 08/01/2022</title>
        <cusip>40414LAG4</cusip>
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        <balance>585000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>604992.02000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>DIGITAL REALTY TRUST, L.P.</name>
        <lei>CD4SPTZ3YBTHY0C1AH38</lei>
        <title>DIGITAL REALTY TRUST LP 3.950000% 07/01/2022</title>
        <cusip>25389JAL0</cusip>
        <identifiers>
          <isin value="US25389JAL08"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>524620.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST INC CMLTI 2006-WFH3 M1</title>
        <cusip>17309QAE4</cusip>
        <identifiers>
          <isin value="US17309QAE44"/>
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        <balance>778212.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>777784.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.91675160</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q004 AFL</title>
        <cusip>3137FARM2</cusip>
        <identifiers>
          <isin value="US3137FARM22"/>
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        <balance>1126766.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1127827.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79307080</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-98 QF</title>
        <cusip>38377JSS3</cusip>
        <identifiers>
          <isin value="US38377JSS32"/>
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        <balance>1442788.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1444267.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.04699960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2006-WF3 M1</title>
        <cusip>86361EAF8</cusip>
        <identifiers>
          <isin value="US86361EAF88"/>
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        <balance>2215000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2195303.78000000</valUSD>
        <pctVal>0.153456831661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.87674840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
        <title>KRAFT HEINZ FOODS CO 3.950000% 07/15/2025</title>
        <cusip>50077LAK2</cusip>
        <identifiers>
          <isin value="US50077LAK26"/>
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        <balance>1140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1188865.92000000</valUSD>
        <pctVal>0.083104488324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2018-CH1 SEMT 2018-CH1 A10</title>
        <cusip>81747DAK5</cusip>
        <identifiers>
          <isin value="US81747DAK54"/>
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        <balance>1121466.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1134675.12000000</valUSD>
        <pctVal>0.079316425574</pctVal>
        <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>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31 CGCMT 2015-GC31 AAB</title>
        <cusip>17323YAE9</cusip>
        <identifiers>
          <isin value="US17323YAE95"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1997872.23000000</valUSD>
        <pctVal>0.139655907885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.43100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <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 2017-1 NAVSL 2017-1A A2</title>
        <cusip>63940NAB6</cusip>
        <identifiers>
          <isin value="US63940NAB64"/>
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        <balance>673799.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675267.45000000</valUSD>
        <pctVal>0.047202762708</pctVal>
        <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>2.37674880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4046 PA</title>
        <cusip>3137AQHT8</cusip>
        <identifiers>
          <isin value="US3137AQHT81"/>
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        <balance>739838.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>758013.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FUNDING MTN 2.000000% 04/13/2021</title>
        <cusip>64952WCE1</cusip>
        <identifiers>
          <isin value="US64952WCE12"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1009029.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2018-B1 MORTGAGE TRUST BMARK 2018-B1 A2</title>
        <cusip>08162PAT8</cusip>
        <identifiers>
          <isin value="US08162PAT84"/>
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        <balance>2153000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2261658.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>MORTGAGE-LINKED AMORTIZING NOTES MLAN 2012-1 A10</title>
        <cusip>3134G3KS8</cusip>
        <identifiers>
          <isin value="US3134G3KS82"/>
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        <balance>683692.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>692782.58000000</valUSD>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2017-4A B</title>
        <cusip>165183BC7</cusip>
        <identifiers>
          <isin value="US165183BC70"/>
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        <balance>4395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4448804.91000000</valUSD>
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        <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>2.59000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN MA3159</title>
        <cusip>31418CQM9</cusip>
        <identifiers>
          <isin value="US31418CQM90"/>
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        <balance>3116941.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3232414.25000000</valUSD>
        <pctVal>0.225953261658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICOLD LLC TRUST</name>
        <lei>N/A</lei>
        <title>AMERICOLD 2010 LLC ACRE 2010-ARTA A1</title>
        <cusip>03063NAA5</cusip>
        <identifiers>
          <isin value="US03063NAA54"/>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HUMANA INC.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>NXP B.V.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AMERIQUEST MORTGAGE SECURITIES INC</name>
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        <title>ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004 AMSI 2004-R2 A4</title>
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          <isin value="US03072SPG48"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK COMMERCIAL PAPER (ISITC)</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2012-2 SLMA 2012-2 A</title>
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          <isin value="US78446YAA10"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-6 MC</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NEW CENTURY HOME EQUITY LOAN TRUST</name>
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        <title>NEW CENTURY HOME EQUITY LOAN TRUST 2005-2 NCHET 2005-2 M2</title>
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          <isin value="US64352VKU43"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>PHOENIX ARIZ CIVIC IMPT CORP RENT CAR FAC CHARGE REV</name>
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        <name>Nationwide Building Society</name>
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        <name>BARINGS BDC STATIC CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>WELLS FARGO BANK, NATIONAL ASSOCIATION</name>
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        <name>CITIGROUP INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <name>Government National Mortgage Association</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>SLM STUDENT LOAN TRUST</name>
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          <isin value="US78442GJS66"/>
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        <name>SLM STUDENT LOAN TRUST</name>
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        <name>NXP B.V.</name>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL G2 MA0757</title>
        <cusip>36179MZW3</cusip>
        <identifiers>
          <isin value="US36179MZW36"/>
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        <balance>749899.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>780459.76000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4253 PA</title>
        <cusip>3137B4KW5</cusip>
        <identifiers>
          <isin value="US3137B4KW55"/>
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        <balance>863432.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>883471.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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"/>
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        <balance>2695116.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2712084.84000000</valUSD>
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        <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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC 5.750000% 02/01/2021</title>
        <cusip>345397VR1</cusip>
        <identifiers>
