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      <invstOrSec>
        <name>GCAT LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT SUISSE AG</name>
        <lei>549300D0YARF5HYP1809</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-02</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>80281MAA1</cusip>
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        <balance>1954162.75000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NORTHWEST NATURAL GAS COMPANY</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-30</maturityDt>
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      <invstOrSec>
        <name>COLE PARK CLO LIMITED</name>
        <lei>N/A</lei>
        <title>COLE PARK CLO LTD 2015-1 CLPK 2015-1A AR</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-3 BSARM 2005-3 2A1</title>
        <cusip>07387AAW5</cusip>
        <identifiers>
          <isin value="US07387AAW53"/>
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        <balance>33097.30000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.45079080</annualizedRt>
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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 GOLD POOL FG G15606</title>
        <cusip>3128MENX5</cusip>
        <identifiers>
          <isin value="US3128MENX54"/>
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        <balance>731918.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>767114.24000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE 144A 2.100000% 07/15/2022</title>
        <cusip>891160RY1</cusip>
        <identifiers>
          <isin value="US891160RY17"/>
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        <balance>2100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2151571.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2020-1 LLC EFF 2020-1 A2</title>
        <cusip>29373KAB9</cusip>
        <identifiers>
          <isin value="US29373KAB98"/>
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        <balance>1742304.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1769653.85000000</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>2025-12-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.78000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2020-1 HPEFS 2020-1A A2</title>
        <cusip>40438FAB0</cusip>
        <identifiers>
          <isin value="US40438FAB04"/>
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        <balance>324435.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>326437.67000000</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>2030-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.73000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2020-4 FCAT 2020-4 A</title>
        <cusip>33845XAA5</cusip>
        <identifiers>
          <isin value="US33845XAA54"/>
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        <balance>1502590.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1504563.02000000</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>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.53000000</annualizedRt>
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      <invstOrSec>
        <name>NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2019-1 A</title>
        <cusip>63938PBH1</cusip>
        <identifiers>
          <isin value="US63938PBH10"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1601280.00000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77000040</annualizedRt>
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      <invstOrSec>
        <name>PARAGON MORTGAGES PLC</name>
        <lei>N/A</lei>
        <title>PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C</title>
        <cusip>69913BAB2</cusip>
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          <isin value="US69913BAB27"/>
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        <balance>99347.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95744.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.44100000</annualizedRt>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2017-3 DRIVE 2017-3 D</title>
        <cusip>26207KAG6</cusip>
        <identifiers>
          <isin value="US26207KAG67"/>
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        <balance>480870.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>487295.61000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 B</title>
        <cusip>12653VAC0</cusip>
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          <isin value="US12653VAC00"/>
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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>1.34200080</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE LOAN TRUST 2018-1 MCMLT 2018-1 A1</title>
        <cusip>59980VAA9</cusip>
        <identifiers>
          <isin value="US59980VAA98"/>
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        <balance>209567.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>215812.81000000</valUSD>
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        <name>ARABELLA FINANCE LIMITED</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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      <invstOrSec>
        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <name>KKR FINANCIAL CLO, LTD.</name>
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          <isin value="US48252KAA79"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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        <name>SOUTHERN CALIFORNIA GAS COMPANY</name>
        <lei>XY0N0J73VHV5F4CUJV89</lei>
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        <cusip>842434CV2</cusip>
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          <isin value="US842434CV28"/>
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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>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4272 YG</title>
        <cusip>3137B6DF5</cusip>
        <identifiers>
          <isin value="US3137B6DF53"/>
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        <balance>73040.03000000</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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
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          <isin value="US3133ELTN47"/>
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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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        <name>NTT FINANCE CORPORATION</name>
        <lei>3538007PR116187GD960</lei>
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        <identifiers>
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        <balance>750000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37300000</annualizedRt>
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      <invstOrSec>
        <name>GILEAD SCIENCES, INC.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILEAD SCIENCES INC VARIABLE RATE 09/17/2021</title>
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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>Floating</couponKind>
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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <title>GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2020-1 A2</title>
        <cusip>39154TBB3</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2020-A TESLA 2020-A A2</title>
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          <couponKind>Fixed</couponKind>
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        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
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        <title>US 2YR NOTE (CBT) JUN21 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="1TUM1"/>
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        <name>SPRUCE HILL MORTGAGE LOAN TRUST</name>
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        <title>SPRUCE HILL MORTGAGE LOAN TRUST 2019-SH1 SHMLT 2019-SH1 A1</title>
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        <balance>216809.09000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>ATLAS SENIOR LOAN FUND, LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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          <isin value="US23636AAS06"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AE0643</title>
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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>STATE STREET CORPORATION</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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          <isin value="US857477BL68"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US12597TAA88"/>
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        <balance>609798.57000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.63000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KNDL KNSQ MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019-KNSQ A</title>
        <cusip>482598AA7</cusip>
        <identifiers>
          <isin value="US482598AA71"/>
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        <balance>290000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>290463.10000000</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>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.92599920</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 VARIABLE RATE 07/26/2021</title>
        <cusip>949746SB8</cusip>
        <identifiers>
          <isin value="US949746SB87"/>
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        <balance>3099000.00000000</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>2021-07-26</maturityDt>
          <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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-2 CARMX 2019-2 A2A</title>
        <cusip>14316LAB9</cusip>
        <identifiers>
          <isin value="US14316LAB99"/>
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        <balance>7695.04000000</balance>
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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>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2005-8 IMM 2005-8 1A</title>
        <cusip>45254NRG4</cusip>
        <identifiers>
          <isin value="US45254NRG42"/>
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        <balance>93293.33000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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>117144.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>117475.94000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.99999880</annualizedRt>
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        <name>KINDER MORGAN ENERGY PARTNERS, L.P.</name>
        <lei>549300PDHUGWPWGOT525</lei>
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        <cusip>28370TAE9</cusip>
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          <isin value="US28370TAE91"/>
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        <curCd>USD</curCd>
        <valUSD>172525.62000000</valUSD>
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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>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-A VZOT 2020-A A1A</title>
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          <isin value="US92348TAA25"/>
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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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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR2 1A1</title>
        <cusip>92925CDQ2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <title>DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A A</title>
        <cusip>23343JAA4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO RECEIVABLES TRUST 2019-A HART 2019-A A3</title>
        <cusip>44932NAD2</cusip>
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          <isin value="US44932NAD21"/>
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        <balance>775746.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>786391.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mondelez International, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <cusip>36260KAB0</cusip>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US3136A0YR21"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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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>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <title>AFFIRM ASSET SECURITIZATION TRUST 2020-Z1 AFFRM 2020-Z1 A</title>
        <cusip>00832PAA6</cusip>
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          <isin value="US00832PAA66"/>
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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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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
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        <title>MERCEDES-BENZ AUTO LEASE TRUST 2019-A MBALT 2019-A A3</title>
        <cusip>58772TAC4</cusip>
        <identifiers>
          <isin value="US58772TAC45"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2020-A TESLA 2020-A A2</title>
        <cusip>88167HAB2</cusip>
        <identifiers>
          <isin value="US88167HAB24"/>
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        <balance>639292.75000000</balance>
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        <curCd>USD</curCd>
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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>Fixed</couponKind>
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      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
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        <title>HEWLETT PACKARD ENTERPRISE CO VARIABLE RATE 10/05/2021</title>
        <cusip>42824CBB4</cusip>
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          <isin value="US42824CBB46"/>
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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>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AJAX MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>AJAX MORTGAGE LOAN TRUST 2017-B AJAXM 2017-B A</title>
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          <isin value="US00969DAA81"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A SCART 2021-AA A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>CENT CLO LIMITED</name>
        <lei>N/A</lei>
        <title>COLUMBIA CENT CLO 27 LTD CECLO 2018-27A A1</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Santander Holdings USA, Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2020-A CNH 2020-A A2</title>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1</title>
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          <isin value="US17326UAA25"/>
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        <name>HPEFS EQUIPMENT TRUST</name>
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        <name>HPEFS EQUIPMENT TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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          <isin value="US83405TAA16"/>
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        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
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        <name>OTIS WORLDWIDE CORPORATION</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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          <isin value="US31419AM794"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>TEXAS TRANSN COMMN CENT TEX TPK SYS REV</name>
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        <name>Fifth Third Bank, National Association</name>
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        <name>Nationwide Building Society</name>
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        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
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        <name>NXP B.V.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>APIDOS CLO</name>
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        <title>APIDOS CLO XII APID 2013-12A AR</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC REMICS FHR 4818 BD</title>
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        <name>PROTECTIVE LIFE GLOBAL FUNDING</name>
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      <invstOrSec>
        <name>PPL CAPITAL FUNDING, INC.</name>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
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        <name>NRZ MSR</name>
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        <name>AIG GLOBAL FUNDING</name>
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        <name>DAE FUNDING LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
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        <name>THE BOEING COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST</name>
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        <title>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2020-B A2</title>
        <cusip>98163GAB7</cusip>
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        <name>United States of America</name>
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        <title>US LONG BOND(CBT) JUN21 FINANCIAL COMMODITY FUTURE.</title>
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        <name>SANTANDER UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>SANTANDER UK PLC VARIABLE RATE 06/01/2021</title>
        <cusip>80283LAU7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FORD CREDIT AUTO OWNER TRUST</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <title>GM FINANCIAL LEASING TRUST GMALT 2021-1 A2</title>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</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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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US89169EAA73"/>
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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>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-2 WLAKE 2019-2A C</title>