          <isin value="US345397VR12"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1028974.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-85 AG</title>
        <cusip>3136AF4S0</cusip>
        <identifiers>
          <isin value="US3136AF4S08"/>
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        <balance>881696.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>905315.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL FR ZK3050</title>
        <cusip>3131X6L73</cusip>
        <identifiers>
          <isin value="US3131X6L739"/>
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        <balance>297593.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>313161.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TRUIST FINANCIAL CORP 2.900000% 03/03/2021</title>
        <cusip>867914BK8</cusip>
        <identifiers>
          <isin value="US867914BK85"/>
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        <balance>4995000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5051317.08000000</valUSD>
        <pctVal>0.353098792921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 466973</title>
        <cusip>31381PXA1</cusip>
        <identifiers>
          <isin value="US31381PXA10"/>
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        <balance>1886784.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1902756.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MAGNETITE CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>MAGNETITE XVI LTD MAGNE 2015-16A AR</title>
        <cusip>55953RAL5</cusip>
        <identifiers>
          <isin value="US55953RAL50"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748950.00000000</valUSD>
        <pctVal>0.052353344042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61912960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>393038.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396591.87000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANC OF AMERICA LARGE LOAN, INC.</name>
        <lei>N/A</lei>
        <title>BAMLL TRUST 2011-FSHN BAMLL 2011-FSHN A</title>
        <cusip>05524VAA5</cusip>
        <identifiers>
          <isin value="US05524VAA52"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1025105.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.42000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIBANK NATIONAL ASSOCIATION</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITIBANK NA 3.400000% 07/23/2021</title>
        <cusip>17325FAQ1</cusip>
        <identifiers>
          <isin value="US17325FAQ19"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255610.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 144A 4.500000% 03/15/2021</title>
        <cusip>125523AL4</cusip>
        <identifiers>
          <isin value="US125523AL40"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>867300.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS J22F A1</title>
        <cusip>3137FJYA1</cusip>
        <identifiers>
          <isin value="US3137FJYA10"/>
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        <balance>578966.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>590949.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY SECURITY 1.125000% 02/28/2022</title>
        <cusip>912828ZA1</cusip>
        <identifiers>
          <isin value="US912828ZA13"/>
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        <balance>14135000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14203466.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3419 FA</title>
        <cusip>31397R4V5</cusip>
        <identifiers>
          <isin value="US31397R4V56"/>
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        <balance>183912.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184060.20000000</valUSD>
        <pctVal>0.012866235363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22850080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5 WFCM 2016-NXS5 A2</title>
        <cusip>95000CAX1</cusip>
        <identifiers>
          <isin value="US95000CAX11"/>
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        <balance>469450.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>472091.21000000</valUSD>
        <pctVal>0.033000271762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Highwoods Realty Limited Partnership</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ABBVIE INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <name>Government National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <name>HSI ASSET SECURITIZATION CORPORATION TRUST</name>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <name>SLM STUDENT LOAN TRUST</name>
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        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>Federal National Mortgage Association</name>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
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        <name>SLC STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
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        <name>Freddie Mac</name>
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        <debtSec>
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        <name>CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)</name>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <balance>7770000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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        <name>Government National Mortgage Association 2</name>
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          <couponKind>Floating</couponKind>
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        <name>RESIDENTIAL ASSET SECURITIES CORPORATION</name>
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          <couponKind>Floating</couponKind>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <cusip>86358ERW8</cusip>
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        <balance>275256.67000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2006-5 SLMA 2006-5 A5</title>
        <cusip>83149EAE7</cusip>
        <identifiers>
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        <balance>470471.46000000</balance>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.04963120</annualizedRt>
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        <name>CAPITAL ONE FINANCIAL CORPORATION</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <balance>8155000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8313361.46000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>DIGITAL REALTY TRUST, L.P.</name>
        <lei>CD4SPTZ3YBTHY0C1AH38</lei>
        <title>DIGITAL REALTY TRUST LP 3.625000% 10/01/2022</title>
        <cusip>25389JAK2</cusip>
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        <balance>460000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 04/30/2020</title>
        <cusip>912796TS8</cusip>
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          <isin value="US912796TS84"/>
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        <balance>2690000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2684041.76000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPTION ONE MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>OPTION ONE MORTGAGE LOAN TRUST 2006-1 OOMLT 2006-1 1A1</title>
        <cusip>68389FKL7</cusip>
        <identifiers>
          <isin value="US68389FKL75"/>
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        <balance>431068.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>429016.39000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.84674960</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER UK GROUP HOLDINGS PLC</name>
        <lei>549300F5XIFGNNW4CF72</lei>
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        <cusip>80281LAF2</cusip>
        <identifiers>
          <isin value="US80281LAF22"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1030765.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57100000</annualizedRt>
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      <invstOrSec>
        <name>SBALR COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST SBALR 2020-RR1 A1</title>
        <cusip>78397EAA4</cusip>
        <identifiers>
          <isin value="US78397EAA47"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1463984.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.02500000</annualizedRt>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2019-2 A</title>
        <cusip>02587AAN4</cusip>
        <identifiers>
          <isin value="US02587AAN46"/>
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        <balance>6400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2010-43 VF</title>
        <cusip>31398RDQ5</cusip>
        <identifiers>
          <isin value="US31398RDQ56"/>
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        <balance>744392.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747010.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17675080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENCORE CREDIT CORPORATION</name>
        <lei>N/A</lei>
        <title>ENCORE CREDIT RECEIVABLES TRUST 2005-2 ECR 2005-2 M2</title>
        <cusip>126673J29</cusip>
        <identifiers>
          <isin value="US126673J290"/>
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        <balance>319243.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321275.17000000</valUSD>
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        <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>2.31675120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4145 UC</title>
        <cusip>3137AWVA0</cusip>
        <identifiers>
          <isin value="US3137AWVA03"/>
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        <balance>4743237.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4770792.20000000</valUSD>
        <pctVal>0.333489452438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1004197.19000000</valUSD>
        <pctVal>0.070195715301</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TOTAL CAPITAL S A COMMERCIAL PAPER</title>
        <cusip>89152EC22</cusip>
        <identifiers>
          <other otherDesc="All Others" value="89152EC22"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9998645.80000000</valUSD>
        <pctVal>0.698928558021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 2.342000% 11/15/2020</title>
        <cusip>36164QMS4</cusip>
        <identifiers>
          <isin value="US36164QMS48"/>
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        <balance>2625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2632001.43000000</valUSD>
        <pctVal>0.183983011397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.34200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPTION ONE MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>OPTION ONE MORTGAGE LOAN TRUST 2005-4 ASSET-BACKED OOMLT 2005-4 M1</title>
        <cusip>68389FJH8</cusip>
        <identifiers>
          <isin value="US68389FJH82"/>
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        <balance>1208089.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1209208.10000000</valUSD>
        <pctVal>0.084526453940</pctVal>
        <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>2.06674920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AM0879</title>
        <cusip>3138L06R7</cusip>
        <identifiers>
          <isin value="US3138L06R74"/>
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        <balance>9604970.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9814797.43000000</valUSD>
        <pctVal>0.686077130067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.24000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 3.500000% 01/15/2022</title>
        <cusip>00912XBE3</cusip>
        <identifiers>
          <isin value="US00912XBE31"/>
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        <balance>690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>709488.59000000</valUSD>
        <pctVal>0.049594899855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 470606</title>
        <cusip>31381TYB0</cusip>
        <identifiers>
          <isin value="US31381TYB06"/>
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        <balance>1348923.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1381514.78000000</valUSD>
        <pctVal>0.096571090964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO HOME EQUITY TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2005-4 M1</title>
        <cusip>9497EMAG0</cusip>
        <identifiers>
          <isin value="US9497EMAG01"/>
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        <balance>6898.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6899.36000000</valUSD>
        <pctVal>0.000482281284</pctVal>
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        <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>2.08675080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC 3.813000% 10/12/2021</title>
        <cusip>345397ZH9</cusip>
        <identifiers>
          <isin value="US345397ZH93"/>
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        <balance>840000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>857115.19000000</valUSD>
        <pctVal>0.059914341980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-104 JA</title>
        <cusip>3136AGSU7</cusip>
        <identifiers>
          <isin value="US3136AGSU70"/>
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        <balance>476261.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>486935.25000000</valUSD>
        <pctVal>0.034037904626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AEGIS ASSET BACKED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>AEGIS ASSET BACKED SECURITIES TRUST 2005-5 AABST 2005-5 2A</title>
        <cusip>00764MHD2</cusip>
        <identifiers>
          <isin value="US00764MHD20"/>
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        <balance>508382.16000000</balance>
        <units>PA</units>
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        <name>Federal National Mortgage Association</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EFS VOLUNTEER NO 3, LLC</name>
        <lei>N/A</lei>
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        <cusip>26845CAC1</cusip>
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          <isin value="US26845CAC10"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC VARIABLE RATE 10/12/2021</title>
        <cusip>345397ZG1</cusip>
        <identifiers>
          <isin value="US345397ZG11"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72787840</annualizedRt>
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      <invstOrSec>
        <name>DBUBS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DBUBS 2011-LC2 MORTGAGE TRUST DBUBS 2011-LC2A A1FL</title>
        <cusip>23305XAS0</cusip>
        <identifiers>
          <isin value="US23305XAS09"/>
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        <balance>504323.58000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.00787920</annualizedRt>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2017-2 NAVSL 2017-2A A</title>
        <cusip>63939RAA2</cusip>
        <identifiers>
          <isin value="US63939RAA23"/>
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        <balance>772417.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>773811.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-12-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67675120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ESSEX PORTFOLIO, L.P.</name>
        <lei>5493003GN3O58H286O74</lei>
        <title>ESSEX PORTFOLIO LP 5.200000% 03/15/2021</title>
        <cusip>29717PAJ6</cusip>
        <identifiers>
          <isin value="US29717PAJ66"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1027763.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2005-5 SLMA 2005-5 A4</title>
        <cusip>78442GPQ3</cusip>
        <identifiers>
          <isin value="US78442GPQ37"/>
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        <balance>1158980.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1152122.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07963000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO MTN 2.625000% 07/22/2022</title>
        <cusip>95000U2B8</cusip>
        <identifiers>
          <isin value="US95000U2B83"/>
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        <balance>9580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9820098.18000000</valUSD>
        <pctVal>0.686447664800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 1.375000% 01/31/2022</title>
        <cusip>912828Z60</cusip>
        <identifiers>
          <isin value="US912828Z609"/>
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        <balance>8340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8415581.25000000</valUSD>
        <pctVal>0.588268670140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C26 ASB</title>
        <cusip>46643TBB7</cusip>
        <identifiers>
          <isin value="US46643TBB70"/>
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        <balance>2340222.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2432557.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28840000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2013-CCRE11 MORTGAGE TRUST COMM 2013-CR11 ASB</title>
        <cusip>12626LAC6</cusip>
        <identifiers>
          <isin value="US12626LAC63"/>
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        <balance>330652.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>343187.68000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.66000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KINDER MORGAN, INC.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KINDER MORGAN INC/DE 144A 5.000000% 02/15/2021</title>
        <cusip>49456BAA9</cusip>
        <identifiers>
          <isin value="US49456BAA98"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5131624.30000000</valUSD>
        <pctVal>0.358712454071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANALOG DEVICES, INC.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ANALOG DEVICES INC 2.850000% 03/12/2020</title>