        <cusip>96041LAE2</cusip>
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          <isin value="US96041LAE20"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019- ACAR 2019-4 A</title>
        <cusip>02529RAA6</cusip>
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          <isin value="US02529RAA68"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>VOLKSWAGEN AUTO LEASE TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
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          <isin value="US23344EAA47"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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          <isin value="US105699AA01"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2017-4A A1</title>
        <cusip>165183BB9</cusip>
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          <isin value="US165183BB97"/>
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        <balance>85430.90000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <balance>624514.71000000</balance>
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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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US3136AYP317"/>
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        <balance>171007.06000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BWAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US05604FAA30"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CONAGRA BRANDS, INC.</name>
        <lei>54930035UDEIH090K650</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>Keybank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NA/CLEVELAND OH VARIABLE RATE 11/22/2021</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-11-22</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G NAVSL 2019-GA A</title>
        <cusip>63941JAA6</cusip>
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          <isin value="US63941JAA60"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2068-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-DN1 M3</title>
        <cusip>3137G0DW6</cusip>
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          <isin value="US3137G0DW65"/>
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        <balance>68679.08000000</balance>
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        <valUSD>68767.55000000</valUSD>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PIONEER NATURAL RESOURCES COMPANY</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCES CO 0.750000% 01/15/2024</title>
        <cusip>723787AS6</cusip>
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          <isin value="US723787AS61"/>
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        <balance>2215000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO LTD</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-4 CARMX 2019-4 A2A</title>
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        <balance>878948.95000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
        <lei>N/A</lei>
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        <cusip>87166PAA9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <cusip>89175JAA8</cusip>
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          <isin value="US89175JAA88"/>
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        <balance>198237.36000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2057-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2012-GC6 GSMS 2012-GC6 A3</title>
        <cusip>36192BAY3</cusip>
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          <isin value="US36192BAY39"/>
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        <balance>1992475.23000000</balance>
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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>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2020-2 DRIVE 2020-2 A2A</title>
        <cusip>26208VAB2</cusip>
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        <balance>252441.33000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.85000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>V.F. CORPORATION</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
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        <cusip>918204AZ1</cusip>
        <identifiers>
          <isin value="US918204AZ14"/>
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        <balance>2056000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2095526.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2020-A FORDL 2020-A A3</title>
        <cusip>34531MAD0</cusip>
        <identifiers>
          <isin value="US34531MAD02"/>
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        <balance>925000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>934911.93000000</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>1.85000000</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>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFRA 2020-NQM1 A1 144A SERIES  CLASS</title>
        <cusip>552754AA1</cusip>
        <identifiers>
          <isin value="US552754AA14"/>
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        <balance>338220.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>341737.11000000</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>2065-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.47899880</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>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/28/2023</title>
        <cusip>89114QCL0</cusip>
        <identifiers>
          <isin value="US89114QCL05"/>
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        <balance>725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>729117.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.53957160</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>THE HOWARD UNIVERSITY</name>
        <lei>N/A</lei>
        <title>HOWARD UNIVERSITY 2.638000% 10/01/2021</title>
        <cusip>442851AC5</cusip>
        <identifiers>
          <isin value="US442851AC59"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241661.27000000</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>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63800000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIRECTOR ST NEV DEPT BUSINESS &amp; INDUSTRY</name>
        <lei>N/A</lei>
        <title>DIRECTOR OF THE ST OF NEVADA D STATE OF NEVADA DEPARTMENT OF BUSINESS &amp; INDUSTRY</title>
        <cusip>25457VBP0</cusip>
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          <isin value="US25457VBP04"/>
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        <curCd>USD</curCd>
        <valUSD>405093.15000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.49999992</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2012-M4 1A2</title>
        <cusip>3136A56W1</cusip>
        <identifiers>
          <isin value="US3136A56W14"/>
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        <balance>182270.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>184745.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97600120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOME PARTNERS OF AMERICA TRUST</name>
        <lei>N/A</lei>
        <title>HOME PARTNERS OF AMERICA 2017-1 TRUST HPA 2017-1 B</title>
        <cusip>43730TAC7</cusip>
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          <isin value="US43730TAC71"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1001186.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.47899880</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>ALLY MASTER OWNER TRUST</name>
        <lei>N/A</lei>
        <title>ALLY MASTER OWNER TRUST AMOT 2018-2 A</title>
        <cusip>02005AGU6</cusip>
        <identifiers>
          <isin value="US02005AGU60"/>
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        <balance>1400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1408709.82000000</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>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.29000000</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>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2007-AR2 GSR 2007-AR2 1A1</title>
        <cusip>3622N6AA7</cusip>
        <identifiers>
          <isin value="US3622N6AA73"/>
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        <balance>111709.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85901.13000000</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>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.58353000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PNC BANK, NATIONAL ASSOCIATION</name>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
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        <cusip>40438DAB5</cusip>
        <identifiers>
          <isin value="US40438DAB55"/>
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        <balance>75782.75000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.19000000</annualizedRt>
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      <invstOrSec>
        <name>TRANSPORTATION FINANCE EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>TRANSPORTATION FINANCE EQUIPMENT TRUST 2019-1 TFET 2019-1 A2</title>
        <cusip>89389JAB8</cusip>
        <identifiers>
          <isin value="US89389JAB89"/>
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        <balance>485907.45000000</balance>
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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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          <maturityDt>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 2.312000% 11/04/2022</title>
        <cusip>17308CC46</cusip>
        <identifiers>
          <isin value="US17308CC463"/>
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        <balance>1475000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1492700.63000000</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>2022-11-04</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-2 WLAKE 2019-2A A2B</title>
        <cusip>96041LAC6</cusip>
        <identifiers>
          <isin value="US96041LAC63"/>
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        <balance>185320.20000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <cusip>89114QCM8</cusip>
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          <isin value="US89114QCM87"/>
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        <balance>2790000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2786692.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Keybank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NA/CLEVELAND OH VARIABLE RATE 01/03/2024</title>
        <cusip>49327M3B8</cusip>
        <identifiers>
          <isin value="US49327M3B83"/>
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        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>726351.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.34999920</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>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA MTN VARIABLE RATE 04/30/2021</title>
        <cusip>78013XKH0</cusip>
        <identifiers>
          <isin value="US78013XKH07"/>
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        <balance>1260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1260815.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.60149880</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>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2019-1 LLC EFF 2019-1 A2</title>
        <cusip>29374AAB0</cusip>
        <identifiers>
          <isin value="US29374AAB08"/>
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        <balance>336138.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340367.57000000</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4323 CA</title>
        <cusip>3137BAD66</cusip>
        <identifiers>
          <isin value="US3137BAD665"/>
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        <balance>66197.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67442.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <cusip>125523BT6</cusip>
        <identifiers>
          <isin value="US125523BT66"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>365330.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-3 SDART 2020-3 A3</title>
        <cusip>80285WAD9</cusip>
        <identifiers>
          <isin value="US80285WAD92"/>
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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>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 WLAKE 2020-2A A2A</title>
        <cusip>96042PAB8</cusip>
        <identifiers>
          <isin value="US96042PAB85"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.93000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY 4.250000% 10/14/2021</title>
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        <identifiers>
          <isin value="US251526BX61"/>
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        <curCd>USD</curCd>
        <valUSD>1482420.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</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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        <title>FANNIE MAE REMICS FNR 2016-99 H</title>
        <cusip>3136AUB83</cusip>
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          <isin value="US3136AUB836"/>
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        <curCd>USD</curCd>
        <valUSD>1931752.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC VARIABLE RATE 11/04/2022</title>
        <cusip>17308CC38</cusip>
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          <isin value="US17308CC380"/>
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        <balance>3730000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3745356.34000000</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>Floating</couponKind>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>LYB INTERNATIONAL FINANCE III, LLC</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>7-ELEVEN, INC.</name>
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        <name>NEW YORK CITY TAX LIEN COLLATERALIZED BONDS</name>
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        <name>Government National Mortgage 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>FIDELITY NATIONAL INFORMATION SERVICES, INC.</name>
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        <name>Freddie Mac</name>
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        <name>NUTRITION &amp; BIOSCIENCES, INC.</name>
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        <name>BANK</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>METLIFE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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          <isin value="US59166BAA98"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>DTE ENERGY COMPANY</name>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
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        <title>TOYOTA AUTO RECEIVABLES 2021-A OWNER TRUST TAOT 2021-A A2</title>
        <cusip>89240BAB4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UBS AG LONDON BRANCH</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US902674YA28"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <title>FIRST INVESTORS AUTO OWNER TRUST 2019-2 FIAOT 2019-2A A</title>
        <cusip>32058RAA2</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>JACKSON NATIONAL LIFE GLOBAL FUNDING</name>
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        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING 144A VARIABLE RATE 06/11/2021</title>
        <cusip>46849LTA9</cusip>
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        <balance>1620000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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        <title>METROPOLITAN LIFE GLOBAL FUNDING I MTN VARIABLE RATE 01/13/2023</title>
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        <name>EQUIFAX INC.</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EQUIFAX INC VARIABLE RATE 08/15/2021</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CLOUD PASS-THROUGH TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>PPL ELECTRIC UTILITIES CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <name>WELLS FARGO &amp; COMPANY</name>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>BANQUE DE MONTREAL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <cusip>80285RAB4</cusip>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-3 WLAKE 2019-3A B</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
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          <isin value="US12597PAB40"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <cusip>38013FAD3</cusip>
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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>
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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>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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          <isin value="US24381NAA63"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN TOWER CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST</name>
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        <title>RMF BUYOUT ISSUANCE TRUST 2020-1 RBIT 2020-1 A</title>
        <cusip>74968QAA5</cusip>
        <identifiers>
          <isin value="US74968QAA58"/>
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        <balance>309943.29000000</balance>
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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>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GMACM MORTGAGE LOAN TRUST</name>
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        <title>GMACM MORTGAGE LOAN TRUST 2005-AR6 GMACM 2005-AR6 2A1</title>
        <cusip>36185MBJ0</cusip>
        <identifiers>
          <isin value="US36185MBJ09"/>
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        <balance>110563.64000000</balance>
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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>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.33650160</annualizedRt>
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        <name>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
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          <isin value="US459058JQ75"/>
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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>Floating</couponKind>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>NATWEST MARKETS PLC</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>CONN'S RECEIVABLES FUNDING LLC</name>
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        <title>CONN'S RECEIVABLES FUNDING 2020-A LLC CONN 2020-A A</title>
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          <isin value="US20825XAA63"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HONEYWELL INTERNATIONAL INC.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
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          <isin value="US438516CC86"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <title>SOFI CONSUMER LOAN PROGRAM 2019-4 TRUST SCLP 2019-4 A</title>
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          <isin value="US83405BAA08"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC NON GOLD POOL FH 846789</title>
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          <isin value="US3128HDRJ07"/>
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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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-4 DRMT 2019-4A A1</title>
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          <isin value="US24381MAA80"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>VOLVO FINANCIAL EQUIPMENT LLC</name>
        <lei>N/A</lei>
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          <isin value="US92888EAB92"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
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          <isin value="US3132CWM438"/>
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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>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2002-64 FG</title>
        <cusip>31392EP61</cusip>
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          <isin value="US31392EP616"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <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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        <securityLending>
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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-4 TRUST SCLP 2019-4 A</title>
        <cusip>83405BAA0</cusip>
        <identifiers>
          <isin value="US83405BAA08"/>
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        <balance>343791.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>347152.95000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1</title>
        <cusip>92538BAA1</cusip>
        <identifiers>
          <isin value="US92538BAA17"/>
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        <balance>1644000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1644599.40000000</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>2063-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.82000080</annualizedRt>
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          <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 LOAN TRUST 2017-3 MCMLT 2017-3 A1</title>
        <cusip>59980CAA1</cusip>
        <identifiers>
          <isin value="US59980CAA18"/>
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        <balance>368966.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>376748.97000000</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>2061-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>HONEYWELL INTERNATIONAL INC.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTERNATIONAL INC 0.483000% 08/19/2022</title>
        <cusip>438516CC8</cusip>
        <identifiers>
          <isin value="US438516CC86"/>
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        <balance>2200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2202525.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.48300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2005 MLMI 2005-A3 A1</title>
        <cusip>59020UVQ5</cusip>
        <identifiers>
          <isin value="US59020UVQ56"/>
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        <balance>877.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>877.66000000</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>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.66999960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5 WFCM 2012-LC5 AS</title>
        <cusip>94988HAE1</cusip>
        <identifiers>
          <isin value="US94988HAE18"/>
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        <balance>620000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>641526.65000000</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>2045-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53900000</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>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-1 A</title>
        <cusip>02528BAA2</cusip>
        <identifiers>
          <isin value="US02528BAA26"/>
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        <balance>1415000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1415199.94000000</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>2024-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.35000000</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>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 A2</title>
        <cusip>03066PAB5</cusip>
        <identifiers>
          <isin value="US03066PAB58"/>
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        <balance>1785000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1786884.60000000</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>2024-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.42000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2005-J TRUST BOAMS 2005-J 2A1</title>
        <cusip>05949CKQ8</cusip>
        <identifiers>
          <isin value="US05949CKQ86"/>
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        <balance>8348.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8443.04000000</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>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62356840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB CO 0.537000% 11/13/2023</title>
        <cusip>110122DT2</cusip>
        <identifiers>
          <isin value="US110122DT20"/>
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        <balance>775000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>776328.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.53700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>LONG IS PWR AUTH N Y ELEC SYS REV</name>
        <lei>N/A</lei>
        <title>LONG ISLAND NY PWR AUTH ELEC S LONG ISLAND POWER AUTHORITY</title>
        <cusip>542691DN7</cusip>
        <identifiers>
          <isin value="US542691DN70"/>
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        <balance>790000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>790790.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65900000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A</title>
        <cusip>03464XAL4</cusip>
        <identifiers>
          <isin value="US03464XAL47"/>
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        <balance>751748.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>767341.60000000</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>2065-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.53100160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Santander Holdings USA, Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC 3.400000% 01/18/2023</title>
        <cusip>80282KAS5</cusip>
        <identifiers>
          <isin value="US80282KAS50"/>
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        <balance>675000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>706680.70000000</valUSD>
        <pctVal>0.093149824114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>TIME WARNER CABLE, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE HOWARD UNIVERSITY</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-1A B</title>
        <cusip>30166RAD9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2018-3 FCAT 2018-3 A</title>
        <cusip>33844PAA3</cusip>
        <identifiers>
          <isin value="US33844PAA30"/>
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        <balance>21847.58000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BMW VEHICLE OWNER TRUST</name>
        <lei>N/A</lei>
        <title>BMW VEHICLE OWNER TRUST 2020-A BMWOT 2020-A A2</title>
        <cusip>09661RAB7</cusip>
        <identifiers>
          <isin value="US09661RAB78"/>
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        <balance>463618.93000000</balance>
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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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        <name>NEW YORK TAX LIEN NYCTL</name>
        <lei>N/A</lei>
        <title>NYCTL 2018-A TRUST NYCTL 2018-A A</title>
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        <identifiers>
          <isin value="US62954NAA37"/>
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        <balance>227004.64000000</balance>
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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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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1</title>
        <cusip>17328BAA2</cusip>
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          <isin value="US17328BAA26"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2020-1 A2</title>
        <cusip>35105FAB2</cusip>
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          <isin value="US35105FAB22"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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          <isin value="US31574XAA63"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED</name>
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        <title>RFMSI SERIES 2007-SA3 TRUST RFMSI 2007-SA3 2A1</title>
        <cusip>74958TAB9</cusip>
        <identifiers>
          <isin value="US74958TAB98"/>
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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 995253</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <valUSD>7695253.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP PFSFC 2020-B A</title>
        <cusip>69335PDR3</cusip>
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          <isin value="US69335PDR38"/>
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        <balance>695000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>702500.72000000</valUSD>
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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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      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
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        <cusip>92914NAJ0</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-18</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S 144A 3.001000% 09/20/2022</title>
        <cusip>23636AAU5</cusip>
        <identifiers>
          <isin value="US23636AAU51"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MASSMUTUAL GLOBAL FUNDING II</name>
        <lei>549300K1IE3K7YU6VG29</lei>
        <title>MASSMUTUAL GLOBAL FUNDING II 144A VARIABLE RATE 03/04/2021</title>
        <cusip>57629WCJ7</cusip>
        <identifiers>
          <isin value="US57629WCJ71"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1000004.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.35550000</annualizedRt>
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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 313752</title>
        <cusip>31374GQD2</cusip>
        <identifiers>
          <isin value="US31374GQD24"/>
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        <balance>900.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>908.36000000</valUSD>
        <pctVal>0.000119733812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46999960</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>THE BOEING COMPANY</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE 2.300000% 08/01/2021</title>
        <cusip>097023CL7</cusip>
        <identifiers>
          <isin value="US097023CL77"/>
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        <balance>695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>700582.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>VIRGINIA ELECTRIC AND POWER CO 3.450000% 09/01/2022</title>
        <cusip>927804FJ8</cusip>
        <identifiers>
          <isin value="US927804FJ89"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1659316.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</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>CGDBB COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC A</title>
        <cusip>125282AA1</cusip>
        <identifiers>
          <isin value="US125282AA10"/>
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        <balance>730834.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>731526.74000000</valUSD>
        <pctVal>0.096424859439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.90225000</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>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2020-B MMAF 2020-BA A2</title>
        <cusip>60700KAB8</cusip>
        <identifiers>
          <isin value="US60700KAB89"/>
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        <balance>370000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370298.63000000</valUSD>
        <pctVal>0.048810236722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.38000000</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>AVANT LOANS FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>AVANT LOANS FUNDING TRUST 2019-B AVNT 2019-B A</title>
        <cusip>05354NAA8</cusip>
        <identifiers>
          <isin value="US05354NAA81"/>
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        <balance>108181.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108470.64000000</valUSD>
        <pctVal>0.014297859043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.72000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS HEALTH CORPORATION</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP VARIABLE RATE 03/09/2021</title>
        <cusip>126650DD9</cusip>
        <identifiers>
          <isin value="US126650DD99"/>
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        <balance>3630000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3630544.50000000</valUSD>
        <pctVal>0.478553583839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.95037840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 2.150000% 11/19/2021</title>
        <cusip>00287YBH1</cusip>
        <identifiers>
          <isin value="US00287YBH18"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1619901.28000000</valUSD>
        <pctVal>0.213524324797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2 DRMT 2018-2A A1</title>
        <cusip>24381HAA9</cusip>
        <identifiers>
          <isin value="US24381HAA95"/>
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        <balance>233115.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238032.20000000</valUSD>
        <pctVal>0.031375779137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.47900040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KKR INDUSTRIAL PORTFOLIO TRUST</name>
        <lei>N/A</lei>
        <title>KKR INDUSTRIAL PORTFOLIO TRUST 2021-KDIP KIND 2021-KDIP A</title>
        <cusip>48254CAA3</cusip>
        <identifiers>
          <isin value="US48254CAA36"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1995268.20000000</valUSD>
        <pctVal>0.263002628897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.66224880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</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>COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1</title>
        <cusip>12656YAA5</cusip>
        <identifiers>
          <isin value="US12656YAA55"/>
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        <balance>842000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>841302.74000000</valUSD>
        <pctVal>0.110894782124</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>2054-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.79800120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC 2.715000% 08/15/2021</title>
        <cusip>25746UDA4</cusip>
        <identifiers>
          <isin value="US25746UDA43"/>
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        <balance>155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156618.37000000</valUSD>
        <pctVal>0.020644364022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2020-A ARIFL 2020-A A3</title>
        <cusip>00217TAC9</cusip>
        <identifiers>
          <isin value="US00217TAC99"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255684.38000000</valUSD>
        <pctVal>0.033702568961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B NAVSL 2020-BA A1</title>
        <cusip>63941GAA2</cusip>
        <identifiers>
          <isin value="US63941GAA22"/>
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        <balance>299334.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300199.92000000</valUSD>
        <pctVal>0.039570303458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2019-2 GCAR 2019-2A A</title>
        <cusip>36257NAA1</cusip>
        <identifiers>
          <isin value="US36257NAA19"/>
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        <balance>105778.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>106272.28000000</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>