        <cusip>032654AQ8</cusip>
        <identifiers>
          <isin value="US032654AQ85"/>
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        <balance>625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>625176.96000000</valUSD>
        <pctVal>0.043701321149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPMORGAN CHASE BANK NA 3.086000% 04/26/2021</title>
        <cusip>48125LRN4</cusip>
        <identifiers>
          <isin value="US48125LRN46"/>
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        <balance>735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>736555.06000000</valUSD>
        <pctVal>0.051486908956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.08600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TRUIST FINANCIAL CORP MTN 2.200000% 03/16/2023</title>
        <cusip>05531FBJ1</cusip>
        <identifiers>
          <isin value="US05531FBJ12"/>
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        <balance>7675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7845380.70000000</valUSD>
        <pctVal>0.548410327704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K026 A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLERGAN SALES, LLC</name>
        <lei>254900TUPGX2F5Y3AU71</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>REALTY INCOME CORPORATION</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP.</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <title>MORGAN STANLEY CAPITAL I TRUST 2011-C3 MSC 2011-C3 A4</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1</title>
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          <isin value="US92922F5T14"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>IHS MARKIT LTD.</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS MARKIT LTD 144A 5.000000% 11/01/2022</title>
        <cusip>44962LAA5</cusip>
        <identifiers>
          <isin value="US44962LAA52"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 5.750000% 01/25/2021</title>
        <cusip>61747WAF6</cusip>
        <identifiers>
          <isin value="US61747WAF68"/>
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        <balance>6943000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TERWIN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TERWIN MORTGAGE TRUST 2006-3 TMTS 2006-3 1A2</title>
        <cusip>881561T61</cusip>
        <identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-124 CP</title>
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        <identifiers>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BCAP LLC TRUST</name>
        <lei>N/A</lei>
        <title>BCAP LLC TRUST BCAP 2015-RR5 1A3</title>
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        <identifiers>
          <isin value="US05490MAC10"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 469058</title>
        <cusip>31381SB35</cusip>
        <identifiers>
          <isin value="US31381SB353"/>
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        <curCd>USD</curCd>
        <valUSD>1084056.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2013-LC6 MORTGAGE TRUST COMM 2013-LC6 ASB</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CIM TRUST</name>
        <lei>N/A</lei>
        <title>CIM TRUST 2017-2 CIM 2017-2 A1</title>
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          <isin value="US12553AAA16"/>
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        <curCd>USD</curCd>
        <valUSD>1829879.88000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AGATE BAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>AGATE BAY MORTGAGE TRUST 2015-5 ABMT 2015-5 A5</title>
        <cusip>00842BAE7</cusip>
        <identifiers>
          <isin value="US00842BAE74"/>
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        <balance>1555470.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1573849.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASSET BACKED FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>ABFC 2005-HE2 TRUST ABFC 2005-HE2 M3</title>
        <cusip>04542BNL2</cusip>
        <identifiers>
          <isin value="US04542BNL26"/>
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        <balance>1693707.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1692630.29000000</valUSD>
        <pctVal>0.118318787515</pctVal>
        <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>2.40675120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2007-98 FD</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LIMITED</name>
        <lei>635400ZRKEX9L1BKCH30</lei>
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        <cusip>05401AAD3</cusip>
        <identifiers>
          <isin value="US05401AAD37"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32697.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO BANK, NATIONAL ASSOCIATION</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
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        <cusip>94988J6A0</cusip>
        <identifiers>
          <isin value="US94988J6A07"/>
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        <balance>1225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1234097.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.08200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAMDEN PROPERTY TRUST</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>CAMDEN PROPERTY TRUST 2.950000% 12/15/2022</title>
        <cusip>133131AT9</cusip>
        <identifiers>
          <isin value="US133131AT99"/>
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        <balance>1490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1534603.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC 5.596000% 01/07/2022</title>
        <cusip>345397ZM8</cusip>
        <identifiers>
          <isin value="US345397ZM88"/>
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        <balance>1450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1530202.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.59600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WFRBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WFRBS COMMERCIAL MORTGAGE TRUST 2014-LC14 WFRBS 2014-LC14 A3FL</title>
        <cusip>96221TBC0</cusip>
        <identifiers>
          <isin value="US96221TBC09"/>
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        <balance>1373161.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1373459.21000000</valUSD>
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        <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>Floating</couponKind>
          <annualizedRt>2.40824880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3774 EW</title>
        <cusip>3137A3WT2</cusip>
        <identifiers>
          <isin value="US3137A3WT26"/>
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        <balance>594936.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>625589.76000000</valUSD>
        <pctVal>0.043730176827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 2922 FE</title>
        <cusip>31395MT90</cusip>
        <identifiers>
          <isin value="US31395MT903"/>
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        <balance>997858.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>990066.22000000</valUSD>
        <pctVal>0.069207927686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.90850040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VORNADO FINANCE L.L.C.</name>
        <lei>N/A</lei>
        <title>VORNADO DP LLC TRUST 2010-VNO VNO 2010-VNO A1</title>
        <cusip>92903PAA7</cusip>
        <identifiers>
          <isin value="US92903PAA75"/>
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        <balance>279056.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>279144.14000000</valUSD>
        <pctVal>0.019512823551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.96960000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2017-1 JPMMT 2017-1 A5</title>
        <cusip>46648CAE4</cusip>
        <identifiers>
          <isin value="US46648CAE49"/>
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        <balance>3760582.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3817722.81000000</valUSD>
        <pctVal>0.266867689074</pctVal>
        <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>3.49999920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KIMCO REALTY CORPORATION</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIMCO REALTY CORP 3.400000% 11/01/2022</title>
        <cusip>49446RAN9</cusip>
        <identifiers>
          <isin value="US49446RAN98"/>
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        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1412389.25000000</valUSD>
        <pctVal>0.098729288106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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"/>
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        <balance>5005000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5107093.99000000</valUSD>
        <pctVal>0.356997728443</pctVal>