          <annualizedRt>3.06000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST 2020-B A2</title>
        <cusip>44891PAB0</cusip>
        <identifiers>
          <isin value="US44891PAB04"/>
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        <balance>1020000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1021020.51000000</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>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.36000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 3.700000% 04/06/2023</title>
        <cusip>718546AU8</cusip>
        <identifiers>
          <isin value="US718546AU85"/>
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        <balance>455000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>484335.47000000</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>2023-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSPORTATION FINANCE EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>TRANSPORTATION FINANCE EQUIPMENT TRUST 2019-1 TFET 2019-1 A2</title>
        <cusip>89389JAB8</cusip>
        <identifiers>
          <isin value="US89389JAB89"/>
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        <balance>433376.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>435081.34000000</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>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>ACCREDITED MORTGAGE LOAN TRUST 2004-4 ACCR 2004-4 A1A</title>
        <cusip>004375CA7</cusip>
        <identifiers>
          <isin value="US004375CA70"/>
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        <balance>109144.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109122.50000000</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>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81000000</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>BAY AREA TOLL AUTH CALIF TOLL BRDG REV</name>
        <lei>N/A</lei>
        <title>BAY AREA CA TOLL AUTH TOLL BRI BAY AREA TOLL AUTHORITY</title>
        <cusip>072024WV0</cusip>
        <identifiers>
          <isin value="US072024WV08"/>
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        <balance>2440000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2443513.60000000</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>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.07500000</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>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE VARIABLE RATE 09/15/2023</title>
        <cusip>064159YN0</cusip>
        <identifiers>
          <isin value="US064159YN00"/>
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        <balance>3325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3347809.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.63534960</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>VALERO ENERGY CORPORATION</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP 2.700000% 04/15/2023</title>
        <cusip>91913YAX8</cusip>
        <identifiers>
          <isin value="US91913YAX85"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390765.03000000</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>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>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A</title>
        <cusip>63941HAA0</cusip>
        <identifiers>
          <isin value="US63941HAA05"/>
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        <balance>1933388.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1959623.29000000</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>2069-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.69000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <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 4387 DA</title>
        <cusip>3137BDY83</cusip>
        <identifiers>
          <isin value="US3137BDY830"/>
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        <balance>492308.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506873.34000000</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>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MTN 4.875000% 11/01/2022</title>
        <cusip>6174824M3</cusip>
        <identifiers>
          <isin value="US6174824M37"/>
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        <balance>1450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1554189.11000000</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>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</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>MTRO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MTRO COMMERCIAL MORTGAGE TRUST 2019-TECH MTRO 2019-TECH A</title>
        <cusip>55378MAA7</cusip>
        <identifiers>
          <isin value="US55378MAA71"/>
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        <balance>775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>775761.75000000</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>2033-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.02650040</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>BBVA USA</name>
        <lei>C90VT034M03BN29IRA40</lei>
        <title>BBVA USA VARIABLE RATE 06/11/2021</title>
        <cusip>20453KAD7</cusip>
        <identifiers>
          <isin value="US20453KAD72"/>
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        <balance>875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>876078.00000000</valUSD>
        <pctVal>0.115478619425</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.95063040</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>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2020-3 MORTGAGE LOAN TRUST COLT 2020-3 A1</title>
        <cusip>12597QAA4</cusip>
        <identifiers>
          <isin value="US12597QAA40"/>
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        <balance>469414.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>472969.85000000</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>2065-04-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.50599880</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>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-3 DRMT 2018-3A A1</title>
        <cusip>24381KAA2</cusip>
        <identifiers>
          <isin value="US24381KAA25"/>
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        <balance>275272.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276990.62000000</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>2058-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP VARIABLE RATE 09/09/2022</title>
        <cusip>55336VBH2</cusip>
        <identifiers>
          <isin value="US55336VBH24"/>
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        <balance>1980000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1981346.74000000</valUSD>
        <pctVal>0.261167597107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.33038000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A A</title>
        <cusip>23343JAA4</cusip>
        <identifiers>
          <isin value="US23343JAA43"/>
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        <balance>319645.11000000</balance>
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      <invstOrSec>
        <name>MASSACHUSETTS ST</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <name>Government National Mortgage Association</name>
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          <couponKind>Fixed</couponKind>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US056054AA70"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 1993-58 H</title>
        <cusip>31358UC95</cusip>
        <identifiers>
          <isin value="US31358UC959"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>HOUSTON TEX ARPT SYS REV</name>
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        <title>HOUSTON TX ARPT SYS REVENUE CITY OF HOUSTON TX AIRPORT SYSTEM REVENUE</title>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>CITIGROUP INC.</name>
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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>
        <name>BPCE S.A.</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 344313</title>
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          <isin value="US31375TN614"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV</name>
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        <title>CHICAGO IL TRANSIT AUTH SALES CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <cusip>25746UDC0</cusip>
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        <balance>800000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 C</title>
        <cusip>03066PAE9</cusip>
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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 2001-33 FA</title>
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          <isin value="US31359S6L96"/>
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        <fairValLevel>2</fairValLevel>
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        <name>WORLD OMNI SELECT AUTO TRUST</name>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2019-3 CAALT 2019-3A A</title>
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          <couponKind>Fixed</couponKind>
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        <name>SYNCHRONY CREDIT CARD MASTER NOTE TRUST</name>
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        <title>SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT 2018-1 A</title>
        <cusip>87165LBZ3</cusip>
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          <isin value="US87165LBZ31"/>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST</name>
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        <name>IMPAC CMB TRUST</name>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</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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        <identifiers>
          <isin value="US3137BCZG63"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANK OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE TRUST</name>
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        <cusip>06054MAB9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Mondelez International Holdings Netherlands B.V.</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <cusip>14310DAU1</cusip>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2020-1 CAALT 2020-1A A</title>
        <cusip>22534GAA1</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <title>DT AUTO OWNER TRUST 2020-3 DTAOT 2020-3A A</title>
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        <name>OHIOHEALTH CORPORATION</name>
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        <name>NISSAN AUTO LEASE TRUST</name>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
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        <cusip>57109GAA2</cusip>
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          <isin value="US57109GAA22"/>
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        <balance>20024.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20075.06000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2016-GS4 GSMS 2016-GS4 A2</title>
        <cusip>36251XAP2</cusip>
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          <isin value="US36251XAP24"/>
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        <balance>1497326.50000000</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>
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          <maturityDt>2049-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90500000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2005-2 IMM 2005-2 1A1</title>
        <cusip>45254NMY0</cusip>
        <identifiers>
          <isin value="US45254NMY03"/>
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        <balance>37324.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37273.28000000</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>
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          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
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        <cusip>78448YAA9</cusip>
        <identifiers>
          <isin value="US78448YAA91"/>
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        <balance>540000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>541318.79000000</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>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BANQUE NATIONALE DU CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
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          <isin value="US63307A2L80"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <cusip>25746UDH9</cusip>
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          <isin value="US25746UDH95"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>851819.85000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.74649960</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>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2020-1 EART 2020-1A A</title>
        <cusip>30167HAA6</cusip>
        <identifiers>
          <isin value="US30167HAA68"/>
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        <balance>107178.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>107496.38000000</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>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</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>
        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP MTN VARIABLE RATE 06/13/2022</title>
        <cusip>89236THS7</cusip>
        <identifiers>
          <isin value="US89236THS78"/>
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        <balance>1475000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1478259.60000000</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>2022-06-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.36000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)JUN21 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYM1"/>
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        <balance>-39.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5176031.25000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>US 10YR NOTE (CBT)JUN21</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>U.S. Treasury Futures</issuerName>
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                  <ticker value="TZM21"/>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-1 NRZT 2019-1A A1</title>
        <cusip>64830CAA3</cusip>
        <identifiers>
          <isin value="US64830CAA36"/>
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        <balance>290384.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>308670.10000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Saudi Arabian Oil Company</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>SAUDI ARABIAN OIL CO MTN 2.750000% 04/16/2022</title>
        <cusip>80414L2A2</cusip>
        <identifiers>
          <isin value="US80414L2A26"/>
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        <balance>2290000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2341394.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2019-2 NHLT 2019-2A A</title>
        <cusip>63862UAA6</cusip>
        <identifiers>
          <isin value="US63862UAA60"/>
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        <balance>175843.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176191.06000000</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>2029-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27220120</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>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1</title>
        <cusip>03464RAA1</cusip>
        <identifiers>
          <isin value="US03464RAA14"/>
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        <balance>129467.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131083.55000000</valUSD>
        <pctVal>0.017278538421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO 4.450000% 10/02/2023</title>
        <cusip>42824CBG3</cusip>
        <identifiers>
          <isin value="US42824CBG33"/>
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        <balance>675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>738011.18000000</valUSD>
        <pctVal>0.097279594039</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-1 DRMT 2017-1A A1</title>
        <cusip>24380TAA4</cusip>
        <identifiers>
          <isin value="US24380TAA43"/>
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        <balance>9815.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9826.37000000</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>2046-12-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72499840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Svenska Handelsbanken AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN AB MTN 3.350000% 05/24/2021</title>
        <cusip>86960BAT9</cusip>
        <identifiers>
          <isin value="US86960BAT98"/>
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        <balance>1460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1470463.72000000</valUSD>
        <pctVal>0.193826486112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER RETAIL AUTO LEASE TRUST</name>
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          <isin value="US80286RAB33"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LCM LTD.</name>
        <lei>N/A</lei>
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          <isin value="US50188YAE41"/>
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        <valUSD>1000000.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
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        <cusip>67590BAQ3</cusip>
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          <isin value="US67590BAQ32"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
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        <balance>825000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <cusip>110122CK2</cusip>
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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>SEQUOIA MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
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        <cusip>67590QBJ5</cusip>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2019-A FORDL 2019-A A4</title>
        <cusip>34532FAE2</cusip>
        <identifiers>
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        <balance>490000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2020-2 DRMT 2020-2 A1</title>
        <cusip>24380NAA7</cusip>
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          <isin value="US24380NAA72"/>
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        <balance>710972.05000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENERGY TRANSFER OPERATING, L.P.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2020-3 A2</title>
        <cusip>362590AB7</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>Keybank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NA/CLEVELAND OH VARIABLE RATE 02/01/2022</title>
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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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          <isin value="US61764JAA43"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>REGIONAL MANAGEMENT ISSUANCE TRUST (RMGIT)</name>
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          <isin value="US75907TAA07"/>
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        <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>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2012-M9 A2</title>
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          <isin value="US3136A72D33"/>
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        <balance>218641.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>221913.72000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2019-2 NAVSL 2019-2A A1</title>
        <cusip>63941RAA8</cusip>
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          <isin value="US63941RAA86"/>
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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>Floating</couponKind>
          <annualizedRt>0.38763000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2019-1 FIAOT 2019-1A A</title>
        <cusip>32059TAA7</cusip>
        <identifiers>
          <isin value="US32059TAA79"/>
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        <balance>67270.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67862.15000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.89000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <cusip>37045XBM7</cusip>
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        <balance>1165000.00000000</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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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP PFSFC 2020-F A</title>
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          <isin value="US69335PDV40"/>
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        <balance>2015000.00000000</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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          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.93000000</annualizedRt>
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      <invstOrSec>
        <name>FOX CORPORATION</name>
        <lei>549300DDU6FDRBIELS05</lei>
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        <identifiers>
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        <balance>120000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>123574.22000000</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>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTANDER RETAIL AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER RETAIL AUTO LEASE TRUST 2019-C SRT 2019-C A2A</title>
        <cusip>80284NAB4</cusip>
        <identifiers>
          <isin value="US80284NAB47"/>
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        <balance>597334.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>600911.00000000</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>
        <debtSec>
          <maturityDt>2022-09-20</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>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2020-1 MFT 2020-1A A</title>
        <cusip>57109JAA6</cusip>
        <identifiers>
          <isin value="US57109JAA60"/>
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        <balance>516281.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518887.96000000</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>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.24000000</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>MUFG Union Bank, N.A.</name>
        <lei>OX3PU53ZLPQKJ4700D47</lei>
        <title>MUFG UNION BANK NA VARIABLE RATE 03/07/2022</title>
        <cusip>90520EAJ0</cusip>
        <identifiers>
          <isin value="US90520EAJ01"/>
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        <balance>1375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1381403.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.82537920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARBONE CLO</name>
        <lei>N/A</lei>
        <title>CARBONE CLO LTD CRBN 2017-1A A1</title>
        <cusip>141312AA6</cusip>
        <identifiers>
          <isin value="US141312AA60"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350621.25000000</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>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.36000080</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>PACCAR FINANCIAL CORP.</name>
        <lei>PH3S12DWZBHHQKVYZ297</lei>
        <title>PACCAR FINANCIAL CORP MTN VARIABLE RATE 05/10/2021</title>
        <cusip>69371RP34</cusip>
        <identifiers>
          <isin value="US69371RP344"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400209.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.45537840</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>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GXL3</cusip>
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          <isin value="US38141GXL30"/>
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        <balance>895000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>897450.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62700000</annualizedRt>
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      <invstOrSec>
        <name>MAGNETITE CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>MAGNETITE VIII LTD MAGNE 2014-8A AR2</title>
        <cusip>55952YAP2</cusip>
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          <isin value="US55952YAP25"/>
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        <balance>685000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>685961.74000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.21687920</annualizedRt>
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        <name>WORLD OMNI SELECT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI SELECT AUTO TRUST 2019-A WOSAT 2019-A A2A</title>
        <cusip>98163BAB8</cusip>
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          <isin value="US98163BAB80"/>
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        <balance>197202.83000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</annualizedRt>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020- ACAR 2020-4 A</title>
        <cusip>02530QAA5</cusip>
        <identifiers>
          <isin value="US02530QAA58"/>
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        <balance>883784.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>884600.68000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.53000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1</title>
        <cusip>89173UAA5</cusip>
        <identifiers>
          <isin value="US89173UAA51"/>
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        <balance>686793.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>709109.03000000</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>2057-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012-121 GA</title>
        <cusip>3136A9WT1</cusip>
        <identifiers>
          <isin value="US3136A9WT14"/>
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        <balance>757754.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>760131.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</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>SOUTHERN CALIFORNIA EDISON COMPANY</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CALIFORNIA EDISON CO VARIABLE RATE 12/03/2021</title>
        <cusip>842400GX5</cusip>
        <identifiers>
          <isin value="US842400GX55"/>
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        <balance>1880000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1881442.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
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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>
          <annualizedRt>2.06000000</annualizedRt>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-1 B</title>
        <cusip>02528BAC8</cusip>
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          <isin value="US02528BAC81"/>
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        <balance>3195000.00000000</balance>
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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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        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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        <title>BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2017-RT6 BOMFT 2017-RT6 A</title>
        <cusip>07332GAA6</cusip>
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          <isin value="US07332GAA67"/>
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        <balance>370275.14000000</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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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A</title>
        <cusip>056054AA7</cusip>
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          <isin value="US056054AA70"/>
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        <balance>1295791.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1297991.89000000</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>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
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        <title>ONEMAIN FINANCIAL ISSUANCE TRUST 2019-1 OMFIT 2019-1A A</title>
        <cusip>68267DAA4</cusip>
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          <isin value="US68267DAA46"/>
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        <balance>769130.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>776505.10000000</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>2031-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.48000000</annualizedRt>
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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 3.375000% 11/14/2021</title>
        <cusip>00287YBE8</cusip>
        <identifiers>
          <isin value="US00287YBE86"/>
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        <balance>2000000.00000000</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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        <name>Nordea Bank Abp</name>
        <lei>529900ODI3047E2LIV03</lei>
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        <cusip>65557CBE2</cusip>
        <identifiers>
          <isin value="US65557CBE21"/>
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        <balance>875000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>887159.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
        <lei>N/A</lei>
        <title>BUNKER HILL LOAN DEPOSITARY TRUST 2019-1 BHLD 2019-1 A2</title>
        <cusip>12061AAB4</cusip>
        <identifiers>
          <isin value="US12061AAB44"/>
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        <balance>698342.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>698203.71000000</valUSD>
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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>
          <annualizedRt>3.81700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>LSTAR COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2</title>
        <cusip>50219QAC8</cusip>
        <identifiers>
          <isin value="US50219QAC87"/>
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        <balance>2491786.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2543421.83000000</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>
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        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2019-C CNH 2019-C A2</title>
        <cusip>12597CAB3</cusip>
        <identifiers>
          <isin value="US12597CAB37"/>
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        <balance>482013.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>484253.43000000</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>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.99000000</annualizedRt>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2019-D CPS 2019-D A</title>
        <cusip>12655KAA6</cusip>
        <identifiers>
          <isin value="US12655KAA60"/>
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        <balance>60457.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60554.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FINANCE II LLC 144A VARIABLE RATE 06/25/2021</title>
        <cusip>07274NAC7</cusip>
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          <isin value="US07274NAC74"/>
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        <curCd>USD</curCd>
        <valUSD>3554984.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM1 CSMC 2021-NQM1 A1</title>
        <cusip>126407AA3</cusip>
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          <isin value="US126407AA34"/>
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        <curCd>USD</curCd>
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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>0.80899920</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SECURITIZED TERM AUTO RECEIVABLES TRUST 2019-1 SSTRT 2019-1A A3</title>
        <cusip>81377DAC0</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2019-4 EART 2019-4A B</title>
        <cusip>30167GAC4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2018-1 VZOT 2018-1A A1B</title>
        <cusip>92349FAB9</cusip>
        <identifiers>
          <isin value="US92349FAB94"/>
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        <balance>1848758.77000000</balance>
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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>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERCEDES-BENZ MASTER OWNER TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ MASTER OWNER TRUST 2019-BA MBMOT 2019-AA A</title>
        <cusip>58768UAL7</cusip>
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        <balance>450000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>NISSAN MASTER OWNER TRUST RECEIVABLES</name>
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        <title>NISSAN MASTER OWNER TRUST RECEIVABLES NMOTR 2019-A A</title>
        <cusip>65474VAQ4</cusip>
        <identifiers>
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        <balance>5375000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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        <title>TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 A1</title>
        <cusip>89177HAA0</cusip>
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        <balance>2426665.43000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
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        <title>PRESTIGE AUTO RECEIVABLES TRUST 2020-1 PART 2020-1A A2</title>
        <cusip>74114BAC7</cusip>
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          <isin value="US74114BAC72"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KUBOTA CREDIT OWNER TRUST</name>
        <lei>N/A</lei>
        <title>KUBOTA CREDIT OWNER TRUST 2020-2 KCOT 2020-2A A2</title>
        <cusip>50116YAB7</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
        <lei>5493007PTFULNYZJ1R12</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <title>SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)</title>
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        <assetCat>STIV</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA MTN VARIABLE RATE 10/26/2023</title>
        <cusip>78015K7K4</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE23 MORTGAGE TRUST COMM 2015-CR23 A2</title>
        <cusip>12593AAX3</cusip>
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          <isin value="US12593AAX37"/>
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        <balance>449645.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>449733.19000000</valUSD>
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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>
          <annualizedRt>2.85200000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2020-A ARIFL 2020-A A2</title>
        <cusip>00217TAB1</cusip>
        <identifiers>
          <isin value="US00217TAB17"/>
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        <balance>303190.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>305790.32000000</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>
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          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.77000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARGILL, INCORPORATED</name>
        <lei>QXZYQNMR4JZ5RIRN4T31</lei>
        <title>CARGILL INC 144A 1.375000% 07/23/2023</title>
        <cusip>141781BL7</cusip>
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      <invstOrSec>