        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LLOYDS BANK PLC</name>
        <lei>H7FNTJ4851HG0EXQ1Z70</lei>
        <title>LLOYDS BANK PLC 3.300000% 05/07/2021</title>
        <cusip>53944VAP4</cusip>
        <identifiers>
          <isin value="US53944VAP40"/>
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        <balance>1025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1046874.55000000</valUSD>
        <pctVal>0.073178961861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP 2.738000% 01/23/2022</title>
        <cusip>06051GGY9</cusip>
        <identifiers>
          <isin value="US06051GGY98"/>
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        <balance>1455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1469879.51000000</valUSD>
        <pctVal>0.102747990771</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>Fixed</couponKind>
          <annualizedRt>2.73800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VIACOMCBS INC.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>VIACOMCBS INC 4.300000% 02/15/2021</title>
        <cusip>124857AE3</cusip>
        <identifiers>
          <isin value="US124857AE30"/>
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        <balance>2470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2509959.81000000</valUSD>
        <pctVal>0.175452018781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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"/>
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        <balance>2165000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2163985.26000000</valUSD>
        <pctVal>0.151267594392</pctVal>
        <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>2.77850160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 A</title>
        <cusip>12653VAA4</cusip>
        <identifiers>
          <isin value="US12653VAA44"/>
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        <balance>2925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2924996.78000000</valUSD>
        <pctVal>0.204464066690</pctVal>
        <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>2.63850120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BMW US CAPITAL, LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2004-94 HF</title>
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          <isin value="US31394BLG76"/>
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        <balance>235487.58000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NELNET STUDENT LOAN CORPORATION</name>
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          <isin value="US64033BAA08"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DELL INTERNATIONAL L.L.C.</name>
        <lei>N/A</lei>
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          <isin value="US25272KAD54"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-15</maturityDt>
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      <invstOrSec>
        <name>DISCOVERY COMMUNICATIONS, LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCOVERY COMMUNICATIONS LLC 4.375000% 06/15/2021</title>
        <cusip>25470DAE9</cusip>
        <identifiers>
          <isin value="US25470DAE94"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3762 FP</title>
        <cusip>3137A3PD5</cusip>
        <identifiers>
          <isin value="US3137A3PD56"/>
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        <balance>169008.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>169007.91000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 1.750000% 02/28/2022</title>
        <cusip>912828J43</cusip>
        <identifiers>
          <isin value="US912828J439"/>
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        <balance>79970000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>81300750.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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      <invstOrSec>
        <name>CSMLT TRUST</name>
        <lei>N/A</lei>
        <title>CSMLT 2015-1 TRUST CSMLT 2015-1 A3</title>
        <cusip>12592UAF9</cusip>
        <identifiers>
          <isin value="US12592UAF93"/>
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        <balance>847944.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>852734.71000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2019-1 A</title>
        <cusip>02588QAB4</cusip>
        <identifiers>
          <isin value="US02588QAB41"/>
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        <balance>9280000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2017-3 NAVSL 2017-3A A2</title>
        <cusip>63940JAB5</cusip>
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          <isin value="US63940JAB52"/>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4165 TE</title>
        <cusip>3137AYSH5</cusip>
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          <isin value="US3137AYSH58"/>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012-111 NF</title>
        <cusip>3136A9EW4</cusip>
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          <isin value="US3136A9EW45"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>NEXTGEAR FLOORPLAN MASTER OWNER TRUST</name>
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        <title>NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2017-2A A2</title>
        <cusip>65341KAX4</cusip>
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          <isin value="US65341KAX46"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 04/16/2020</title>
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          <isin value="US912796TR02"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-16</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLP Capital, L.P.</name>
        <lei>2549005PXW31DRW8EC44</lei>
        <title>GLP CAPITAL LP / GLP FINANCING II INC 5.375000% 11/01/2023</title>
        <cusip>361841AF6</cusip>
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          <isin value="US361841AF69"/>
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        <balance>2803000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3057932.85000000</valUSD>
        <pctVal>0.213756606657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>DNB BOLIGKREDITT AS</name>
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        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>THE BANK OF NOVA SCOTIA</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
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          <isin value="US31395NXU61"/>
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        <fairValLevel>2</fairValLevel>
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        <name>CONSTELLATION BRANDS, INC.</name>
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        <name>C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES</name>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <name>TRANSPORTATION FINANCE EQUIPMENT TRUST</name>
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        <name>DOLLAR TREE, INC.</name>
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        <name>HPEFS EQUIPMENT TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>BROADCOM INC.</name>
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        <name>BAYER US FINANCE II LLC</name>
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        <name>U.S. Bank National Association</name>
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        <name>American Airlines Pass Through Trust</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DBRR TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-135 KM</title>
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          <isin value="US3136AHYG95"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TREMAN PARK CLO, LTD</name>
        <lei>N/A</lei>
        <title>TREMAN PARK CLO LTD TRMPK 2015-1A ARR</title>
        <cusip>89473LAH7</cusip>
        <identifiers>
          <isin value="US89473LAH78"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2013-4 SLMA 2013-4 A</title>
        <cusip>78448AAA1</cusip>
        <identifiers>
          <isin value="US78448AAA16"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.17675080</annualizedRt>
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      <invstOrSec>
        <name>HSI ASSET SECURITIZATION CORPORATION TRUST</name>
        <lei>N/A</lei>
        <title>HSI ASSET SECURITIZATION CORP TRUST 2006-OPT1 HASC 2006-OPT1 M1</title>
        <cusip>40430HDE5</cusip>
        <identifiers>
          <isin value="US40430HDE53"/>
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        <balance>2070000.00000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4095 FB</title>
        <cusip>3137ASS62</cusip>
        <identifiers>
          <isin value="US3137ASS626"/>
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        <balance>356246.10000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.05850160</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL BARCLAYS BANK TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL BARCLAYS BANK TRUST 2016-MA MSCBB 2016-MART A</title>