        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>Inter-American Development Bank</name>
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        <cusip>45818WCP9</cusip>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
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        <balance>3000000.00000000</balance>
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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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        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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        <cusip>362341FH7</cusip>
        <identifiers>
          <isin value="US362341FH73"/>
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        <balance>123579.94000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
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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>CATERPILLAR FINANCIAL SERVICES CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FORD CREDIT AUTO LEASE TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2020-A ARIFL 2020-A A2</title>
        <cusip>00217TAB1</cusip>
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          <isin value="US00217TAB17"/>
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          <couponKind>Fixed</couponKind>
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        <name>NATIONSTAR HECM LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Fifth Third Bank, National Association</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
        <title>FIFTH THIRD BANK NA MTN 1.800000% 01/30/2023</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC VARIABLE RATE 03/28/2022</title>
        <cusip>345397YJ6</cusip>
        <identifiers>
          <isin value="US345397YJ68"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>746272.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1</title>
        <cusip>92538LAA9</cusip>
        <identifiers>
          <isin value="US92538LAA98"/>
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        <balance>496574.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>500973.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.50199920</annualizedRt>
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      <invstOrSec>
        <name>SANTANDER UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>SANTANDER UK PLC 2.100000% 01/13/2023</title>
        <cusip>80283LAY9</cusip>
        <identifiers>
          <isin value="US80283LAY92"/>
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        <balance>360000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371386.28000000</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>2023-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>NISSAN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO LEASE TRUST 2020-B NALT 2020-B A2</title>
        <cusip>65480EAB7</cusip>
        <identifiers>
          <isin value="US65480EAB74"/>
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        <balance>1305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1305890.27000000</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>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.34000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TRUST 2020-A MBALT 2020-A A2</title>
        <cusip>58770FAB8</cusip>
        <identifiers>
          <isin value="US58770FAB85"/>
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        <balance>116796.47000000</balance>
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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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          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.82000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC VARIABLE RATE 02/17/2023</title>
        <cusip>29250NBD6</cusip>
        <identifiers>
          <isin value="US29250NBD66"/>
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        <balance>1925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1929113.73000000</valUSD>
        <pctVal>0.254282598416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-17</maturityDt>
          <couponKind>Floating</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>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC 1.700000% 05/12/2022</title>
        <cusip>06739GCR8</cusip>
        <identifiers>
          <isin value="US06739GCR83"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355578.63000000</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>2022-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.70000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEXTGEAR FLOORPLAN MASTER OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2020-1A A1</title>
        <cusip>65341KBM7</cusip>
        <identifiers>
          <isin value="US65341KBM71"/>
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        <balance>1830000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1845088.72000000</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>
          <annualizedRt>0.90738000</annualizedRt>
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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 4385 Q</title>
        <cusip>3137BDV94</cusip>
        <identifiers>
          <isin value="US3137BDV943"/>
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        <balance>551156.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>556928.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2020-4 CARMX 2020-4 A2</title>
        <cusip>14316HAB8</cusip>
        <identifiers>
          <isin value="US14316HAB87"/>
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        <balance>1265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1265859.44000000</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>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.31000000</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>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A</title>
        <cusip>63942BAA2</cusip>
        <identifiers>
          <isin value="US63942BAA26"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899885.25000000</valUSD>
        <pctVal>0.118616728546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.84000000</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>DE LAGE LANDEN FINANCE (DLL)</name>
        <lei>N/A</lei>
        <title>DLL 2019-3 LLC DLL 2019-MT3 A2</title>
        <cusip>23291RAB6</cusip>
        <identifiers>
          <isin value="US23291RAB69"/>
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        <balance>282067.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>282809.77000000</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>2022-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WHEELS SPV, LLC</name>
        <lei>N/A</lei>
        <title>WHEELS SPV 2 LLC WHLS 2020-1A A2</title>
        <cusip>96328DBT0</cusip>
        <identifiers>
          <isin value="US96328DBT00"/>
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        <balance>505000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>506226.85000000</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>
          <annualizedRt>0.51000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-3 CARMX 2019-3 A2A</title>
        <cusip>14315PAB1</cusip>
        <identifiers>
          <isin value="US14315PAB13"/>
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        <balance>114986.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>115379.39000000</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>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.21000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MICRON TECHNOLOGY, INC.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MICRON TECHNOLOGY INC 2.497000% 04/24/2023</title>
        <cusip>595112BR3</cusip>
        <identifiers>
          <isin value="US595112BR36"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>676789.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49700000</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>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-1RMORTGAGE PASS-THROUGH CERTIFICATES COLT 2021-1R A1</title>
        <cusip>19688BAA2</cusip>
        <identifiers>
          <isin value="US19688BAA26"/>
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        <balance>1733000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1732118.94000000</valUSD>
        <pctVal>0.228316090430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85700160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
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        <cusip>12597CAB3</cusip>
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          <isin value="US12597CAB37"/>
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        <balance>548619.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>551168.46000000</valUSD>
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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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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
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        <cusip>44891AAV9</cusip>
        <identifiers>
          <isin value="US44891AAV98"/>
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        <balance>725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>726232.54000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-08</maturityDt>
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      <invstOrSec>
        <name>Norinchukin Bank (New York Branch)</name>
        <lei>N/A</lei>
        <title>NORINCHUKIN BANK (NEW YORK) CD ( CERTIFICATE OF DEPOSIT)</title>
        <cusip>65602V4U7</cusip>
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          <isin value="US65602V4U77"/>
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        <balance>3600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3599949.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2018-A MMAF 2018-A A3</title>
        <cusip>60700DAC2</cusip>
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          <isin value="US60700DAC20"/>
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        <balance>1332868.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1341434.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4390 NC</title>
        <cusip>3137BDXM3</cusip>
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          <isin value="US3137BDXM33"/>
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        <balance>239232.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241408.46000000</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>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC 3.551000% 05/25/2021</title>
        <cusip>49271VAE0</cusip>
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        <balance>1000000.00000000</balance>
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        <valUSD>1007528.80000000</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>2021-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55100000</annualizedRt>
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        <name>COLORADO HSG &amp; FIN AUTH</name>
        <lei>N/A</lei>
        <title>COLORADO ST HSG &amp; FIN AUTH COLORADO HOUSING AND FINANCE AUTHORITY</title>
        <cusip>1964796W4</cusip>
        <identifiers>
          <isin value="US1964796W46"/>
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        <balance>3750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3750000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO RECEIVABLES TRUST 2020-1 MBART 2020-1 A2</title>
        <cusip>58769VAB6</cusip>
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        <balance>879096.98000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.46000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nationwide Building Society</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NATIONWIDE BUILDING SOCIETY 144A 0.550000% 01/22/2024</title>
        <cusip>63859UBG7</cusip>
        <identifiers>
          <isin value="US63859UBG76"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>747871.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE VARIABLE RATE 03/07/2022</title>
        <cusip>064159JF4</cusip>
        <identifiers>
          <isin value="US064159JF41"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>804936.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86537880</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>HSBC BANK CANADA</name>
        <lei>DMB80L5QKUQ124HSYW98</lei>
        <title>HSBC BANK CANADA 144A 3.300000% 11/28/2021</title>
        <cusip>40427HTF0</cusip>
        <identifiers>
          <isin value="US40427HTF00"/>
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        <balance>3635000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3713472.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</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>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE27 MORTGAGE TRUST COMM 2015-CR27 A2</title>
        <cusip>12635QBD1</cusip>
        <identifiers>
          <isin value="US12635QBD16"/>
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        <balance>60.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.22300000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1</title>
        <cusip>76119CAA9</cusip>
        <identifiers>
          <isin value="US76119CAA99"/>
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        <balance>253172.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>256684.57000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HONDA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2020-2 OWNER TRUST HAROT 2020-2 A2</title>
        <cusip>43813DAB4</cusip>
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          <isin value="US43813DAB47"/>
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        <balance>159242.69000000</balance>
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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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          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
          <isin value="US38378WUY73"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>MFA LLC</name>
        <lei>N/A</lei>
        <title>MFRA TRUST MFRA 2021-INV1 A1</title>
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          <isin value="US552747AA55"/>
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        <balance>815000.00000000</balance>
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        <valUSD>813331.29000000</valUSD>
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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>Floating</couponKind>
          <annualizedRt>0.85200120</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 K016 A2</title>
        <cusip>3137AJMF8</cusip>
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          <isin value="US3137AJMF89"/>
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        <curCd>USD</curCd>
        <valUSD>183371.78000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.96760000</annualizedRt>
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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>COUNTRYWIDE HOME LOANS INC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO VARIABLE RATE 03/12/2021</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GALAXY XXIII CLO LTD GALXY 2017-23A AR</title>
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        <curCd>USD</curCd>
        <valUSD>1440000.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-24</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4 SDART 2020-4 C</title>
        <cusip>80286WAF3</cusip>
        <identifiers>
          <isin value="US80286WAF32"/>
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        <balance>860000.00000000</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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          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.01000000</annualizedRt>
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      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2021-1 FIAOT 2021-1A A</title>
        <cusip>32059FAA7</cusip>
        <identifiers>
          <isin value="US32059FAA75"/>
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        <balance>1060983.07000000</balance>
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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>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.45000000</annualizedRt>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TRUST 2020-B MBALT 2020-B A3</title>
        <cusip>58769EAC2</cusip>
        <identifiers>
          <isin value="US58769EAC21"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <cusip>38141GWD2</cusip>
        <identifiers>
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        <balance>900000.00000000</balance>
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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>Floating</couponKind>
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      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C NAVSL 2020-CA A1</title>
        <cusip>63941KAA3</cusip>
        <identifiers>
          <isin value="US63941KAA34"/>
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        <balance>2544734.91000000</balance>
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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>
          <annualizedRt>0.85737960</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <identifiers>
          <isin value="US23636AAH41"/>
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        <balance>1026000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Duke Energy Progress, LLC</name>
        <lei>0NIFZ782LS46WOC9QK20</lei>
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        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>ROPER TECHNOLOGIES, INC.</name>
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          <isin value="US776743AK29"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DTE ENERGY COMPANY</name>
        <lei>549300IX8SD6XXD71I78</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2020-1 GCAR 2020-1A A</title>
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          <isin value="US36258XAA81"/>
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        <balance>313664.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 555561</title>
        <cusip>31385XFA0</cusip>
        <identifiers>
          <isin value="US31385XFA00"/>
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        <balance>11415.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11507.01000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-3 GMALT 2020-3 A1</title>
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        <valUSD>84375.19000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2015-46 BA</title>
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          <isin value="US3136APPM80"/>
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        <balance>368309.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>373750.36000000</valUSD>
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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>Fixed</couponKind>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>JACKSON NATIONAL LIFE GLOBAL FUNDING</name>
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        <name>AMERICAN HONDA FINANCE CORPORATION</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE REMICS FNR 2012-137 UE</title>
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        <name>SCF EQUIPMENT LEASING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PUGET ENERGY, INC.</name>
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        <name>CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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          <isin value="US46591HAU41"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>BX TRUST</name>
        <lei>N/A</lei>
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          <isin value="US05608VAE65"/>
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        <name>United States of America</name>
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        <title>US 5YR NOTE (CBT) JUN21 FINANCIAL COMMODITY FUTURE.</title>
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        <name>ALLY MASTER OWNER TRUST</name>
        <lei>N/A</lei>
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        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
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        <name>WORLD OMNI SELECT AUTO TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <name>BANQUE DE MONTREAL</name>
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        <name>ALIMENTATION COUCHE-TARD INC.</name>
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        <name>SOFI PROFESSIONAL LOAN PROGRAM</name>
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        <name>THE BOEING COMPANY</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <name>CREDIT SUISSE AG</name>
        <lei>549300D0YARF5HYP1809</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>FORD CREDIT AUTO OWNER TRUST</name>
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        <name>FORD CREDIT AUTO LEASE TRUST</name>
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        <name>Government National Mortgage Association</name>
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        <name>KKR CLO LTD/LLC</name>
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        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
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        <name>ARROYO MORTGAGE TRUST</name>
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        <name>Mondelez International, Inc.</name>
        <lei>549300DV9GIB88LZ5P30</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>2</fairValLevel>
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        <name>State of California</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>COX COMMUNICATIONS, INC.</name>
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        <name>CIFC FUNDING LTD</name>
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        <name>Cooperatieve Rabobank UA (New York Branch)</name>
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        <name>MARLETTE FUNDING TRUST</name>
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        <name>N/A</name>
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        <name>Skandinaviska Enskilda Banken AB</name>
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        <name>NTT FINANCE CORPORATION</name>
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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <name>CGDBB COMMERCIAL MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HERTZ FLEET LEASE FUNDING LP</name>
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          <isin value="US428041BJ51"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HERTZ FLEET LEASE FUNDING LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC VARIABLE RATE 11/19/2021</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC REMICS FHR 4323 GA</title>
        <cusip>3137BADW9</cusip>
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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>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 A2</title>
        <cusip>03066PAB5</cusip>
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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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL B</title>
        <cusip>056054AE9</cusip>
        <identifiers>
          <isin value="US056054AE92"/>
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        <balance>1091692.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1092475.11000000</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>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.19199960</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USAA CAPITAL CORPORATION</name>
        <lei>5493007XLF4LU3U2W757</lei>
        <title>USAA CAPITAL CORP 144A 1.500000% 05/01/2023</title>
        <cusip>90327QD48</cusip>
        <identifiers>
          <isin value="US90327QD487"/>
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        <balance>890000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>912153.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2018-2 LLC EFF 2018-2 A2</title>
        <cusip>29373FAB0</cusip>
        <identifiers>
          <isin value="US29373FAB04"/>
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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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE CHARLES SCHWAB CORPORATION</name>
        <lei>549300VSGCJ7E698NM85</lei>
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          <isin value="US808513AV74"/>
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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>Floating</couponKind>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST 2006-AR2 CMLTI 2006-AR2 1A1</title>
        <cusip>17307G6K9</cusip>
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        <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>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-119 TG</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>Fixed</couponKind>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-1 DTAOT 2021-1A A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VIATRIS INC.</name>
        <lei>254900ZZTSW7NL773X71</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3903 QC</title>
        <cusip>3137AEG82</cusip>
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        <name>MERIT HILL</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>United States of America</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CROSSROADS ASSET TRUST</name>
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        <name>CANADIAN PACER AUTO RECEIVABLES TRUST</name>
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        <name>OZLM FUNDING LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OTIS WORLDWIDE CORPORATION</name>
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        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-6 BSARM 2005-6 3A1</title>
        <cusip>07387ADJ1</cusip>
        <identifiers>
          <isin value="US07387ADJ16"/>
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        <balance>74276.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>75383.18000000</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>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98649160</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>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-3 CARMX 2019-3 A2B</title>
        <cusip>14315PAC9</cusip>
        <identifiers>
          <isin value="US14315PAC95"/>
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        <balance>480041.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>480189.22000000</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>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.35737920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
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        <cusip>45866FAE4</cusip>
        <identifiers>
          <isin value="US45866FAE43"/>
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        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1132428.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</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>FLORIDA DEV FIN CORP EDL FACS REV</name>
        <lei>N/A</lei>
        <title>FLORIDA ST DEV FIN CORP EDUCTN FLORIDA DEVELOPMENT FINANCE CORP</title>
        <cusip>34061UEC8</cusip>
        <identifiers>
          <isin value="US34061UEC80"/>
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        <balance>405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405206.55000000</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>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.64500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2019-2A A1</title>
        <cusip>165183CD4</cusip>
        <identifiers>
          <isin value="US165183CD45"/>
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        <balance>976058.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>990972.48000000</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>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-1 TRUST OBX 2018-1 A2</title>
        <cusip>67112FAD2</cusip>
        <identifiers>
          <isin value="US67112FAD24"/>
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        <balance>51968.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51970.56000000</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>2057-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.78000120</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>AON CORPORATION</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON CORP 2.200000% 11/15/2022</title>
        <cusip>037389BD4</cusip>
        <identifiers>
          <isin value="US037389BD49"/>
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        <balance>55000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56702.61000000</valUSD>
        <pctVal>0.007474150841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK TRANSN DEV CORP SPL FAC REV</name>
        <lei>N/A</lei>
        <title>NEW YORK ST TRANSPRTN DEV CORP NEW YORK TRANSPORTATION DEVELOPMENT CORP</title>
        <cusip>650116DY9</cusip>
        <identifiers>
          <isin value="US650116DY91"/>
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        <balance>535000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536712.00000000</valUSD>
        <pctVal>0.070745710757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.36000000</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>Capital One Bank (USA), National Association</name>
        <lei>LKE37K2B8CFZUR7F9816</lei>
        <title>CAPITAL ONE BANK USA NA 2.014000% 01/27/2023</title>
        <cusip>14042TCS4</cusip>
        <identifiers>
          <isin value="US14042TCS42"/>
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        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583247.26000000</valUSD>
        <pctVal>0.076879670952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.01400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2020-1R MORTGAGE LOAN TRUST COLT 2020-1R A1</title>
        <cusip>12597VAA3</cusip>
        <identifiers>
          <isin value="US12597VAA35"/>
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        <balance>851628.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>855750.27000000</valUSD>
        <pctVal>0.112799156870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.25499960</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>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO MTN 3.450000% 02/13/2023</title>
        <cusip>94974BFJ4</cusip>
        <identifiers>
          <isin value="US94974BFJ44"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>900195.82000000</valUSD>
        <pctVal>0.118657665762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</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>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA MTN VARIABLE RATE 04/29/2022</title>
        <cusip>78013X6E3</cusip>
        <identifiers>
          <isin value="US78013X6E35"/>
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        <balance>2895000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2908509.00000000</valUSD>
        <pctVal>0.383379794843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.68150160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-1A A3</title>
        <cusip>30166RAC1</cusip>
        <identifiers>
          <isin value="US30166RAC16"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>849862.05000000</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>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.34000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2019-B MMAF 2019-B A2</title>
        <cusip>55316EAB8</cusip>
        <identifiers>
          <isin value="US55316EAB83"/>
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        <balance>243106.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245009.45000000</valUSD>
        <pctVal>0.032295472586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNC BANK, NATIONAL ASSOCIATION</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC BANK NA VARIABLE RATE 02/24/2023</title>
        <cusip>69353RFU7</cusip>
        <identifiers>
          <isin value="US69353RFU77"/>
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        <balance>3130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3138701.43000000</valUSD>
        <pctVal>0.413722189034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.50050080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-4 AOMT 2019-4 A1</title>
        <cusip>03463UAA5</cusip>
        <identifiers>
          <isin value="US03463UAA51"/>
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        <balance>439248.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443962.53000000</valUSD>
        <pctVal>0.058520108986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99300040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIVERSITY CALIF REVS</name>
        <lei>N/A</lei>
        <title>UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA</title>
        <cusip>91412HFJ7</cusip>
        <identifiers>
          <isin value="US91412HFJ77"/>
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        <balance>230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230418.60000000</valUSD>
        <pctVal>0.030372206376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.45500000</annualizedRt>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>12597JAA0</cusip>
        <identifiers>
          <isin value="US12597JAA07"/>
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        <balance>204028.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>204867.23000000</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>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.09000000</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>PIONEER NATURAL RESOURCES COMPANY</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCES CO 0.750000% 01/15/2024</title>
        <cusip>723787AS6</cusip>
        <identifiers>
          <isin value="US723787AS61"/>
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        <balance>1285000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1280305.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</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 POOL FN 323626</title>
        <cusip>31374TPK9</cusip>
        <identifiers>
          <isin value="US31374TPK96"/>
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        <balance>166.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166.90000000</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>2023-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.53599840</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>TOTAL CAPITAL CANADA LTD.</name>
        <lei>5299005IX98ZZ9LSGK46</lei>
        <title>TOTAL CAPITAL CANADA COMMERCIAL PAPER (ISITC)</title>
        <cusip>89153PQH8</cusip>
        <identifiers>
          <isin value="US89153PQH81"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2999881.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-3 SDART 2020-3 A2</title>
        <cusip>80285WAB3</cusip>
        <identifiers>
          <isin value="US80285WAB37"/>
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        <balance>576963.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>577474.84000000</valUSD>
        <pctVal>0.076118789966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.46000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BANK OF COMMERCE VARIABLE RATE 12/14/2023</title>
        <cusip>13607GRT3</cusip>
        <identifiers>
          <isin value="US13607GRT30"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601826.71000000</valUSD>
        <pctVal>0.079328687176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.48945960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 2.900000% 05/13/2022</title>