        <cusip>61691BAA9</cusip>
        <identifiers>
          <isin value="US61691BAA98"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20040000</annualizedRt>
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      <invstOrSec>
        <name>CORE MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CORE 2019-CORE MORTGAGE TRUST BCORE 2019-CORE A</title>
        <cusip>21871FAA6</cusip>
        <identifiers>
          <isin value="US21871FAA66"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>499849.95000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BANQUE DE MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL 144A 1.750000% 06/15/2021</title>
        <cusip>06367XF30</cusip>
        <identifiers>
          <isin value="US06367XF305"/>
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        <balance>14800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14898690.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2017-CH1 SEMT 2017-CH1 A11</title>
        <cusip>81746HAL5</cusip>
        <identifiers>
          <isin value="US81746HAL50"/>
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        <balance>945374.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>950497.27000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</annualizedRt>
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        <name>VNDO MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>VNDO 2013-PENN MORTGAGE TRUST VNDO 2013-PENN A</title>
        <cusip>91830MAA4</cusip>
        <identifiers>
          <isin value="US91830MAA45"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>404084.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <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"/>
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        <balance>1277934.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1277548.87000000</valUSD>
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        <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>2.40850080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>HARLEY DAVIDSON MOTORCYCLE TRUST</name>
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        <title>HARLEY-DAVIDSON MOTORCYCLE TRUST 2020-A HDMOT 2020-A A3</title>
        <cusip>41284UAD6</cusip>
        <identifiers>
          <isin value="US41284UAD63"/>
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        <balance>4805000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4866664.97000000</valUSD>
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        <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>1.87000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC 4.200000% 11/06/2021</title>
        <cusip>37045XCP9</cusip>
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          <isin value="US37045XCP96"/>
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        <balance>1270000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1313448.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4379 CD</title>
        <cusip>3137BCZH4</cusip>
        <identifiers>
          <isin value="US3137BCZH47"/>
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        <balance>708083.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>729227.57000000</valUSD>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WELLS FARGO BANK, NATIONAL ASSOCIATION</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912828H458"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC GOLD POOL FG G14550</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF17 A</title>
        <cusip>3137BPW54</cusip>
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          <isin value="US3137BPW549"/>
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        <balance>3795744.84000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FOUR TIMES SQUARE TRUST</name>
        <lei>N/A</lei>
        <title>FOUR TIMES SQUARE TRUST COMMERCIAL MORTGAGE PASS-T FTST 2006-4TS A</title>
        <cusip>350910AN5</cusip>
        <identifiers>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHEAA STUDENT LOAN TRUST I</name>
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        <title>PHEAA STUDENT LOAN TRUST 2016-1 PHEAA 2016-1A A</title>
        <cusip>69343FAA5</cusip>
        <identifiers>
          <isin value="US69343FAA57"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <title>STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-10 SAIL 2004-10 A7</title>
        <cusip>86358ENX0</cusip>
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          <isin value="US86358ENX03"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC REMICS FHR 3066 PF</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K715 A2</title>
        <cusip>3137BAHA3</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2011-23 AB</title>
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          <isin value="US31397SAY00"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FRANKLIN CNTY WASH PUB UTIL DIST NO 001 ELEC REV</name>
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        <title>FRANKLIN CNTY WA PUBLIC UTILIT PUBLIC UTILITY DISTRICT NO. 1 OF FRANKLIN COUNTY</title>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-UBS6 MORTGAGE TRUST COMM 2014-UBS6 ASB</title>
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          <isin value="US12592PBD42"/>
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        <balance>1937695.12000000</balance>
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        <name>Federal National Mortgage Association</name>
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          <isin value="US3136AM3B38"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US3138MQCX93"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>B.A.T CAPITAL CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>IHS MARKIT LTD.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
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          <isin value="US31394RY376"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K018 A2</title>
        <cusip>3137APP61</cusip>
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          <isin value="US3137APP610"/>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Kraft Heinz Foods Company</name>
        <lei>5493003STKEZ2S0RNU91</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSMC A2</title>
        <cusip>3137B04Y7</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>RECKSON OPERATING PARTNERSHIP, L.P.</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2017-4 SEMT 2017-4 A4</title>
        <cusip>81745XAD9</cusip>
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          <isin value="US81745XAD93"/>
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        <balance>436555.68000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
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        <title>SYNCHRONY CARD FUNDING LLC SYNIT 2019-A2 A</title>
        <cusip>87166PAF8</cusip>
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          <isin value="US87166PAF80"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC 5.875000% 08/02/2021</title>
        <cusip>345397VU4</cusip>
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          <isin value="US345397VU41"/>
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        <balance>330000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>CAMPBELL SOUP COMPANY</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CAMPBELL SOUP CO VARIABLE RATE 03/15/2021</title>
        <cusip>134429BC2</cusip>
        <identifiers>
          <isin value="US134429BC21"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>500487.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.52362880</annualizedRt>
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      <invstOrSec>
        <name>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS TRUST 2013-TYSN BBCMS 2013-TYSN A2</title>
        <cusip>05529SAC3</cusip>
        <identifiers>
          <isin value="US05529SAC35"/>
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        <balance>3331000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3747 PA</title>
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          <isin value="US31398QUF26"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4247 AK</title>
        <cusip>3137B4HD1</cusip>
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          <isin value="US3137B4HD12"/>
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        <curCd>USD</curCd>
        <valUSD>341334.26000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC 4.200000% 03/01/2021</title>
        <cusip>37045XBF2</cusip>
        <identifiers>
          <isin value="US37045XBF24"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 1.625000% 12/15/2022</title>
        <cusip>912828YW4</cusip>
        <identifiers>
          <isin value="US912828YW42"/>
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        <balance>59970000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>61199853.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2017-3 A</title>
        <cusip>34528QFU3</cusip>
        <identifiers>
          <isin value="US34528QFU31"/>
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        <balance>6690000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.48000000</annualizedRt>
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      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2013-LC11 ASB</title>
        <cusip>46639YAR8</cusip>
        <identifiers>
          <isin value="US46639YAR80"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CYRUSONE LP</name>
        <lei>549300TDXOX1X4TWIB58</lei>
        <title>CYRUSONE LP / CYRUSONE FINANCE CORP 2.900000% 11/15/2024</title>
        <cusip>23283PAQ7</cusip>
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          <isin value="US23283PAQ72"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO MTN VARIABLE RATE 04/15/2023</title>
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          <isin value="US36966TJA16"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.83124880</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-55 MK</title>
        <cusip>3136AERV1</cusip>
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          <isin value="US3136AERV15"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3867 FN</title>
        <cusip>3137AASA2</cusip>
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          <isin value="US3137AASA20"/>
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        <curCd>USD</curCd>
        <valUSD>232787.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.00850120</annualizedRt>
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      <invstOrSec>
        <name>CITIBANK NATIONAL ASSOCIATION</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>CITIBANK NA 3.050000% 05/01/2020</title>
        <cusip>17325FAN8</cusip>
        <identifiers>
          <isin value="US17325FAN87"/>
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        <balance>1610000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1611606.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AM4580</title>
        <cusip>3138L5CS7</cusip>
        <identifiers>
          <isin value="US3138L5CS73"/>
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        <balance>1354443.01000000</balance>
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        <name>CWABS ASSET-BACKED CERTIFICATES TRUST</name>
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        <name>FRESENIUS MEDICAL CARE US FINANCE II, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>INGERSOLL-RAND COMPANY</name>
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        <name>SLM STUDENT LOAN TRUST</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.77700040</annualizedRt>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <cusip>95000FAR7</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Saudi Arabian Oil Company</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
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        <name>PNC BANK, NATIONAL ASSOCIATION</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>CWABS ASSET-BACKED CERTIFICATES TRUST</name>
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        <title>COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL 2004-12 MV4</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COMM MORTGAGE TRUST</name>
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        <title>COMM 2015-LC23 MORTGAGE TRUST COMM 2015-LC23 A1</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2066-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
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        <cusip>3137FMUJ9</cusip>
        <identifiers>
          <isin value="US3137FMUJ93"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>United States of America</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIBANK CREDIT CARD ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT 2018-A1 A1</title>
        <cusip>17305EGK5</cusip>
        <identifiers>
          <isin value="US17305EGK55"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>PARK AEROSPACE HOLDINGS LIMITED</name>
        <lei>635400CPI3EOIFF6OC33</lei>
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        <cusip>70014LAC4</cusip>
        <identifiers>
          <isin value="US70014LAC46"/>
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        <balance>460000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>481031.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K020 A2</title>
        <cusip>3137ATRW4</cusip>
        <identifiers>
          <isin value="US3137ATRW40"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>918447.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 03/19/2020</title>
        <cusip>912796TL3</cusip>
        <identifiers>
          <isin value="US912796TL32"/>
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        <balance>382000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>381742.90000000</valUSD>
        <pctVal>0.026684715107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-19</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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"/>
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        <balance>481069.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>482402.10000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LLOYDS BANK PLC</name>
        <lei>H7FNTJ4851HG0EXQ1Z70</lei>
        <title>LLOYDS BANK PLC 6.375000% 01/21/2021</title>
        <cusip>539473AH1</cusip>
        <identifiers>
          <isin value="US539473AH14"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1305683.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4048 GF</title>
        <cusip>3137AQUJ5</cusip>
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          <isin value="US3137AQUJ52"/>
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        <balance>436312.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>436757.12000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.00850120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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"/>
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        <balance>1646528.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1651966.21000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONAL RETAIL PROPERTIES, INC.</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>NATIONAL RETAIL PROPERTIES INC 3.800000% 10/15/2022</title>
        <cusip>637417AE6</cusip>
        <identifiers>
          <isin value="US637417AE67"/>
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        <balance>708000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750213.32000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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      <invstOrSec>
        <name>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 UBSBB 2012-C4 A4</title>
        <cusip>90270RBD5</cusip>
        <identifiers>
          <isin value="US90270RBD52"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2556217.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.79190000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEW RESIDENTIAL ADVANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>NRZ ADVANCE RECEIVABLES TRUST 2015-ON1 NRART 2019-T1 AT1</title>
        <cusip>62942QBQ5</cusip>
        <identifiers>
          <isin value="US62942QBQ55"/>
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        <balance>2700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2730838.86000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAE SYSTEMS HOLDINGS INC.</name>
        <lei>MF62XBVMNYTYMC18DL76</lei>
        <title>BAE SYSTEMS HOLDINGS INC 144A 2.850000% 12/15/2020</title>
        <cusip>05523UAM2</cusip>
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          <isin value="US05523UAM27"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>503262.25000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <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"/>
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        <balance>3795000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3845430.24000000</valUSD>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.875000% 01/16/2024</title>
        <cusip>00774MAK1</cusip>
        <identifiers>
          <isin value="US00774MAK18"/>
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        <balance>580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>631482.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C26 ASB</title>
        <cusip>61690VAW8</cusip>
        <identifiers>
          <isin value="US61690VAW81"/>
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        <balance>780000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>819194.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <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>3.32300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLAGSTAR MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSTAR MORTGAGE TRUST 2018-4 FSMT 2018-4 A4</title>