        <cusip>928668BC5</cusip>
        <identifiers>
          <isin value="US928668BC59"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>874697.02000000</valUSD>
        <pctVal>0.115296588072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REGENCY ENERGY PARTNERS LP</name>
        <lei>N/A</lei>
        <title>ENERGY TRANSFER PARTNERS LP / REGENCY ENERGY FINAN 5.000000% 10/01/2022</title>
        <cusip>75886AAQ1</cusip>
        <identifiers>
          <isin value="US75886AAQ13"/>
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        <balance>1315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1386541.75000000</valUSD>
        <pctVal>0.182764465111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-1 TPMT 2017-1 A1</title>
        <cusip>89173FAA8</cusip>
        <identifiers>
          <isin value="US89173FAA84"/>
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        <balance>517696.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527043.90000000</valUSD>
        <pctVal>0.069471327836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-2 DRMT 2017-2A A1</title>
        <cusip>24381CAA0</cusip>
        <identifiers>
          <isin value="US24381CAA09"/>
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        <balance>42730.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42840.86000000</valUSD>
        <pctVal>0.005646989614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45300040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-R1 AOMT 2020-R1 A1</title>
        <cusip>034651AA7</cusip>
        <identifiers>
          <isin value="US034651AA74"/>
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        <balance>963154.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>966742.83000000</valUSD>
        <pctVal>0.127429438186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.96509880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA LLC 144A 2.550000% 08/15/2022</title>
        <cusip>233851DU5</cusip>
        <identifiers>
          <isin value="US233851DU57"/>
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        <balance>3650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3755409.12000000</valUSD>
        <pctVal>0.495012385376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUNOCO LOGISTICS PARTNERS OPERATIONS L.P.</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.650000% 02/15/2022</title>
        <cusip>86765BAJ8</cusip>
        <identifiers>
          <isin value="US86765BAJ89"/>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1193147.68000000</valUSD>
        <pctVal>0.157272579447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHACKLETON CLO LTD</name>
        <lei>N/A</lei>
        <title>SHACKLETON 2014-VI-R CLO LTD SHACK 2014-6RA A</title>
        <cusip>81881GAC2</cusip>
        <identifiers>
          <isin value="US81881GAC24"/>
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        <balance>697419.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697547.43000000</valUSD>
        <pctVal>0.091945938832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.23774840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PENSKE TRUCK LEASING CO., L.P.</name>
        <lei>549300ZX07JYMI8GHQ39</lei>
        <title>PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 3.650000% 07/29/2021</title>
        <cusip>709599BD5</cusip>
        <identifiers>
          <isin value="US709599BD56"/>
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        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581203.01000000</valUSD>
        <pctVal>0.076610211876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Province de Quebec</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>PROVINCE OF QUEBEC 2.375000% 01/31/2022</title>
        <cusip>748149AM3</cusip>
        <identifiers>
          <isin value="US748149AM34"/>
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        <balance>4232000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4314354.85000000</valUSD>
        <pctVal>0.568688794593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO RECEIVABLES 2020-B OWNER TRUST TAOT 2020-B A2</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B SCART 2020-BA A2</title>
        <cusip>802830AD1</cusip>
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          <isin value="US802830AD18"/>
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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>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-1 DTAOT 2021-1A B</title>
        <cusip>23344GAC5</cusip>
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          <isin value="US23344GAC50"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-EXP2 TRUST OBX 2018-EXP2 2A1A</title>
        <cusip>67097XAR1</cusip>
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          <isin value="US67097XAR17"/>
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        <curCd>USD</curCd>
        <valUSD>245749.87000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86762880</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2020-A FORDL 2020-A A2</title>
        <cusip>34531MAB4</cusip>
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          <isin value="US34531MAB46"/>
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        <curCd>USD</curCd>
        <valUSD>297374.31000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTER-AMERICAN DEVELOPMENT BANK MTN VARIABLE RATE 07/15/2021</title>
        <cusip>45818WBM7</cusip>
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          <isin value="US45818WBM73"/>
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        <curCd>USD</curCd>
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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>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC VARIABLE RATE 06/15/2023</title>
        <cusip>45866FAR5</cusip>
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          <isin value="US45866FAR55"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1002486.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LSTAR SECURITIES INVESTMENT LTD.</name>
        <lei>N/A</lei>
        <title>LSTAR SECURITIES INVESTMENT LTD 2019-4 LSTRZ 2019-4 A1</title>
        <cusip>54912JAA0</cusip>
        <identifiers>
          <isin value="US54912JAA07"/>
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        <balance>572297.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564592.16000000</valUSD>
        <pctVal>0.074420683061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.64400120</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>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1</title>
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        <identifiers>
          <isin value="US92536PAA21"/>
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        <curCd>USD</curCd>
        <valUSD>215140.37000000</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>
          <annualizedRt>2.41700040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA LLC 144A 3.875000% 09/15/2021</title>
        <cusip>233851AF1</cusip>
        <identifiers>
          <isin value="US233851AF18"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1222872.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <cusip>233851CK8</cusip>
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          <isin value="US233851CK84"/>
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        <curCd>USD</curCd>
        <valUSD>405116.57000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <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 374614</title>
        <cusip>31377EDT3</cusip>
        <identifiers>
          <isin value="US31377EDT38"/>
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        <balance>5328.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5346.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-LC17 MORTGAGE TRUST COMM 2014-LC17 A2</title>
        <cusip>12592MBF6</cusip>
        <identifiers>
          <isin value="US12592MBF68"/>
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        <balance>1657.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1657.30000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COLD STORAGE TRUST</name>
        <lei>N/A</lei>
        <title>COLD STORAGE TRUST 2020-ICE5 COLD 2020-ICE5 A</title>
        <cusip>193051AA7</cusip>
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          <isin value="US193051AA74"/>
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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>
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      <invstOrSec>
        <name>HSBC BANK CANADA</name>
        <lei>DMB80L5QKUQ124HSYW98</lei>
        <title>HSBC BANK CANADA 144A 0.950000% 05/14/2023</title>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
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        <title>COLT 2020-1 MORTGAGE LOAN TRUST COLT 2020-1 A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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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 K721 A2</title>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>7-ELEVEN, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Saudi Arabian Oil Company</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <identifiers>
          <isin value="US63940DAB82"/>
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        <balance>496243.62000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VOLKSWAGEN AUTO LOAN ENHANCED TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>STARBUCKS CORPORATION</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <title>TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1</title>
        <cusip>89173HAA4</cusip>
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        <name>Westpac Banking Corporation (New York branch)</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>None</couponKind>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 01/06/2023</title>
        <cusip>89114QCN6</cusip>
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        <curCd>USD</curCd>
        <valUSD>2026336.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.34989840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2020-B FORDL 2020-B A2A</title>
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        <identifiers>
          <isin value="US34531RAB33"/>
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        <balance>659417.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>660314.87000000</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>
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        <name>ANTHEM, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MFA LLC</name>
        <lei>N/A</lei>
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        <name>AT&amp;T INC.</name>
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        <name>CONSUMER LOAN UNDERLYING BOND (CLUB) CREDIT TRUST</name>
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        <name>CROSSROADS ASSET TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2021-1 CARMX 2021-1 A2A</title>
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        <balance>1345000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-1 MFT 2019-1A A</title>
        <cusip>57109XAA5</cusip>
        <identifiers>
          <isin value="US57109XAA54"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PORT AUTH N Y &amp; N J</name>
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        <title>PORT AUTH OF NEW YORK &amp; NEW JE PORT AUTHORITY OF NEW YORK &amp; NEW JERSEY</title>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BANQUE ROYALE DU CANADA</name>
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        <title>ROYAL BANK OF CANADA MTN VARIABLE RATE 01/19/2024</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SCF EQUIPMENT TRUST LLC</name>
        <lei>N/A</lei>
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          <isin value="US784054AB43"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2021-1 FCAT 2021-1 A</title>
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          <isin value="US33843WAA99"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Cooperatieve Rabobank UA (New York Branch)</name>
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        <title>COOPERATIEVE RABOBANK UA/NY VARIABLE RATE 01/12/2024</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <title>SOFI CONSUMER LOAN PROGRAM 2019-1 TRUST SCLP 2019-1 A</title>
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          <isin value="US78472CAA62"/>
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          <couponKind>Fixed</couponKind>
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        <name>J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>NEWMONT CORPORATION</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>NEWMONT CORP 3.625000% 06/09/2021</title>
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        <curCd>USD</curCd>
        <valUSD>1645617.59000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WHEELS SPV, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOCIETE GENERALE SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2021-1 A2</title>
        <cusip>35105WAC3</cusip>
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          <isin value="US35105WAC38"/>
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        <balance>1470000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.40000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC 0.320000% 10/20/2022</title>
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        <identifiers>
          <isin value="US3134GV6H65"/>
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        <balance>2850000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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          <isin value="US36259PAB22"/>
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        <balance>393906.02000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US89172YAA82"/>
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        <balance>131411.01000000</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>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MORTGAGEIT TRUST</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST 2005-5 MHL 2005-5 A1</title>
        <cusip>61915RAU0</cusip>
        <identifiers>
          <isin value="US61915RAU05"/>
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        <balance>88622.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>88856.68000000</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>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.63762840</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA/PROVIDENCE RI VARIABLE RATE 02/14/2022</title>
        <cusip>17401QAT8</cusip>
        <identifiers>
          <isin value="US17401QAT85"/>
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        <balance>515000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>517330.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-14</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AD0213</title>
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          <isin value="US31418MGX48"/>
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        <balance>80783.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>96918.25000000</valUSD>
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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>Fixed</couponKind>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
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        <title>NISSAN AUTO RECEIVABLES 2019-C OWNER TRUST NAROT 2019-C A3</title>
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          <isin value="US65479JAD54"/>
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        <balance>573000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1</title>
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          <isin value="US81746WAA62"/>
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        <balance>217651.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>224994.06000000</valUSD>
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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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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <cusip>36258AAA8</cusip>
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          <isin value="US36258AAA88"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
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          <isin value="US87166PAE16"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <title>ENTERPRISE FLEET FINANCING 2019-1 LLC EFF 2019-1 A2</title>
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          <isin value="US29374AAB08"/>
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          <couponKind>Fixed</couponKind>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 889091</title>
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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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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-3 MFT 2019-3A A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC USA INC.</name>
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      <invstOrSec>
        <name>CVS HEALTH CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCM LTD.</name>
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        <balance>1665000.00000000</balance>
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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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        <securityLending>
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        <valUSD>177346.70000000</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>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-02-28</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>Peter Rodriguez</ncom:signature>
      <ncom:signerName>Peter Rodriguez</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