        <cusip>33851LAD6</cusip>
        <identifiers>
          <isin value="US33851LAD64"/>
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        <balance>508991.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511260.49000000</valUSD>
        <pctVal>0.035738295384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE 5.250000% 07/27/2021</title>
        <cusip>38141GGQ1</cusip>
        <identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2004-1 SLMA 2004-1 A4</title>
        <cusip>78442GKT2</cusip>
        <identifiers>
          <isin value="US78442GKT21"/>
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        <balance>845013.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>842723.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2013-C7 A4</title>
        <cusip>61690KAE2</cusip>
        <identifiers>
          <isin value="US61690KAE29"/>
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        <balance>830000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>859265.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) JUN20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1TUM0"/>
        </identifiers>
        <balance>386.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>84274656.25000000</valUSD>
        <pctVal>5.890994155485</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US9128286H87"/>
                  <ticker value="ZTM0"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2019-1A A1</title>
        <cusip>165183BY9</cusip>
        <identifiers>
          <isin value="US165183BY90"/>
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        <curCd>USD</curCd>
        <valUSD>5347928.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.94000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOSTON PROPERTIES LIMITED PARTNERSHIP</name>
        <lei>BVHHEFJI6SHNOKQT2572</lei>
        <title>BOSTON PROPERTIES LP 4.125000% 05/15/2021</title>
        <cusip>10112RAS3</cusip>
        <identifiers>
          <isin value="US10112RAS31"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1025733.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-67 C</title>
        <cusip>38376GR93</cusip>
        <identifiers>
          <isin value="US38376GR936"/>
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        <balance>253896.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254945.45000000</valUSD>
        <pctVal>0.017821278931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.93480000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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"/>
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        <balance>303723.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305191.70000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2003-10 SLMA 2003-10A A3</title>
        <cusip>78442GJG2</cusip>
        <identifiers>
          <isin value="US78442GJG29"/>
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        <balance>1556923.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1557224.17000000</valUSD>
        <pctVal>0.108853585317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58850080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE MTN 2.905000% 07/24/2023</title>
        <cusip>38141GWM2</cusip>
        <identifiers>
          <isin value="US38141GWM22"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513703.72000000</valUSD>
        <pctVal>0.035909082834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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"/>
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        <balance>1846721.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1853237.40000000</valUSD>
        <pctVal>0.129545597430</pctVal>
        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>2901555.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2935985.60000000</valUSD>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <name>NEW CENTURY HOME EQUITY LOAN TRUST</name>
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        <name>Freddie Mac</name>
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        <name>HEALTHPEAK PROPERTIES, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SLM STUDENT LOAN TRUST</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WELLTOWER INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SYNCHRONY CREDIT CARD MASTER NOTE TRUST</name>
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        <title>SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT 2016-2 A</title>
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          <couponKind>Fixed</couponKind>
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        <name>CONAGRA BRANDS, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED TECHNOLOGIES CORPORATION</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KJ08 A2</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL G2 5326</title>
        <cusip>36202F4K9</cusip>
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          <isin value="US36202F4K93"/>
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        <curCd>USD</curCd>
        <valUSD>335376.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>DRIVE AUTO RECEIVABLES TRUST 2019-2 DRIVE 2019-2 A3</title>
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          <isin value="US26208RAD70"/>
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        <curCd>USD</curCd>
        <valUSD>3448885.92000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2016-M9 FA</title>
        <cusip>3136ATTD6</cusip>
        <identifiers>
          <isin value="US3136ATTD67"/>
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        <balance>1043652.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1044337.42000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35388160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVENTURA MALL VENTURE</name>
        <lei>N/A</lei>
        <title>AVENTURA MALL TRUST 2013-AVM AVMT 2013-AVM A</title>
        <cusip>05357HAA8</cusip>
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          <isin value="US05357HAA86"/>
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        <balance>330000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>331835.46000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST</name>
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        <title>FORD CREDIT AUTO OWNER TRUST 2017-REV2 FORDR 2017-2 A</title>
        <cusip>34529SAA7</cusip>
        <identifiers>
          <isin value="US34529SAA78"/>
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        <balance>4385000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4501479.63000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.36000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4384 LA</title>
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        <identifiers>
          <isin value="US3137BDKF29"/>
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        <curCd>USD</curCd>
        <valUSD>967664.77000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3102 FB</title>
        <cusip>31396H5M7</cusip>
        <identifiers>
          <isin value="US31396H5M75"/>
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        <balance>763222.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>763591.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.95850080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2012-M9 A2</title>
        <cusip>3136A72D3</cusip>
        <identifiers>
          <isin value="US3136A72D33"/>
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        <balance>1457566.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1483863.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.48200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC 144A 2.450000% 01/15/2023</title>
        <cusip>25746UDC0</cusip>
        <identifiers>
          <isin value="US25746UDC09"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511665.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>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>PARK AEROSPACE HOLDINGS LIMITED</name>
        <lei>635400CPI3EOIFF6OC33</lei>
        <title>PARK AEROSPACE HOLDINGS LTD 144A 3.625000% 03/15/2021</title>
        <cusip>70014LAD2</cusip>
        <identifiers>
          <isin value="US70014LAD29"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252281.79000000</valUSD>
        <pctVal>0.017635082912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <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 KJ13 A2</title>
        <cusip>3137BWVV3</cusip>
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          <isin value="US3137BWVV31"/>
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        <balance>1234881.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1271336.17000000</valUSD>
        <pctVal>0.088869350293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.86400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-02-29</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>
  <documents>XXXX</documents>
</edgarSubmission>
